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Discrete Stochastic Processes

This course features a complete set of course notes, which provide a more cohesive and complete treatment than is possible in the lecture slides.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. Th...

Start Date: Feb 01, 2011 Topics: General Engineering, Biology, Physics
Cost: Free

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Overview

Description

This course features a complete set of course notes, which provide a more cohesive and complete treatment than is possible in the lecture slides.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.

Details

  • Dates: Feb 01, 2011 to May 25, 2011
  • Days of the Week: Monday, Tuesday, Wednesday, Thursday, Friday, Saturday, Sunday
  • Level of Difficulty: Beginner
  • Size: Massive Open Online Course
  • Instructor: Prof. Robert Gallager
  • Cost: Free
  • Institution: MIT OCW
  • Topics: General Engineering, Biology, Physics

Provider Overview

About MIT OCW: MIT OpenCourseWare (OCW) is a web-based publication of virtually all MIT course content. OCW is open and available to the world and is a permanent MIT activity.

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