Stat 150: Stochastic Processes

Name: Stat 150: Stochastic Processes
Author: SCF

UC Berkeley

Overview

Random walks, discrete time Markov chains, Poisson processes. Further topics such as: continuous time Markov chains, queueing theory, point processes, branching processes, renewal theory, stationary processes, Gaussian processes.

Logistics

Three hours of Lecture per week for 15 weeks.

Prerequisites

101 or 103A or 134.