Stochastic systems (2007/2008)

Course Not running, not visible

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.

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.