Discrete and continuous time Markov chains, Poisson processes, random walks, branching processes, first passage times, recurrence and transience, stationary distributions. Prerequisites: (recommended) STATS STATS 117, MATH 51, MATH 104, or equivalent. See https://statistics.stanford.edu/course-equiv for equivalent courses in other departments that satisfy these prerequisites.
3 units · Letter or Credit/No Credit
Discrete and continuous time Markov chains, Poisson processes, random walks, branching processes, first passage times, recurrence and transience, stationary distributions. Prerequisites: (recommended) STATS 117, MATH 51, MATH 104, or equivalent. See https://statistics.stanford.edu/course-equiv for equivalent courses in other departments that satisfy these prerequisites.
Offered in Winter 2026, Summer 2026 at Stanford University.