MATH 571 - Probability and Random Processes

Units: 3

Framework for probability theory: probability spaces as measure spaces, random variables, expectation and conditional probability. Major results such as limit theorems for sums of random variables, zero-one laws, and ergodic theorems. Applications may include branching processes, Markov Chains, Markov Random Fields, martingales, percolation, Poisson Processes, queuing theory, random walks, and renewal processes. Combines theoretical ideas with hands-on laboratory experience using appropriate computer software packages.

Prerequisite(s): For undergraduates and enrollment requirement(s) for graduate students: MATH 430 or MATH 440 or MATH 441 with a grade of C (2.0) or better.

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