隨機過程
Stochastic Processes
學期
107-2
學分
3
學分
當期課號
5428
永久課號
IST5581
開課單位
統計學研究所
授課教師
彭南夫
類別
選修
上課時間表
| 節 | 週四 |
|---|---|
5 13:20–14:10 | 隨機過程 A406 3 節連堂 |
6 14:20–15:10 | |
7 15:30–16:20 |
* 根據陽明交大上課時間表所列
概述
We attemp to present some of the theory of stochastic process, to indicate its diverse range of applications and also to give students some probabilistic intuition and insight in thinking about problems.
先修科目
probability theory
評分方式
one midterm examination (50%) and one final examination (50%), homework will be assigned and discussed
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | preliminary |
| 第 2 週 | Poisson process |
| 第 3 週 | Poisson process |
| 第 4 週 | Poisson process |
| 第 5 週 | renewal theory |
| 第 6 週 | renewal theory |
| 第 7 週 | Markov chains |
| 第 8 週 | Markov chains |
| 第 9 週 | Markov chains |
| 第 10 週 | continuous time Markov chains |
| 第 11 週 | continuous time Markov chains |
| 第 12 週 | continuous time Markov chains |
| 第 13 週 | continuous time Markov chains |
| 第 14 週 | random walks |
| 第 15 週 | random walks |
| 第 16 週 | Brownian motion |
| 第 17 週 | Brownian motion |
| 第 18 週 | Brownian motion |
教科書
Stochastic Processes, 2nd ed. S. Ross,(1996) John Wiley and sons.
Office Hours
- 地點
- SA 419
- 時間
- office hours of instructor and teaching assistants will be assigned
- 聯絡方式
- nandu@stat.nctu.edu.tw 03-5712121-31886