# 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)