104年第2學期-1769 隨機過程 課程資訊

課程分享

選課分析

本課程名額為 70人,已有20人選讀,尚餘名額50人。

評分方式

評分項目 配分比例 說明
Assignments 40 About 4 assignments
Project Report 40
Performance 20

授課教師

王榮琮

教育目標

The objective of this course is to introduce basic concepts for stochastic processes. The main focus will be on studying analytical models for systems which change states stochastically with time. The topics include: Poisson processes, discrete-time Markov chains, continuous-time Markov chains, renewal processes, Brownian motion, etc.

課程概述

This is an introductory course of stochastic processes. In this course, different types of modeling and analysis of practical phenomena in terms of stochastic processes will be introduced. The content of this course include basic stochastic processes, stochastic models, and diffusion processes. The course covers the following topics:Markov models (including Poisson processes, discrete-time and continuous-time Markov chains), renewal processes, and Brownian motion etc.

課程資訊

參考書目

1. Sheldon M. Ross (2014) Introduction to Probability Models, 11th ed, Academic Press
2. Sheldon M. Ross (1996) Stochastic Processes, 2nd ed, John Wiley , New York.