1590 - 隨機過程
Stochastic Processes
教育目標 Course Target
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.
課程概述 Course Description
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.
參考書目 Reference Books
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
評分方式 Grading
| 評分項目 Grading Method |
配分比例 Percentage |
說明 Description |
|---|---|---|
|
期中考 Midterm exam |
30 | |
|
期末考 Final exam |
35 | |
|
平時考 Regular exam |
35 |
授課大綱 Course Plan
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相似課程 Related Courses
無相似課程 No related courses found
課程資訊 Course Information
基本資料 Basic Information
- 課程代碼 Course Code: 1590
- 學分 Credit: 0-3
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上課時間 Course Time:Wednesday/1,2,3[M116]
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授課教師 Teacher:黃連成
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修課班級 Class:統計系2-4
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選課備註 Memo:工業統計群組(105-108適用),A群組(102-104適用)
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