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. W. S. Chan and R. G. Gallager.

Lecture occurs 9:30 AM to 11:00 AM on Mondays and Wednesdays in 36-156.

This class counts for a total of 12 credits.

You can find more information on MIT OpenCourseWare at the Discrete Stochastic Processes site or on the 6.262 Stellar site.

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Discrete Stochastic Processes
Tags
probability finite-state markov chains poisson processes

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