MATH 526 - Discrete State Stochastic Processes
Section: 003
Term: WN 2018
Subject: Mathematics (MATH)
Department: LSA Mathematics
Credits:
3
Requirements & Distribution:
BS
Waitlist Capacity:
40
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:

This is a course on the theory and applications of stochastic processes, mostly 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.

For more information on this course, please visit the Department of Mathematics webpage

MATH 526 - Discrete State Stochastic Processes
Schedule Listing
001 (LEC)
P
11762
Closed
0
 
5
TuTh 8:30AM - 10:00AM
Note: FIN ENGINEERS, AIM AND ACTU/FIN MATH STUDENTS ONLY. STUDENTS SHOULD ADD THEMSELVES TO THE WAIT LIST.
002 (LEC)
P
19793
Closed
0
 
5
TuTh 10:00AM - 11:30AM
Note: FIN ENGINEERS, AIM AND ACTU/FIN MATH STUDENTS ONLY. STUDENTS SHOULD ADD THEMSELVES TO THE WAITLIST.
003 (LEC)
P
25532
Closed
0
 
4
TuTh 11:30AM - 1:00PM
Note: FIN ENGINEERS, AIM AND ACTU/FIN MATH STUDENTS ONLY. STUDENTS SHOULD ADD THEMSELVES TO THE WAITLIST.
NOTE: Data maintained by department in Wolverine Access. If no textbooks are listed below, check with the department.


ISBN: 9781461436140
Essetnials of stochastic processes., Author: Rick Durrett., Publisher: Springer 2. ed.
Required
ISBN: 9781118122372
Probability and measure : anniversary edition, Author: Patrick Billingsley., Publisher: Wiley 3. ed., an 2012
Optional
ISBN: 9780471120629
Stochastic processes., Author: Sheldon M. Ross., Publisher: Routledge. 2nd ed. 1999
Optional
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
The CourseProfile (ART) system, supported by the U-M Provost’s 3rd Century Initiative through a grant to the Digital Innovation Greenhouse, provides additional information about: course enrollments; academic terms and instructors; student academic profiles (school/college, majors), and previous, concurrent, and subsequent course enrollments.

CourseProfile (ART)