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CUHK

MATH4240 Stochastic Processes

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Course Reviews on MATH4240 Stochastic Processes

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2018-08-25

Professor: Prof. Renjun DUAN


Course Description
Bernoulli processes and sum of independent random variables, Poisson processes, times of arrivals, Markov chains, transient and recurrent states, stationary distribution of Markov chains, Markov pure jump processes, and birth and death processes. Students taking this course are expected to have knowledge in probability.
Assessment
Homework (about four times) 10%

Two Quizzes (Quiz 1 is on Feb 17; Quiz 2 is on Apr 7) 15%

Midterm (March 13) 25%

Final Exam (The date TBA by the University) 50%
Grading
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