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MATH 6762. Stochastic Processes II. 3 Credit Hours.

Continuous time Markov chains. Uniformization, transient and limiting behavior. Brownian motion and martingales. Optional sampling and convergence. Modeling of inventories, finance, flows in manufacturing and computer networks. Crosslisted with ISYE 6762.

Doctor of Philosophy with a major in Machine Learning

...Analysis MATH 6263, Testing Statistical Hypotheses MATH 6266...Stochastic Processes I ISYE 6762, Stochastic Processes II...