2019 Spring INDENG 173 001 LEC 001

Spring 2019

INDENG 173 001 - LEC 001

Introduction to Stochastic Processes

Zeyu Zheng

Jan 22, 2019 - May 10, 2019
Mo, We
12:00 pm - 12:59 pm
Class #:28472
Units: 3

Current Enrollment

Total Open Seats: -1
Enrolled: 87
Waitlisted: 3
Capacity: 86
Waitlist Max: 4
No Reserved Seats

Hours & Workload

2 hours of instructor presentation of course materials per week, 6 hours of outside work hours per week, and 2 hours of the exchange of opinions or questions on course material per week.

Final Exam

WED, MAY 15TH
03:00 pm - 06:00 pm
Hearst Gym 251

Course Catalog Description

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.

Rules & Requirements

Credit Restrictions

Students will receive no credit for Ind Eng 173 after taking Ind Eng 161.

Repeat Rules

Course is not repeatable for credit.

Reserved Seats

Current Enrollment

No Reserved Seats

Textbooks & Materials

Associated Sections