INEG 63203 — Advanced Stochastic Processes
This course prepares Ph.D. students with advanced topics in probability and stochastic processes, with a focus on deriving and analyzing probability and stochastic models, and theorem proving in related topics. Contents include review of probability theorems, limit and convergence theorems, generating functions, Poisson processes, renewal theory, discrete and continuous Markov chains, and other advance topics. Prerequisite: INEG 53103 and INEG 53203 . (Typically offered: Spring)
Prerequisites: INEG 53103, INEG 53203