101年第2學期-4849 隨機過程 課程資訊

評分方式

評分項目	配分比例	說明
期中考	40
期末考	45
平時	15

教育目標

建立學生隨機過程的基本概念及一些常見隨機過程的知識及其應用。

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：四/2[M115] 三/1,2[M220]
修課班級：統計碩1,2
修課年級：年級以上
選課備註：

參考書目

1.Mark A. Pinsky, Samuel Karlin (2011). An Introduction to Stochastic Modeling, 4th ed.
2. Sheldon M. Ross (1996). Stochastic Processes, 2nd ed.
3. Peter .W. Jones, Peter Smith (2010). Stochastic Processes: An Introduction, 2nd ed.