Politecnico di Torino
Politecnico di Torino
   
Login  
en
Politecnico di Torino
Anno Accademico 2009/10
01KRRHR, 01KRRBP, 01KRRCY, 01KRRGE, 01KRRHT, 01KRRKZ
Stochastic processes
Corso di L. Specialistica in Ingegneria Telematica - Torino
Corso di L. Specialistica in Ingegneria Delle Telecomunicazioni - Torino
Corso di L. Specialistica in Ingegneria Informatica - Torino
Espandi...
Docente Qualifica Settore Lez Es Lab Tut Anni incarico
Pistone Giovanni       3 2 0 0 4
SSD CFU Attivita' formative Ambiti disciplinari
MAT/06 5 A - Di base Matematica, informatica e statistica
Esclusioni:
01GQS; 01JEV
Obiettivi dell'insegnamento
This course is designed to review basic concepts in probability and to introduce to topics in stochastic processes which are expecially relevant for applications involving discrete quantities, eg counts.
Programma
1. Recap of basic probability. Probability space, random variables,
expectation, notable distributions, joint distribution,
conditioning (Ross ch. 1-3); Simulation: inverse method, rejection
method, variance reduction, point processes (Ross ch. 11). [15 h]

2. Markov chains, discrete time. transitions, classification of
states, stationarity and ergodicity, time reversibility,
Monte-Carlo-Markov-Chain methods. Examples. (Ross ch 4). [10 h]

3. Poisson process: equivalent definitions, generalizations
(non-homogeneous, compound, mixed). Examples. (Ross ch 5). [10 h]

4. Markov chains, continuous time. Transitions, birth and death
processes, reversibility. (Ross ch 6). [15 h]

5. Topics in renewal theory. (Ross ch 7-8). [10 h]
Bibliografia
Sheldon N. Ross "Probability Models" 8th ed Academic Press

Other suggested readings:

Sheldon N. Ross "Stochastic processes" 2nd ed John Wiley

Pierre Bre'maud "Markov Chains, Gibbs Fields, Monte Carlo
Simulation and Queues" Springer 1999
Verifica la disponibilita in biblioteca
Controlli dell'apprendimento / Modalità d'esame
Written examination.
Orario delle lezioni
Statistiche superamento esami

Programma definitivo per l'A.A.2009/10
Indietro



© Politecnico di Torino
Corso Duca degli Abruzzi, 24 - 10129 Torino, ITALY
WCAG 2.0 (Level AA)
Contatti