Introduction to stochastic processes
Angelo Valleriani (MPI, Theory), Tetiana Kosenkova (UP, Mathematics)
- https://imprs.mpikg.mpg.de/academic-matters/past-semesters/winter-semester-2017-18/introduction-to-stochastic-processes/2017-11-02
- Introduction to stochastic processes
- 2017-11-02T10:30:00+01:00
- 2017-11-02T12:00:00+01:00
- Angelo Valleriani (MPI, Theory), Tetiana Kosenkova (UP, Mathematics)
- What ws1718
- When Nov 02, 2017 from 10:30 AM to 12:00 PM (Europe/Berlin / UTC100)
- All dates Nov 02, 2017 from 10:30 AM to 12:00 PM Nov 03, 2017 from 10:30 AM to 12:00 PM Nov 09, 2017 from 10:30 AM to 12:00 PM Nov 10, 2017 from 10:30 AM to 12:00 PM Nov 16, 2017 from 10:30 AM to 12:00 PM Nov 17, 2017 from 10:30 AM to 12:00 PM There are 28 more occurrences.
- Where MPIKG, theory seminar room
- Contact Name Angelo Valleriani (MPI, Theory)
-
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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.
- Location: MPIKG, theory seminar room
- Duration: Every Thursday and Friday, 10:30 am to 12 pm, starting October 19
- Contact: angelo.valleriani@mpikg.mpg.de