DTU
Uddannelse
Previous page | Current version Archive 1999/2000 
 
04141 Stochastic Processes
Danish title: Stokastiske processer
Language: English Credit points: 5
Type: Open University
Language: English

Previous course: C0402
No credit points with: C0402
Prerequisite: 04040/C0410/01142/C0142/04041/C0401
Recommended semester: 4th -7th semester
Examination: Written exam (13-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, Building 321, Tel. +45 4525 3397, email bfn@imm.dtu.dk, http://www.imm.dtu.dk/~bfn

Department: Informatics and Mathematical Modelling
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.