Courses of Study 2018-2019 
    
    Feb 02, 2023  
Courses of Study 2018-2019 [ARCHIVED CATALOG]

Add to Favorites (opens a new window)

ORIE 6500 - Applied Stochastic Processes


     
Fall. 4 credits. Student option grading.

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.



Add to Favorites (opens a new window)