May 20, 2025  
2024-2025 Catalog 
    
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MATH 443  - Applied Stochastic Processes with Simulation

Units: 3


Covers joint distributions, covariance, correlation, sums of random variables, strong law of large numbers, central limit theorem, Monte Carlo simulation, Poisson processes, Markov chains, Markov chain Monte Carlo algorithms, including Gibbs sampling and Metropolis-Hastings algorithms.  Includes optional topics: Brownian motion and applications to Bayesian inference.

 
Enrollment Requirement(s): for graduate students: CS 111  and (MATH 264  or MATH 364 ) and (MATH 342  or MATH 441 ), all with grades of C (2.0) or better.

Prerequisite(s): for undergraduates: CS 111  and (MATH 264  or MATH 364 ) and (MATH 342  or MATH 441 ), all with grades of C (2.0) or better.



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