IEGR 625 - Stochastic Processes

Three hours.
3 Credits

A survey course of stochastic processes with an emphasis on applications in engineering, management science, and physical sciences. Topics covered include random walk, Markov and Poisson processes, renewal theory, and stationary processes, illustrated with examples in queuing theory, inventory control, time series and random noise.

Prerequisite(s) None
Co-Requisite(s) None
Offered FALL OR SPRING