Activity | Credits | Period | Academic staff | Timetable |
---|---|---|---|---|
Teoria | 5 | I semestre | Laura Maria Morato | |
Esercitazioni | 1 | I semestre | Marco Caliari |
Mathematical modeling and computer simulation of stochastic systems with discrete state space.
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.
Oral exam,including a discussion of the solution (implementation and obtained results) of the obligatory exercises assigned as homework during the laboratory activities.
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01541040232
Italian Fiscal Code
93009870234
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