Fall 2022
STOCHASTIC MODELING I
, 4.5 pts, E6711STOCHASTIC MODELING I
Advanced treatment of stochastic modeling in the context of queueing, reliability, manufacturing, insurance risk, financial engineering and other engineering applications. Review of elements of probability theory; exponential distribution; renewal theory; Wald’s equation; Poisson processes. Introduction to both discrete and continuous-time Markov chains; introduction to Brownian motion.
- Section Number
- 001
- Call Number
- 16623
- Day, Time & Location
- MW 4:10PM-5:25PM 825 Seeley W. Mudd Building
- Instructor
- Karl Sigman