Stochastic systems (2008/2009)

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Course code
4S00254
Credits
6
Coordinator
Laura Maria Morato
Other available courses
Other available courses
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Teaching is organised as follows:
Unit Credits Academic sector Period Academic staff
Teoria 5 MAT/06-PROBABILITY AND STATISTICS 1° Q Laura Maria Morato
Laboratorio 1 MAT/06-PROBABILITY AND STATISTICS 1° Q Marco Caliari

Learning outcomes

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


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Syllabus

Module: Teoria
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1) Sequences of random variables. Martingales.

2)Construction, simulatione and asymptotic behaviour for :

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


Module: Laboratorio
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Assessment methods and criteria

Module: Teoria
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Module: Laboratorio
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