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DISCRETE STOCHASTIC PROCESSES
Code: 11528
ECTS: 6
Lecturers in charge: prof. dr. sc. Neven Elezović
English level:

1,1,1

All teaching activities in the course will be held on English. This level includes courses with multiple groups (i.e., all teaching will be held strictly in Croatian for Croatian groups, and strictly in English for English groups).
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.
Literature:
  1. Frank Beichelt, Stochastic Processes in Science, Engineering and Finance, Chapman & Hall, 2006.
  2. Edward P. C. Kao, An Introduction to Stochastic Processes, Dunbury Press, 2002.
  3. Richard Serfozo, Basics of Applied Stochastic Processes, Springer, 2009.
  4. Henk C. Tijms, A First Course in Stochastic Models, John Wiley & Sons, 2003.
Consultations schedule:
NEWS
FORUM
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