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University of Colorado Denver/Anschutz Medical Campus Course Info

Denver, Colorado

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Course Info

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MATH 5792

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 the equivalent of an undergraduate-level course in probability (e.g., MATH 4810) and some programming experience. Cross-listed with MATH 4792. Term offered: fall.

Units: 3.0

Hours: 3 to 3