Electrical & Computer Engin 633 - Stochastic Processes & Appl

This graduate-level course aims at familiarizing the students with some advanced concepts in applied probability and random process, with emphasis on their applications in science, engineering, and finance. The goal is to help graduate students to use stochastic tools in their research. The topics can be of interest to students in engineering/computer science, mathematics, and management. A previous course in probability is required.