Martonosi, Susan E. — credit: 3.0
This course is particularly well suited for those wanting to see how probability theory can be applied to the study of phenomena in fields such as engineering, management science, the physical and social sciences, and operations research. Topics include conditional expectation, Markov chains, Poisson processes, and queuing theory. Additional applications chosen from such topics as reliability theory, Brownian motion, finance and asset pricing, inventory theory, dynamic programming, and simulation. Prerequisites: Math 63 and Math 151 or permission of the instructor. 3 credit hours.
- HM — TR — 9:35 a.m.–10:50 a.m. — Shanahan Center, Room 3461