Stochastic Process prerequsites and difficulty?

AI Thread Summary
The discussion centers on a university course titled "Stochastic Process," which has a prerequisite of a probability course using Rosen's textbook. However, there is uncertainty regarding whether additional knowledge in analysis, specifically functional analysis and measure theory, is necessary for success in the course. Key topics mentioned in the course include random walks, Markov chains, Poisson processes, and graphs, suggesting a potential overlap with graph theory. The absence of an announced instructor limits the ability to clarify these prerequisites. While analysis is acknowledged as beneficial in stochastic processes, it is not typically required by many universities for such courses. A link to a free textbook is provided as a possible resource for students preparing for the course.
Dens
Messages
74
Reaction score
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
Hey, I am Andreas from Germany. I am currently 35 years old and I want to relearn math and physics. This is not one of these regular questions when it comes to this matter. So... I am very realistic about it. I know that there are severe contraints when it comes to selfstudy compared to a regular school and/or university (structure, peers, teachers, learning groups, tests, access to papers and so on) . I will never get a job in this field and I will never be taken serious by "real"...
Yesterday, 9/5/2025, when I was surfing, I found an article The Schwarzschild solution contains three problems, which can be easily solved - Journal of King Saud University - Science ABUNDANCE ESTIMATION IN AN ARID ENVIRONMENT https://jksus.org/the-schwarzschild-solution-contains-three-problems-which-can-be-easily-solved/ that has the derivation of a line element as a corrected version of the Schwarzschild solution to Einstein’s field equation. This article's date received is 2022-11-15...

Similar threads

Replies
36
Views
4K
Replies
3
Views
3K
Replies
1
Views
2K
Replies
8
Views
2K
Replies
7
Views
3K
Back
Top