IEOR E6711
STOCHASTIC MODELING I
Columbia University in the City of New York · UGRD · Fall 2026
1 section
Catalog description
Advanced treatment of stochastic modeling in the context of queueing, reliability, manufacturing, insurance risk, financial engineering and other engineering applications. Review of elements of probability theory; exponential distribution; renewal theory; Wald’s equation; Poisson processes. Introduction to both discrete and continuous-time Markov chains; introduction to Brownian motion
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001
Availability not recently verifiedClass #columbia_in_city_new_york-IEORE6711Fall 2026UGRD4.50 credits
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