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.)


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As Taught In

Spring 2015



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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.

Related Content

Hao Wu. 18.445 Introduction to Stochastic Processes. Spring 2015. Massachusetts Institute of Technology: MIT OpenCourseWare, License: Creative Commons BY-NC-SA.

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