|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.
1) Construction, simulation and asymptotic behaviour for Discrete time Markov chains, Renewal processes and 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.
|Title||Format (Language, Size, Publication date)|
|Dispensa||pdf (it, 241 KB, 25/09/12)|
Strada le Grazie 15
VAT number 01541040232
Italian Fiscal Code 93009870234
© 2021 | Verona University | Credits