| Course Title: Topics in Applied Mathematics: 'Stochastic Processes' |
| Start Date: 01/23/2024 End Date: 05/07/2024 |
| Term: Spring Semester 2024 |
| Description: Stochastic processes are mathematical models that evolve with time and include an element of randomness. They involve a collection of states-for example, the weather in a geographical location, the size of a population, or the length of a queue-and a description of how the system evolves from one state to the next. This course is devoted to the study of a class of stochastic processes called Markov chains, and we attempt to study their behavior using tools from probability theory and linear algebra in beautiful, interconnected ways. Topics will include Markov chains in discrete and continuous time, branching processes, queuing theory, and Markov chain Monte Carlo. |
| Distribution(s): II - Math & Sciences , TP - Topics Course |
| Academic Level Of Course: Undergraduate | Credits:4.00 |
| Faculty | Phone | Email address |
| Timothy Chumley | 413-538-2299 | tchumley@mtholyoke.edu |
| Meeting Dates | Method | Meeting days | Meeting times | Building name | Room | Frequency |
| 01/23/2024 - 05/07/2024 | Lecture | Tuesday and Thursday | 09:00AM - 10:15AM | KNDD - Kendade | 203 | Weekly |
| Requisite Courses | ||
| Prereq: MATH-211 and MATH-342. | Take previously | Required |
| Comments |
| Additional Comments |
| Course Tags | ||
| DATA0003 | DATA-SE: Data Science Elective Course | This course is an elective option for the Data Science major. |
| Cross-listed Sections |
| None |
| Course Availability | ||||
| Section status: Open | Capacity: 18 | Enrollment: 14 | Available: 4 | Waitlist: 0 |
BOOK INFORMATION
| Book List | Required | Publisher Full Price |
| Title: Introduction to Stochastic Processes with R Author: Dobrow, Robert P. Copyright: 2016 Edition: Volume: ISBN: 9781118740651 Publisher: Wiley |
Required | 125.00 |
| Additional Book Comments |
| This is the complete book list for this class. |
| Instructor's comments about the book list: An e-book version will be available for free. |