101年第2學期-4849 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14人選讀,尚餘名額56人。

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

授課教師

黃連成

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.

課程資訊

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.