Description
• INTRODUCTION TO STOCHASTIC PROCESSES
• INTRODUCTION TO MARKOV PROCESSES
• TRANSITION PROBABILITIES OF MARKOV PROCESSES
• STUDY OF THE STRUCTURE OF THE STATE SPACE OF MARKOV PROCESSES
• STRONG MARKOV PROPERTY, RECURRENCE AND TRANSIENCE
• FIRST PASSAGE TIMES
• ABSORPTION PROBABILITIES
• STATIONARY DISTRIBUTION OF MARKOPV PROCESSES
• STUDY OF THE SPACE OF STATIONARY DISTRIBUTIONS
• REVERSIBILITY OF MARKOV PROCESSES
• PERIODICITY OF MARKOV PROCESSES
• COUPLING
• ASYMPTOTIC DISTRIBUTION OF MARKOV PROCESSES
• ERGODIC THEOREM
• INTRODUCTION TO POISSON PROCESSES
• THINNING AND SUPERPOSITION OF POISSON PROCESSES
Professors
Semester
Winter Semester
Category
Optional
Lecture Hours
3 hours
Credits
5