Discrete Stochastic Processes

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.

Begin Course

University

MIT

Professor

Robert Gallager

Lectures

25 Lectures

University

MIT

Professor

Robert Gallager

Lectures

25 Lectures