課程主要目標是簡介隨機過程基本概念、理論及其應用。The main purpose of the course is to introduce the basic concepts, theories and their applications of random processes.
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 introduction course of stochastic processes. In this course, different types of modeling and analysis of practical phenomenon 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.
Shunji Osaki: Applied Stochastic System Modeling
Sheldon M. Ross: Introduction to Probability Models
Shunji Osaki: Applied Stochastic System Modeling
Sheldon M. Ross: Introduction to Probability Models
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 期中考期中考 Midterm exam |
30 | |
| 期末考期末考 Final exam |
35 | |
| 平時平時 Regular |
35 |
