STATS 217: Introduction to Stochastic Processes I
Discrete and continuous time Markov chains, Poisson processes, random walks, branching processes, first passage times, recurrence and transience, stationary distributions. Prerequisites:
STATS 117,
MATH 51,
MATH 104 (recommended). See
https://statistics.stanford.edu/course-equiv for equivalent courses in other departments that satisfy these prerequisites.
Terms: Win, Sum
| Units: 3
Instructors:
Palacios, J. (PI)
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