Stochastic Processes for Business Applications (formerly OPR 9723)

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Overview

Subject area

OPR

Catalog Number

9783

Course Title

Stochastic Processes for Business Applications (formerly OPR 9723)

Description

This course covers fundamental concepts of stochastic processes necessary for understanding the complex probabilistic models currently used in business applications. Stochastic processes included are Poisson processes, random walks, Markov chains, and Brownian motion. Examples are selected from various business disciplines to illustrate the use of these processes in application. This is the same course as STA 9783.

Typically Offered

Fall, Spring, Summer

Academic Career

Graduate

Liberal Arts

No

Credits

Minimum Units

3

Maximum Units

3

Academic Progress Units

3

Repeat For Credit

No

Components

Name

Lecture

Hours

3

Requisites

028029

Course Schedule