隨機過程
Stochastic Processes
| 節 | 週四 |
|---|---|
5 13:20–14:10 | 隨機過程 A406 3 節連堂 |
6 14:20–15:10 | |
7 15:30–16:20 |
* 根據陽明交大上課時間表所列
We attemp to present some of the theory of stochastic process, to indicate its diverse range of applications and also to give students some probabilistic intuition and insight in thinking about problems.
probability theory
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one midterm examination (50%) and one final examination (50%), homework will be assigned and discussed
教師未提供此項資料
| 週次 | 主題 |
|---|---|
| 第 1 週 | preliminary |
| 第 2 週 | Poisson process |
| 第 3 週 | Poisson process |
| 第 4 週 | Poisson process |
| 第 5 週 | renewal theory |
| 第 6 週 | renewal theory |
| 第 7 週 | Markov chains |
| 第 8 週 | Markov chains |
| 第 9 週 | Markov chains |
| 第 10 週 | continuous time Markov chains |
| 第 11 週 | continuous time Markov chains |
| 第 12 週 | continuous time Markov chains |
| 第 13 週 | continuous time Markov chains |
| 第 14 週 | random walks |
| 第 15 週 | random walks |
| 第 16 週 | Brownian motion |
| 第 17 週 | Brownian motion |
| 第 18 週 | Brownian motion |
Stochastic Processes, 2nd ed. S. Ross,(1996) John Wiley and sons.
- 地點
- SA 419
- 時間
- office hours of instructor and teaching assistants will be assigned
- 聯絡方式
- nandu@stat.nctu.edu.tw 03-5712121-31886