Courses of Study 2011-2012 
    
    Apr 25, 2024  
Courses of Study 2011-2012 [ARCHIVED CATALOG]

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ORIE 6500 - Applied Stochastic Processes


Fall. 4 credits.

Prerequisite: one-semester calculus-based probability course.

Staff.

Introduction to stochastic processes that presents the basic theory together with a variety of applications. Topics include Markov processes, renewal theory, random walks, branching processes, Brownian motion, stationary processes, martingales, and point processes.



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