104年第2學期-1769 隨機過程 課程資訊

評分方式

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

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.

基本資料

選修課，學分數：0-3
上課時間：二/9,10,三/5[M119]
修課班級：統計系3,4
修課年級：年級以上
選課備註：

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.