Probability and Stochastic Systems

Subject associations
ORF 309 / EGR 309 / MAT 380
Term
Fall 2020
Instructors
Johannes K. Ruf
Mykhaylo Shkolnikov
Registrar description

An introduction to probability and its applications. Topics include: basic principles of probability; Lifetimes and reliability, Poisson processes; random walks; Brownian motion; branching processes; Markov chains