Discrete and Probabilistic Systems

Undergraduate

This course is an introduction to probabilistic methods for modeling, analyzing, and designing systems. Mathematical topics include the fundamentals of probability, random variables and common probability distributions, basic queueing theory, and stochastic simulation. Applications, drawn from a variety of engineering settings, may include measurement and noise, information theory and coding, computer networks, diffusion, fatigue and failure, reliability, statistical mechanics, ecology, decision making, and robust design.