Introduction to probability, random processes and basic statistical methods to address the random nature of signals and systems that engineers analyze, characterize and apply in their designs. It ...

This is a graduate-level course focused on techniques and models in modern discrete probability. Topics include: the first and second moment methods, martingales, concentration inequalities, branching ...

We consider optimizing the expected value of some performance measure of a dynamic stochastic simulation with a statistical guarantee for optimality when the decision variables are discrete, in ...

This is a graduate-level course focused on techniques and models in modern discrete probability. Topics include: the first and second moment methods, Chernoff bounds and large deviations, martingales, ...

Stochastic dominance (SD) theory is concerned with orderings of random variables by classes of utility functions characterized solely in terms of general properties. This paper discusses a type of ...