应用随机过程

To introduce the basic concepts in stochastic processes which form the basis for all applications of applied probability and random processes, and for further probability theory. Also to introduce the important probability methods, particularly the powerful conditional expectation technique, with a strong emphasis on applying standard statistical techniques appropriately and with clear interpretation. The emphasis is on applications of stochastic models such as Markov Chains, Poisson Processes and Brownian Motion Processes.