Stochastic systems (2007/2008)

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Course code
4S00254
Name of lecturer
Laura Maria Morato
Number of ECTS credits allocated
6
Other available courses
Academic sector
MAT/06 - PROBABILITY AND STATISTICS
Language of instruction
Italian
Location
VERONA
Period
2° Q dal Jan 10, 2008 al Mar 12, 2008.
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Lesson timetable

Learning outcomes

Mathematical modeling and computer simulation of stochastic systems with discrete state space.

Syllabus

1) Sequences of random variables. Martingales.

2)Construction, simulatione and asymptotic behaviour for :

-Discrete time Markov chains
-Renewal processes
-Continous time Markov chains.

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