6.262 Discrete Stochastic Processes
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.
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.
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probability finite-state markov chains poisson processes
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