Stochastic systems (2011/2012)

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 Monday 9:30 AM - 11:30 AM lesson Lecture Hall G  
Teoria Friday 8:30 AM - 9:30 AM laboratorio Laboratory Alfa  
Esercitazioni Friday 9:30 AM - 11:30 AM laboratorio Laboratory Alfa  

Learning outcomes

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

Syllabus

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

3)Approximation and computation of invariant probabilities, Metropolis algorithm, simulation of queues and renewal processes with the use of Matlab.

Assessment methods and criteria

Oral exam,including a discussion of the solution (implementation and obtained results) of the obligatory exercises assigned as homework during the laboratory activities.