6.262 Discrete Stochastic Processes

Class Info

Review of probability and laws of large numbers; Poisson counting process and renewal processes; Markov chains (including Markov decision theory), branching processes, birth-death processes, and semi-Markov processes; continuous-time Markov chains and reversibility; random walks, martingales, and large deviations; applications from queueing, communication, control, and operations research.

This class has 6.041B, 6.431B, and 18.204 as prerequisites.

6.262 will not be offered this semester. It will be available in the Spring semester, and will be instructed by V. Chan.

This class counts for a total of 12 credits. This is a graduate-level class.

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