Introduction to Stochastic Processes

A branching Galton-Watson tree.

Galton-Watson tree is a branching stochastic process arising from Fracis Galton's statistical investigation of the extinction of family names. The process models family names. Each vertex has a random number of offsprings. The figure shows the first four generations of a possible Galton-Watson tree. (Image by Dr. Hao Wu.)

Instructor(s)

MIT Course Number

18.445

As Taught In

Spring 2015

Level

Graduate

Cite This Course

Course Features

Course Description

This course is an introduction to Markov chains, random walks, martingales, and Galton-Watsom tree. The course requires basic knowledge in probability theory and linear algebra including conditional expectation and matrix.

Hao Wu. 18.445 Introduction to Stochastic Processes, Spring 2015. (Massachusetts Institute of Technology: MIT OpenCourseWare), http://ocw.mit.edu (Accessed). License: Creative Commons BY-NC-SA


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