Discrete and continuous time Markov chains, poisson processes, random walks, branching processes, first passage times, recurrence and transience, stationary distributions. Non-Statistics masters students may want to consider taking Stats 215 instead.
Prerequisite
STATS 116 (or equivalent) or consent of instructor.
Notes
- Students enroll in both the lecture (Section 1) and discussion section (Section 2).
- Non-Statistics masters students may want to consider taking Stats 215 instead.
