E E 508
Stochastic Processes in Engineering
Non-measure theoretic introduction to stochastic processes. Topics include Poisson processes, renewal processes, Markov and semi-Markov processes, Brownian motion, and martingales, with applications to problems in queuing, supply chain management, signal processing, control, and communications. Prerequisite: E E 505. Offered: jointly with IND E 508.
Topics
- Poisson processes
- renewal processes
- Markov and semi-Markov processes
- Brownian motion
- and martingales
- with applications to problems in queuing
- supply chain management
- signal processing
- control
- and communications
Topics explicitly listed in official catalogue description
Sources
- Course catalogue ↗Current public catalogue; retrieved 2026-11-05