Course Details
Country:
Hong Kong
Institution:
Chinese University of Hong Kong
Course Title:
Stochastic Processes
Course Number:
MATH 4240
Course Description:
Bernoulli processes and sum of independent random variables, Poisson processes, times of arrivals, Markov chains, transient and recurrent states, stationary distribution of Markov chains, Markov pure jump processes, and birth and death processes. Students taking this course are expected to have knowledge in probability.
Language:
English
Approved Equivalent:
MATH 442
