Sluiten Help Print
 Cursus: 202001368
 202001368Markov 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
 body { font-size: 9pt; font-family: Arial } table { font-size: 9pt; font-family: Arial }  After successful completion of this module component, the student is able to: construct and analyse a discrete time Markov chain, and to determine and prove its properties (such as related probabilities, expectations); construct and analyse a Poisson process, and to determine and prove its properties; construct and analyse a continuous time Markov chain, and to determine and prove its properties;
 Inhoud
 body { font-size: 9pt; font-family: Arial } table { font-size: 9pt; font-family: Arial } 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
 Sluiten Help Print