STATS217

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Introduction to Stochastic Processes I

Statistics H&S - Humanities & Sciences

Course Description

Discrete and continuous time Markov chains, Poisson processes, random walks, branching processes, first passage times, recurrence and transience, stationary distributions. Prerequisite: STATS 117, MATH 51, MATH 104 (recommended).See https://statistics.stanford.edu/course-equiv for equivalent courses in other departments that satisfy these prerequisites.

Grading Basis

ROP - Letter or Credit/No Credit

Min

3

Max

3

Course Repeatable for Degree Credit?

No

Course Component

Discussion

Enrollment Optional?

Yes

Course Component

Lecture

Enrollment Optional?

No

Does this course satisfy the University Language Requirement?

No

Programs

STATS217 is a completion requirement for:
  • (from the following course set: )
  • (from the following course set: )
  • (from the following course set: )
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  • (from the following course set: )