ΕΘΝΙΚΟ ΜΕΤΣΟΒΙΟ ΠΟΛΥΤΕΧΝΕΙΟ | ΜΕΤΑΠΤΥΧΙΑΚΟ ΠΡΟΓΡΑΜΜΑ ΣΠΟΥΔΩΝ | ΕΠΙΣΤΗΜΗ ΔΕΔΟΜΕΝΩΝ ΚΑΙ ΜΗΧΑΝΙΚΗ ΜΑΘΗΣΗ

Stochastic Processes

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