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The basic topics that are normally considered part of college Industrial Applications of Stochastic Processes that we can help with:
  • Arithmetic random variables
  • Blackwell model of dynamic programming
  • Brownian motion and diffusions
  • Continuity & Convergence of random variables
  • Doob’s convergence theorem
  • Doubly stochastic Poisson process
  • Khintchine’s law of the iterated logarithm
  • L´evy’s modulus of continuity
  • L´evy’s upward and downward theorems
  • Little's formula, Markovian queues in tandem
  • Markov chains in discrete and continuous times
  • Markovian models: sibmating, Moran, Wright-Fisher
  • Point Processes: Renewal process, filtered point/Poisson process
  • Queueing Processes: Markovian queuing model, queues with finite capacity, Little's formula, tandem queues
  • Random Jacobi matrices
  • Self-intersection of Brownian motion
  • Stochastic differential equations
  • The Wiener measure
  • Time series models and their use in forecasting
  • Wright-Fisher model with varying generation sizes, Kimura models, hidden Markov models