Special emphasis is on primary source materials.
Special emphasis is on primary source materials. Three semesters of calculus, and graduate standing or departmental approval. Students who have received credit for MATH 311 may not take MATH 509 for credit Development and analysis of probability models through the basic concepts of sample spaces, random variables, probability distributions, expectations, and conditional probability. Additional topics covered include distributions of transformed variables, moment generating functions, and the central limit theorem. Random walks, Markov processes, Brownian motion, Poisson processes, branching processes, stationary time series, linear filtering and prediction, queuing processes, and renewal theory.