Academic Catalog

IE562 STOCHASTIC PROCESSES II

Course Code: 5680562
METU Credit (Theoretical-Laboratory hours/week): 3(3-0)
ECTS Credit: 8.0
Department: Industrial Engineering
Language of Instruction: English
Level of Study: Graduate
Course Coordinator: Assoc.Prof.Dr. ZEYNEP MGE AVAR
Offered Semester: Fall Semesters.
Prerequisite: Set 1: 5680561
The course set above should be completed before taking IE562 STOCHASTIC PROCESSES II .

Course Content

Probability spaces and classification of stochastic processes. Markov chains with discrete and continuous parameter spaces; characterization and limiting behaviour. Birth and death processes and their application to queuing theory. (F/S)