ORIE 6500 - Applied Stochastic Processes

Fall, Spring. 4 credits. Student option grading (no audit).

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.