MATH 4792

Probabilistic Modeling

Every other year. Markov chains; Poisson processes, continuous time Markov chains, elementary topics in queuing theory, and some mathematical aspects of Monte Carlo simulation, including random variate generation, variance reduction, and output analysis. Note: This course assumes that students have taken MATH 4810 or 5310 and have some programming experience. Students who have a grade of B- or better in MATH 4810 or 5310 pass this course at a much higher rate. Cross-listed with MATH 5792. Term offered: fall.

Units: 3.0

Hours: 3 to 3