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Instructor Class Description

Time Schedule:

Archis Vijay Ghate
E E 508
Seattle Campus

Stochastic Processes in Engineering

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.

Class description

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.

Recommended preparation

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.


The information above is intended to be helpful in choosing courses. Because the instructor may further develop his/her plans for this course, its characteristics are subject to change without notice. In most cases, the official course syllabus will be distributed on the first day of class.
Last Update by Archis Vijay Ghate
Date: 01/07/2013