MA41017: Stochastic Processes
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| MA41017 | |||||||||||||||||||||||||||||
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| Course name | Stochastic Processes | ||||||||||||||||||||||||||||
| Offered by | Mathematics | ||||||||||||||||||||||||||||
| Credits | 4 | ||||||||||||||||||||||||||||
| L-T-P | 3-1-0 | ||||||||||||||||||||||||||||
| Previous Year Grade Distribution | |||||||||||||||||||||||||||||
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| Semester | Spring | ||||||||||||||||||||||||||||
Syllabus
Syllabus mentioned in ERP
Prerequisite: Probability and Statistics
Definition and classification of stochastic processes, discrete time Markov chains, random walk, gamblers ruin, branching process, Poisson process, general continuous time Markov chains, birth and death process, applications to queues, renewal process, martingales, Brownian motion.