Stochastic systems - Teoria (2008/2009)

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Course code
4S00254
Name of lecturer
Laura Maria Morato
Number of ECTS credits allocated
5
Other available courses
Academic sector
MAT/06 - PROBABILITY AND STATISTICS
Language of instruction
Italian
Location
VERONA
Period
1° Q dal Oct 2, 2008 al Dec 19, 2008.

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Lesson timetable

Learning outcomes

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

Syllabus

2)Construction, simulatione 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