Discrete Stochastic Processes, Spring 2011
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- Author:
- Gallager, Robert
- Subject:
- Mathematics and Statistics, Science and Technology
- Institution Name:
- M.I.T.
- Collection:
- MIT OpenCourseWare
- Grade Level:
- Post-secondary
- Abstract:
Discrete stochastic processes are essentially probabilistic systems that evolve in time via random changes occurring at discrete fixed or random intervals. This course aims to help students acquire both the mathematical principles and the intuition necessary to create, analyze, and understand insightful models for a broad range of these processes. The range of areas for which discrete stochastic-process models are useful is constantly expanding, and includes many applications in engineering, physics, biology, operations research and finance.
- Languages:
- English
- Material Type:
- Full Course, Homework and Assignments, Lecture Notes, Readings, Syllabi
- Media Format:
- Graphics/Photos, Text/HTML, Downloadable docs
- Conditions of Use:
- Creative Commons Attribution-Noncommercial-Share Alike 3.0
- Copyright Holder:
- Massachusetts Institute of Technology
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