| Center |
| Faculty of Mathematics |
| Departament |
| Statistics and Operational Research |
| Lecturers in charge |
| Sin datos cargados |
| Met. Docent |
| Traditional classes and practical activities in computer rooms. |
| Met. Avaluació |
| written exam with conceptual and practical questions |
| Bibliografia |
| Bhat, U. N.and Miller, G. K: (2002) Elements of Applied Stochastic Processes. Third Edition. Hoboken: Wiley. Ferrándiz, J. (2003) Apuntes de procesos estocásticos. Disponibles en http://www.uv.es/~armero/ Hoel, P. G., Port, S. C. and Stone, C. J. (1972) Introduction to Stochastic Processes. Boston: Houghton Mifflin Co. Karlin, S. and Taylor, H. M. (1975) A first course in Stochastic Processes. New York: Academic Press. Kulkarni, V. G. (1995) Modeling and analysis of stochastic systems. London: Chapman and Hall. Kulkarni, V. G. (1999) Modeling, analysis, design and control of stochastic systems. New York: Springer-Berlag. Resnick, S. I. (1992) Adventures in Stochastic Processes. Boston: Birkhäuser. |
| Continguts |
| 1. Introduction 2. Stochastic Processes 3. Discrete-Time Markov Chains I. 4. Discrete-Time Harkov Chains II 5. Limiting behavior 6. Poisson processes |
| Objetius |
| Introduce the student to the basic probabilistic tools involved in the study of systems which temporal evolution depends on the chance. The main objective is to gain knowledge on the structure of the stochastic processes in order to recognise and analyse easy practical situations and to have enough background to be able to study stochastic processes more sophisticated in the future. |
| URL de Fitxa |
| http://www.uv.es/~armero/ |