MATH 526 - Discrete State Stochastic Processes
Winter 2014, Section 001
Instruction Mode: Section 001 is (see other Sections below)
Subject: Mathematics (MATH)
Department: LSA Mathematics
See additional student enrollment and course instructor information to guide you in your decision making.

Details

Credits:
3
Requirements & Distribution:
BS
Waitlist Capacity:
60
Advisory Prerequisites:
MATH 525 or STATS 525 or EECS 501.
BS:
This course counts toward the 60 credits of math/science required for a Bachelor of Science degree.
Repeatability:
May not be repeated for credit.
Primary Instructor:

Description

Course Description: The theory of stochastic processes is concerned with systems which change in accordance with probability laws. It can be regarded as the "dynamic" part of statistic theory. Many applications occur in physics, engineering, computer sciences, economics, financial mathematics and biological sciences, as well as in other branches of mathematical analysis such as partial differential equations. The purpose of this course is to provide an introduction to the many specialized treatise on stochastic processes. Most of this course is on discrete state spaces. It is a second course in probability which should be of interest to students of mathematics and statistics as well as students from other disciplines in which stochastic processes have found significant applications. Special efforts will be made to attract and interest students in the rich diversity of applications of stochastic processes and to make them aware of the relevance and importance of the mathematical subtleties underlying stochastic processes.

Text: Essentials of Stochastic Processes 2nd, Richard Durrett, Required

Course Requirements:

No data submitted

Intended Audience:

No data submitted

Class Format:

No data submitted

Schedule

MATH 526 - Discrete State Stochastic Processes
Schedule Listing
001 (LEC)
 In Person
12023
Closed
0
 
-
TuTh 10:00AM - 11:30AM
Note: FIN ENGINEERS, AIM AND ACTU/FIN MATH STUDENTS ONLY. STUDENTS SHOULD ADD THEMSELVES TO THE WAIT LIST.
002 (LEC)
 In Person
21913
Closed
0
 
-
TuTh 11:30AM - 1:00PM
Note: FIN ENGINEERS, AIM AND ACTU/FIN MATH STUDENTS ONLY. STUDENTS SHOULD ADD THEMSELVES TO THE WAITLIST.

Textbooks/Other Materials

The partner U-M / Barnes & Noble Education textbook website is the official way for U-M students to view their upcoming textbook or course material needs, whether they choose to buy from Barnes & Noble Education or not. Students also can view a customized list of their specific textbook needs by clicking a "View/Buy Textbooks" link in their course schedule in Wolverine Access.

Click the button below to view and buy textbooks for MATH 526.001

View/Buy Textbooks

Syllabi

Syllabi are available to current LSA students. IMPORTANT: These syllabi are provided to give students a general idea about the courses, as offered by LSA departments and programs in prior academic terms. The syllabi do not necessarily reflect the assignments, sequence of course materials, and/or course expectations that the faculty and departments/programs have for these same courses in the current and/or future terms.

Click the button below to view historical syllabi for MATH 526 (UM login required)

View Historical Syllabi

CourseProfile (Atlas)

The Atlas system, developed by the Center for Academic Innovation, provides additional information about: course enrollments; academic terms and instructors; student academic profiles (school/college, majors), and previous, concurrent, and subsequent course enrollments.

CourseProfile (Atlas)