一、課程簡介:
1. Introduction to Stochastic Processes and Probability Review (Ross Chapters 1 and 2)
2. Conditional Probability and Conditional Expectation (Ross Chapter 3)
3. Markov Chains (Ross Chapter 4 and Taylor and Karlin Chapter 3)
4. Long Run Behavior of Markov Chains (Ross Chapter 4)
5. Exponential Distribution and Poisson Processes (Ross Chapter 5)
6. Continuous-Time Markov Chains (Ross Chapter 6)
7. Renewal Theory and Its Application (Ross Chapter 7)
8. Queueing Theory (Ross Chapter 8)
9. Brownian Motion (Ross Chapter 10)

二、先修課程:

機率或統計相關課程

三、參考書目:

1. Introduction to Probability Models by Sheldon M. Ross (歐亞)
2. An Introduction to Stochastic Modeling by H. M. Taylor and S. Karlin