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04141 Stochastic Processes
Danish title: Stokastiske processer

Type: Å, Language: DDD
Credit points: 5 point
Previous course: C0402
Offered by: Department of Mathematical Modelling (IMM)
No credit points with: C0402
Prerequisite: 04040/C0410/01142/C0142/04041/C0401
Desirable: 04030/C0403
Recommended semester: 4th -7th semester
Examination: Written exam (13 point scale )
Remarks: The course is taught in Danish. Notes and problems are in Danish. The name of a textbook in English may be supplied, and the written examination questions may be translated into English.
Contact person: Bo Friis Nielsen, IMM, Building 321, Tel. +45 4525 3397
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.