ELEMENTRY STOCHASTIC PROCESSES

Section

Professor

Course Information

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