Markov chains. Limit distributions for ergodic and absorbing chains. Classification of states, irreducibility. The Poisson process and its generalizations. Continuous-time Markov chains. Brownian motion and stationary processes. Renewal theory. Introduction to basic simulation methods.
This course may not be repeated for credit.
SyllabusSections
| LEC 1 | MWF 11:00 - 11:50
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| TUT 1 | T 10:00 - 10:50
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This course will be offered next in
Winter 2000.