This course is an introduction to the theory of stochastic processes. The course begins with a review of probability theory and then covers Poisson processes, discrete-time Markov chains, martingales, continuous-time Markov chains, and renewal processes. The course also focuses on applications in operations research, finance, and engineering. No prior knowledge of measure theory is required. However, the focus of the course is on the mathematics and proofs are emphasized. Instructor: Arlotto

Instructor: Arlotto, Alessandro
Time: TuTh 10:05am-11:20am
Location: Fuqua BERNTSEN