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 be offered this semester (Spring 2018). It is instructed by .

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

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MIT 6.262 Discrete Stochastic Processes Related Textbooks

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