Stochastic Process prerequsites and difficulty?

In summary, the course "Stochastic Process" offered by the university has a prerequisite of a course in Probability which uses the book by Rosen. However, some sources suggest that the course may also require knowledge in functional analysis, measure theory, and graph theory. The course covers topics such as random walks, Markov chains, Poisson processes, and graphs. The instructor for the course has not been announced yet. While analysis may be helpful in the study of stochastics, it is not always a prerequisite for this course. A free textbook on the subject is available for reference.
  • #1
Dens
74
0
My university is offering a course called "Stochastic Process". The only prerequisites to this course according to my university is a course in Probability which uses the book by Rosen.

I've read elsewhere that the course actually requires more of analysis (functional analysis and measure theory) than probability.

The course briefly mentions

Random walks, Markov chains, Poisson processes, graphs


There is no instructor announced, so I cannot ask him or her about the course. The word "graph" suggests there is also graph theory involved.

So does anyone know the prerequisites based on the description? For some reason, none of those terms in the description seem to have anything to do analysis.
 
Physics news on Phys.org
  • #2

Related to Stochastic Process prerequsites and difficulty?

What is a stochastic process?

A stochastic process is a mathematical model used to describe the evolution of a system over time in a probabilistic manner. It is a collection of random variables that represent the system's state at different points in time.

What are the prerequisites for understanding stochastic processes?

A strong understanding of calculus, probability theory, and linear algebra is essential for understanding stochastic processes. Additionally, familiarity with concepts such as random variables, probability distributions, and expectation is helpful.

Is stochastic processes difficult to learn?

The difficulty level of learning stochastic processes can vary depending on the individual's mathematical background and their ability to think abstractly. However, with dedication and practice, it is possible to gain a good understanding of stochastic processes.

What are some common applications of stochastic processes?

Stochastic processes have a wide range of applications in various fields, including finance, physics, biology, and engineering. They are commonly used to model and analyze complex systems that involve randomness and uncertainty.

What are the different types of stochastic processes?

There are several types of stochastic processes, including discrete-time and continuous-time processes, Markov processes, and Brownian motion. Each type has its own characteristics and applications, making them useful for different types of systems and problems.

Similar threads

Admissions Direct Entry to PhD Program -- Advice Please
    • STEM Academic Advising
2
Replies
36
Views
905
Should I Take 3 Upper Level Math Courses at Once?
    • STEM Academic Advising
Replies
4
Views
2K
Courses Which Math Elective Best Prepares for Advanced Quantum Mechanics?
    • STEM Academic Advising
Replies
4
Views
1K
I Bell vs Kolmogorov: Unravelling Probability Theory Limits
    • Quantum Physics
3
Replies
93
Views
5K
Admissions Honest opinions and advice on Statement of Purpose requested
    • STEM Academic Advising
Replies
1
Views
1K
Complex Variables or Stochastic Processes?
    • STEM Academic Advising
Replies
4
Views
3K
Perspectives with an almost-completed BSc. Physics
    • STEM Academic Advising
Replies
4
Views
927
Programs Which maths specialization is most useful to an EECS major interested
    • STEM Academic Advising
Replies
6
Views
2K
Courses What kind of class is differential geometry?
    • STEM Academic Advising
Replies
8
Views
1K
Admissions Applying to Medical Physics School
    • STEM Academic Advising
Replies
7
Views
2K

Hot Threads

Recent Insights

Back
Top