Math 256 Stochastic Processes

Objective and Overview

Continuation of Mathematics 251 Probability.  Properties of independent and dependent random variables, and conditional expectation.  Topics chosen from Markov processes, second order processes, stationary processes, ergodic theory, Martingales, and renewal theory. 

Prerequisites 

Math 63 Linear Algebra II
Math 251 Probability

Who should take this course?

This course is required for all MSFE students.