Discrete Stochastic Processes (MIT 6.262)
by Robert Gallager · MIT OpenCourseWare
Probabilistic systems evolving through random changes: Poisson processes, finite-state and countable Markov chains, renewal processes, random walks and martingales. 25 lecture videos, Gallager's open textbook, and problem sets and exams with solutions build the intuition to model systems in engineering, operations research and finance.
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