Course Descriptions

Prerequisites: Advanced calculus, 16:960:582 or equivalent. Markov chains, recurrence, random walk, gambler's ruin, ergodic theory and stationary distributions, continuous time Markov chains, queuing problems, renewal processes, martingales, Markov processes, Brownian motion, concepts in stochastic calculus, Ito's formula

Contacts

General & Admission Inquiries:
fsrm@stat.rutgers.edu

Program Co-Directors & Academic Advisors:
Dr. Cun-Hui Zhang & Dr. Sijian Wang
fsrm_msds_director@stat.rutgers.edu

Corporate Relations:
Mohannad Aama
mohannad.aama@rutgers.edu