Systematic study of Markov chains and some of the simpler Markov processes, including renewal theory, limit theorems for Markov chains, branching processes, queuing theory, birth and death processes, and Brownian motion. Applications to physical and biological sciences. Department enforced prerequisite: MATH 4001 or MATH 4510 or APPM 3570 or APPM 4560. Instructor consent required for undergraduates. Same as APPM 6550.
instructor(s)
Engländer, János
Primary Instructor
- Spring 2018 / Fall 2019 / Spring 2026
