隨機過程
Stochastic Processes
| 節 | 週三 |
|---|---|
2 09:00–09:50 | 隨機過程 MB413（光復） 3 節連堂 |
3 10:10–11:00 | |
4 11:10–12:00 |
* 根據陽明交大上課時間表所列
Introduction to stochastic models and their applications: (a) Discrete-time, and (b) continuous-time Markov chains, and (c) Poisson processes.
Calculus & probability
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Tentative grading rule: 2 exams (40% each), Homework assignment (20%)
Probability review
Theory and Applications (Chapters 1-3)
- 講授：
- 9
- 實作：
- 3
Discrete-time Markov chains
Theory and Applications (Chapter 4)
- 講授：
- 9
Poisson processes
Theory and Applications (Chapter 5)
- 講授：
- 9
Continuous-time Markov chains
Theory and Applications (Chapter 6)
- 講授：
- 9
Renewal processes
Theory and Applications (Chapter 7)
- 講授：
- 6
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction |
| 第 2 週 | review of probability theory (Ch1, Ch2) |
| 第 3 週 | review of probability theory (Ch3) |
| 第 4 週 | review of probability theory--Applications (Ch3) |
| 第 5 週 | review of probability theory--Applications (Ch3) |
| 第 6 週 | Discrete-Time Markov Chains (Ch4) |
| 第 7 週 | Discrete-Time Markov Chains--Limiting Probabilities (Ch4) |
| 第 8 週 | Discrete-Time Markov Chains--Applications (Ch4) |
| 第 9 週 | midterm exam |
| 第 10 週 | Exponential Distribution (Ch 5) |
| 第 11 週 | Poisson Processes (Ch 5) |
| 第 12 週 | Poisson Processes-- Applications (Ch 5) |
| 第 13 週 | Continuous-Time Markov Chains (Ch6) |
| 第 14 週 | Continuous-Time Markov Chains (Ch6) |
| 第 15 週 | Continuous-Time Markov Chains (Ch6) |
| 第 16 週 | Renewal Theory (Ch7) |
| 第 17 週 | Renewal Theory (Ch7) |
| 第 18 週 | Final exam |
An Introduction to Probability Models, by Sheldon Ross, 10th ed., Academic Press. 2010
- 地點
- MB504
- 時間
- Mon 10:00~12:00 or by appointment
- 聯絡方式
- 31857