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PSTAT160A

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PSTAT 160A - Applied Stochastic Processes

Statistics & Applied Probability College of Letters and Science

Full Course Title

Applied Stochastic Processes

Instructor Name(s)

STAFF

Course Description

Discrete probability models. Review of discrete and continuous probability. Conditional expectations. Simulation techniques for random variables. Discrete time stochastic processes: random walks and Markov chains with applications to Monte Carlo simulation and mathematical finance. Introduction to Poisson process.

Unit Value

4

Maximum number of times course can be repeated for additional credit

0

Maximum Units

4

Prerequisites

Mathematics 4A or 4AI or 5A, Mathematics 8 or PSTAT 8, and PSTAT 120A. A minimum letter grade of C or better must be earned in each course.

Programs

PSTAT160A is a completion requirement for: