Stochastic systems (2009/2010)

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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 1st Semester Laura Maria Morato
Laboratorio 1 1st Semester Marco Caliari

Lesson timetable

Learning outcomes

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

Assessment methods and criteria

Oral examination with discussion of homeworks
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