108年第2學期-1590 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 30
期末考 35
平時考 35

選課分析

本課程名額為 70人,已有35 人選讀,尚餘名額35人。


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授課教師

黃連成

教育目標

課程主要目標是簡介隨機過程基本概念、理論及其應用。

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

Shunji Osaki: Applied Stochastic System Modeling
Sheldon M. Ross: Introduction to Probability Models

開課紀錄

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