Archis Vijay Ghate
E E 508
Non-measure theoretic introduction to stochastic processes. Topics include Poisson processes, renewal processes, Markov and semi-Markov processes, Brownian motion, and martingales, with applications to problems in queuing, supply chain management, signal processing, control, and communications. Prerequisite: E E 505. Offered: jointly with IND E 508.
Topics listed in the official description.
Student learning goals
Students will be able to apply the mathematical skills acquired in this class to model uncertainty in natural, economic, and engineered systems.
General method of instruction
Lectures using PowerPoint slides and blackboard. Weekly tutorials to discuss homework problems.
EE 505, strong background in calculus.
Class assignments and grading
Weekly homework assignments with about 5-8 problems based on the class material covered in the previous week.
Homework, in class midterm exam and in class final exam.