ISE 620 Foundations of Stochastic Processes

Units: 4
Terms Offered: FaSp

Stochastic processes, conditional expectation, Poisson processes, renewal processes, regenerative processes, and discrete and continuous time Markov chains.
Recommended Preparation: Probability theory on the level of ISE 220; limit theorems of real analysis on the level of MATH 425a.
Registration Restriction: Open only to doctoral students
Instruction Mode: Lecture
Grading Option: Letter