UW Madison Home Page

I SY E 632: Introduction to Stochastic Processes

  • Catalog Description:
    Markov chains: classification, recurrence, transcience, limit theory. Renewal theory, Markov processes, birth-death processes. Applications to queueing, branching, and other models in science, engineering and business. Topics drawn from semi-Markov processes, martingales, Brownian motion.
  • Credits: 3
  • Prerequisites: Math 431, or Stat 309 & 310, or Stat 311 & 312, or Stat 313 or 314
  • Official Course Description (pdf)

    Moodle and D2L are being retired. Already, many Engineering courses are in Canvas rather than Moodle. Rather than using the Moodle links below, it is recommended that you use the Learn@UW site (learnuw.wisc.edu) to gain access to all of the LSM choices available to campus.