This course is an introduction to the theory of stochastic processes. Informally, a stochastic process is a random quantity that evolves over time. The main aims of this course are to introduce the ideas and techniques of stochastic processes and to discuss some important classes of stochastic processes, including Markov chains (both in discrete and continuous time), Poisson process, and birth and death processes.
- Lecturer: DR. NURUL SYAFIAH BINTI ABD NAEEIM
Skill Level: Beginner