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Courses

01:640:478 Introduction to Stochastic Processes

General Information (Catalog listing)

01:640:478 Markov chains for discrete-time models, Poisson processes, Markov chains for continuous-time models, queuing theory, renewal processes.

Prerequisites:

  • 01:640:250
  • Either 01:640:477, or both 01:640:251 and 01:960:381

Textbook

Sheldon M. Ross; Introduction to Probability Models, 9th edition, ISBN: 0-12-598062-0;
ISBN13: 978-0-12-598062-3

Syllabus

The syllabus is available from the instructor.


Current Semester:

For more information on instructors and sections for this course, please see our Teaching Schedule Page


Previous Semesters

  • Spring 2008: Prof. Gundy
  • Spring 2008: Prof. Petrie
  • Spring 2007: Prof. Petrie

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This material is posted by the faculty of the Mathematics Department at Rutgers New Brunswick for informational purposes. While we try to maintain it, information may not be current or may not apply to individual sections. The authority for content, textbook, syllabus, and grading policy lies with the current instructor.

Information posted prior to the beginning of the semester is frequently tentative, or based on previous semesters. Textbooks should not be purchased until confirmed with the instructor. For generally reliable textbook information—with the exception of sections with an alphabetic code like H1 or T1, and topics courses (197,395,495)—see the textbook list.

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Department of Mathematics

Department of Mathematics
Rutgers University
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