Introduction to Stochastic Processes
Angelo Valleriani (MPIKG), Tetiana Kosenkova (UP, Mathematics)
- https://imprs.mpikg.mpg.de/academic-matters/past-semesters/winter-semester-1819/stochastic/2018-11-16
- Introduction to Stochastic Processes
- 2018-11-16T10:30:00+01:00
- 2018-11-16T12:00:00+01:00
- Angelo Valleriani (MPIKG), Tetiana Kosenkova (UP, Mathematics)
- What ws1819
- When Nov 16, 2018 from 10:30 AM to 12:00 PM (Europe/Berlin / UTC100)
- All dates Nov 16, 2018 from 10:30 AM to 12:00 PM Nov 22, 2018 from 10:30 AM to 12:00 PM Nov 23, 2018 from 10:30 AM to 12:00 PM Nov 29, 2018 from 10:30 AM to 12:00 PM Nov 30, 2018 from 10:30 AM to 12:00 PM Dec 06, 2018 from 10:30 AM to 12:00 PM There are 24 more occurrences.
- Where MPIKG, Theory Seminar Room
- Contact Name Angelo Valleriani
-
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In this course we will introduce some of the standard tools of stochastic modeling. Following examples and case studies, the course covers the main theory of Markov chains in discrete and continuous time. We will investigate main methods of the renewal theory and its widespread applications. We also touch some elementary aspects of information theory, hazard rate theory and a few elementary aspects of data analysis.
Note that the lectures on Thursday will take place at 12:15 pm