Course Catalog and Schedule

Stochastic Foundations (OPNS-516-0)
Variable Credit
TCE BidStats

This course provides doctoral students the foundations of applied probability and stochastic modeling. The first part of the course covers basic concepts in probability, such as the Borel Cantelli Lemma and the strong law of large numbers; the second part covers renewal and regenerative processes including Markov chains; and the last part covers Martingales and Brownian motion. Throughout, we will be applying some of the theoretic results to the analysis of queues. Students are expected to have some background in probability (such as IEMS 202) and stochastic processes; no measure theory background is required.


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Academic Year Term   Session Course ID Title Sec ID   Credits Syl Instructor Times Campus Location Mand 1st Exam
2015-2016 Spring 2016 10 Weeks OPNS-516-0 Stochastic Foundations 21 Variable Bassamboo, Achal TBA 12:00 AM - 12:00 AM Evanston TBD (Room TBA) N