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Georgia Institute of Technology-Main Campus Course Info

Atlanta, Georgia

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MATH 6761

Stochastic Processes I

Discrete time Markov chains, Poisson processes, and renewal processes. Transient and limiting behavior. Average cost and utility measures of systems. Algorithms for computing performance measures. Modeling of inventories, and flows in manufacturing and computer networks. Crosslisted with ISYE 6761.

Units: 3.0