Stochastic Processes

Course ID: S&DS 351, MATH 251, S&DS 551, ENAS 502

In this course we will go through the following topics:

  1. Review important notions of probability
  2. Expectation
  3. Convergence of random variables
  4. Law of large numbers
  5. Poisson Processes
  6. Renewal Processes
  7. Markov Chains and Random Walks
  8. Martingales
  9. 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)

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