Stochastic Processes
Course ID: S&DS 351, MATH 251, S&DS 551, ENAS 502
In this course we will go through the following topics:
- Review important notions of probability
- Expectation
- Convergence of random variables
- Law of large numbers
- Poisson Processes
- Renewal Processes
- Markov Chains and Random Walks
- Martingales
- If time permits, we will look at a few interesting applications of the above topics.
Textbook: We mainly use “Introduction to Stochastic Processes” by Erhan Cinlar
Office Hours:
-Prof. Karbasi: Mondays 2:30pm-3:30pm
-Tianhao Wang: Tuesdays 4pm-5pm (17 Hillhouse Ave. Room 110)
-Javid Dadashkarimi: Wednesdays 4pm-5pm (17 Hillhouse Ave. 3rd floor)
-Timothy Wee: Thursdays 5:45pm-6:45pm (24 Hillhouse Ave. Room 107)