| Recommended semester: 4th -7th semester |
| Scope and form: Lecture, exercises and computer work. |
| Evaluation: Project report
|
| Examination: 13-scale |
| Previous course: 04141 |
| Prerequisites: Basic knowledge of probability and statistics. Distribution function, moments. |
| Preferred prerequisites: Knowledge of programming, e.g. Matlab. |
| No credit points with: 04141 / C0402 |
| Aim: (Generally) To learn to formulate and analyse relatively simple dynamic probabilistic models. (Especially) To be acquainted with some models of this type which have proved practically usable. |
| Contents: The topics are: Markov chains in discrete and continous time, renewal and Markov renewal processes. |
| Contact: Bo Friis Nielsen, building 321, (+45) 4525 3397, bfn@imm.dtu.dk |
| Department: 002 Informatics and Mathematical Modelling |
| Course URL: http://www.imm.dtu.dk/courses/02407 |
| Keywords: queuing theory, stochastic processes, Markov chains, renewal processes |
| Updated: 13-03-2001 |
