Spring 2025
INDENG 173 001 - LEC 001
Introduction to Stochastic Processes
Xin Guo
Class #:29028
Units: 3
Instruction Mode:
In-Person Instruction
Offered through
Industrial Engineering and Operations Research
Current Enrollment
Total Open Seats:
-4
Enrolled: 114
Waitlisted: 0
Capacity: 110
Waitlist Max: 1
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
TUE, MAY 13TH
11:30 am - 02:30 pm
Morgan 101
Other classes by Xin Guo
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.
Class Notes
Course prerequisites are listed in the general catalog at https://guide.berkeley.edu/courses/ind_eng/
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
Reserved Seating For This Term
Textbooks & Materials
See class syllabus or https://calstudentstore.berkeley.edu/textbooks for the most current information.
Guide to Open, Free, & Affordable Course Materials