18.615 Introduction to Stochastic Processes


Class Info

Basics of stochastic processes. Markov chains, Poisson processes, random walks, birth and death processes, Brownian motion.

This class has 18.600, and 6.041B as prerequisites.

18.615 will be offered this semester (Spring 2018). It is instructed by A. Bufetov.

Lecture occurs 2:30 PM to 4:00 PM on Tuesdays and Thursdays in 4-163.

This class counts for a total of 12 credits.

You can find more information at the http://www.google.com/search?&q=MIT+%2B+18.615&btnG=Google+Search&inurl=https site or on the 18.615 Stellar site.

MIT 18.615 Introduction to Stochastic Processes Related Textbooks
MIT 18.615 Introduction to Stochastic Processes On The Web

© Copyright 2015