STAT W4606 - Elementary Stochastic Processes

Institution:

Columbia University in the City of New York

Subject:

Description:

Prerequisites: STAT W3105, W4105, or the equivalent. Review of elements of probability theory. Poisson processes. Renewal theory. Wald's equation. Introduction to discrete and continuous time Markov chains. Applications to queueing theory, inventory models, branching processes.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.columbia.edu

Phone Number:

(212) 854-1754

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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