Stochastic systems (2010/2011)

Course code
4S00254
Credits
6
Coordinator
Laura Maria Morato
Academic sector
MAT/06 - PROBABILITY AND STATISTICS
Language of instruction
Italian
Teaching is organised as follows:
Activity Credits Period Academic staff Timetable
Teoria 5 I semestre Laura Maria Morato
Esercitazioni 1 I semestre Marco Caliari

Lesson timetable

I semestre
Activity Day Time Type Place Note
Teoria Tuesday 9:30 AM - 11:30 AM lesson Lecture Hall M  
Teoria Thursday 8:30 AM - 11:30 AM lesson Lecture Hall M  
Esercitazioni Thursday 9:30 AM - 11:30 AM laboratorio Laboratory Alfa  

Learning outcomes

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

Syllabus

Module:
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2)Construction, simulation and asymptotic behaviour for :

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

2)Martingales related to discrete time Markov Chains

Assessment methods and criteria

Oral examination with discussion of homeworks