Course Schedule and Catalog
Course Catalog - 2019-2020
INDE 572 - STOCH PROCESSES & SIMULATION
Long Title: STOCHASTIC PROCESSES AND SIMULATION
Department: Industrial Engineering
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture
Credit Hours: 3
Restrictions:
Must be enrolled in one of the following Level(s):
Graduate
Prerequisite(s): INDE 571
Description: Topics include Markov chains, renewal processes, queueing theory, statistical quality control, discrete-event simulation, random number generators, Monte Carlo methods, resampling methods, Markov Chain Monte Carlo, importance sampling and simulation based estimation for stochastic processes.