Markov chains and processes, random walks, stationary, independent increments, and Poisson processes. Ergodicity. Examples (e.g., diffusion, queuing theory, etc.).

Throughout, we will be applying some of the theoretic results to the analysis of queues. Students are expected to have some background in probability (such as IEMS 202) and stochastic processes; no ...

A second course in stochastic processes and applications to insurance. Markov chains (discrete and continuous time), processes with jumps; Brownian motion and diffusions; Martingales; stochastic ...

The research team hypothesized that ovarian aging follows a stochastic sequential process influenced by follicles transitioning through multiple developmental stages. Unlike previous studies focusing ...

Statistics, and real analysis at the undergraduate engineering or mathematics level; graduate level probability and stochastic processes (IEMS 460-1); computer programming in Python; graduate standing ...

In a new Physical Review Letters study, researchers propose an experimental approach that could finally determine whether ...

By examining sophisticated formulas, I will illustrate how stochastic correlation processes can be leveraged to create dynamic risk models that reflect real-world portfolio needs. A copula ...

A second course in stochastic processes and applications to insurance. Markov chains (discrete and continuous time), processes with jumps; Brownian motion and diffusions; Martingales; stochastic ...