ACM650

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ACM650 RAND WALKS & BROWNIAN MOTION| 1 - Credit Hours

MathematicsArts & Sciences

Course Details Prerequisites/Corequisites Student Learning Outcomes, Content, Assessment

Subject Code

ACM

Course Number

650

Department(s)

Mathematics

Academic Level (Course Level)

Graduate

Course Title

RANDOM WALKS AND BROWNIAN MOTION

Course Description

Prerequisite: Admission to program or instructor permission. Symmetric random walks, ballot theorem, returns to origin and arcsine laws, gambler's ruin, Brownian motion, conditional distributions, hitting times and maxima.

Credit Hours

Credit Hours Min

Lecture Hours

Lecture Hours Min

Lab Hours