The objective of this course is to introduce basic concepts for stochastic processes. The main focus will be on studying analytical models for systems which change states stochastically with time. The topics include: Poisson processes, discrete-time Markov chains, continuous-time Markov chains, renewal processes, Brownian motion, etc.The objective of this course is to introduce basic concepts for stochastic processes. The main focus will be on studying analytical models for systems which change states stochastically with time. The topics include: Poisson processes, discrete-time Markov chains, continuous-time Markov chains , renewal processes, Brownian motion, etc.
This is an introductory course of stochastic processes. In this course, different types of modeling and analysis of practical phenomena in terms of stochastic processes will be introduced. The content of this course include basic stochastic processes, stochastic models, and diffusion processes.
The course covers the following topics：Markov models (including Poisson processes, discrete-time and continuous-time Markov chains), renewal processes, and Brownian motion etc.
This is an introductory course of stochastic processes. In this course, different types of modeling and analysis of practical phenomena in terms of stochastic processes will be introduced. The content of this course includes basic stochastic processes, stochastic models, and diffusion processes.
The course covers the following topics: Markov models (including Poisson processes, discrete-time and continuous-time Markov chains), renewal processes, and Brownian motion etc.
1. Sheldon M. Ross (2014) Introduction to Probability Models, 11th ed, Academic Press
2. Sheldon M. Ross (1996) Stochastic Processes, 2nd ed, John Wiley , New York.
1. Sheldon M. Ross (2014) Introduction to Probability Models, 11th ed, Academic Press
2. Sheldon M. Ross (1996) Stochastic Processes, 2nd ed, John Wiley, New York.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| AssignmentsAssignments assignments |
40 | About 4 assignments |
| Project ReportProject Report project report |
40 | |
| PerformancePerformance performance |
20 |
