Introduction to Stochastic Processes
This is an introductory course in stochastic models. It builds upon a basic course in probability theory and extends the concept of a single random variable into collections of random variables known as stochastic processes. The course focuses on discrete-time Markov chains, Poisson process, continuous-time Markov chains, and renewal theory. It also discusses applications to queueing theory, risk analysis and reliability theory. Along with the theory, the course covers stochastic simulation techniques that will allow students to go beyond the models and applications discussed in the course.
|Instructors||Type||Term||Exam||Solution||Flag (E)||Flag (S)|
|Olvera-Cravioto||Midterm 1||Spring 2017||Solution||Flag|
|Olvera-Cravioto||Midterm 2||Spring 2017||Solution||Flag|
|Olvera-Cravioto||Midterm 1||Spring 2018||Exam||Flag|
|Olvera-Cravioto||Midterm 2||Spring 2018||Solution||Flag|