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Cursus: 202001368
202001368
Markov Chains
Cursus informatie
Cursus202001368
Studiepunten (ECTS)2,5
CursustypeOnderwijseenheid
VoertaalEngels
Contactpersoondr.ir. W.R.W. Scheinhardt
E-mailw.r.w.scheinhardt@utwente.nl
Docenten
Docent
J.W.M. Otten
Contactpersoon van de cursus
dr.ir. W.R.W. Scheinhardt
Examinator
dr.ir. W.R.W. Scheinhardt
Docent
dr.ir. W.R.W. Scheinhardt
Collegejaar2020
Aanvangsblok
2B
AanmeldingsprocedureZelf aanmelden via OSIRIS Student
Inschrijven via OSIRISJa
Cursusdoelen
 After successful completion of this module component, the student is able to:
  1. construct and analyse a discrete time Markov chain, and to determine and prove its properties (such as related probabilities, expectations);
  2. construct and analyse a Poisson process, and to determine and prove its properties;
  3. construct and analyse a continuous time Markov chain, and to determine and prove its properties;
Inhoud
This module component is a follow-up on the elementary introduction to Markov chains in Stochastic Models (earlier component of the same module). Here we study Markov chains more indepth, with more emphasis on mathematical proofs, and we widen the scope with more attention to time-dependent behaviour and topics such as branching processes and uniformization. N.B.  For students who do Markov chains but not Stochastic Models (e.g. double students) there is a separate version of this course for 4EC since they need to master the elementary concepts from Stochastic Models as well.
Voorkennis
Probability Theory, Stochastic models (earlier component of the same module)
Participating study
Bachelor Applied Mathematics
Module
Module 8
Verplicht materiaal
Book
S.M. Ross, Introduction to probability models, 9th (or 10th) edition (isbn 9780123736352) (B-AM students already have this book in their possession)
Aanbevolen materiaal
-
Werkvormen
Colstructie

Vragenuur

Toetsen
Markov Chains

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