Discrete Stochastic Processes

Course Description

The Poisson process. Compound Poisson process. Renewal processes. Asymtotic behaviour. Discrete time Markov chains. Analysis of the states of Markov chains.Stationary probabilities and its computation. Continuous time Markov chains. The Kolmogorov differential equations. Markov chains and queues. Classifications of queues. M/M/1 and M/M/c queue. M/G/1 and G/M/1 queue.

Study Programmes

Post-graduation study

Grading System

ID 11528
  Winter semester
6 ECTS