MATH 742: Advanced Probability Models
San Francisco , United States
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Details
Program Details
Degree
Masters
Major
Applied Mathematics | Probability Theory | Statistics
Area of study
Mathematics and Statistics
Course Language
English
About Program
Program Overview
MATH 742: Advanced Probability Models
Bulletin Description
Advanced topics in probability theory including continuous-time Markov chains, renewal theory and applications, queuing systems, and reliability theory. Discussion of Brownian Motion and Stationary Processes.
Course Content
The order in which we work on the following topics may vary.
- Markov Chains: Continuous-time
- Renewal Theory and Its Applications
- Queueing Theory
- Reliability Theory
- Brownian Motion and Stationary Processes
Textbook
Introduction to Probability Models, 12th ed., by Sheldon M. Ross, Academic Press, 2018. (Supplementary) Essentials of Stochastic Processes, third edition, by R. Durrett, Springer 2016.
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