This is the preliminary (or launch) version of the 2021-2022 VCU Bulletin. This edition includes all programs and courses approved by the publication deadline; however we may receive notification of additional program approvals after the launch. The final edition and full PDF version will include these updates and will be available in August prior to the beginning of the fall semester.

STAT 613. Stochastic Processes. 3 Hours.

Continuous courses; 3 lecture hours. 3-3 credits. Prerequisite: graduate status in mathematical sciences or systems modeling and analysis, or permission of instructor. Introduction to the theory and applications of stochastic processes. Random walks, Markov processes, queuing theory, renewal theory, birth-death and diffusion processes. Time series, spectral analysis, filter, autocorrelation.