Introduction to stochastic processes

Angelo Valleriani (MPI, Theory), Tetiana Kosenkova (UP, Mathematics)

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
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