ELEMENTRY STOCHASTIC PROCESSES
Prerequisite: SIEO W4105 or the equivalent. Review of elements of probability theory, Poisson processes, exponential distribution, renewal theory. Wald's equation. Introduction to discrete-time Markov chains and applications to queueing theory, inventory models, branching processes.
Department: Industrial Engineering and Operations Research(IEOR)
Subject: Statistics, Industrial Eng, & Operations Research(SIEO)
School: Fu Foundation School of Engineering and Applied Science
Division: School of Engineering and Applied Science: Graduate
Course ID: 4606