隨機過程
Stochastic Processes
學期
109-1
學分
3
學分
當期課號
5539
永久課號
IEM5569
開課單位
工業工程與管理學系
授課教師
陳文智
校區
光復
類別
選修
上課時間表
| 節 | 週一 |
|---|---|
3 10:10–11:00 | 隨機過程 MB110 3 節連堂 |
4 11:10–12:00 | |
N 12:20–13:10 |
* 根據陽明交大上課時間表所列
概述
Introduction to stochastic models and their applications: (a) Discrete-time, and (b) continuous-time Markov chains, and (c) Poisson processes.
先修科目
Calculus & probability
評分方式
Tentative grading rule: 2 exams (40% each), Homework assignment (20%)
課程大綱
- Probability review
- Discrete-time Markov chains
- Poisson processes
- Continuous-time Markov chains
- Renewal processes
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction |
| 第 2 週 | review of probability theory (Ch1, Ch2) |
| 第 3 週 | review of probability theory (Ch3) |
| 第 4 週 | review of probability theory--Applications (Ch3) |
| 第 5 週 | review of probability theory--Applications (Ch3) |
| 第 6 週 | Discrete-Time Markov Chains (Ch4) |
| 第 7 週 | Discrete-Time Markov Chains--Limiting Probabilities (Ch4) |
| 第 8 週 | Discrete-Time Markov Chains--Applications (Ch4) |
| 第 9 週 | midterm exam |
| 第 10 週 | Exponential Distribution (Ch 5) |
| 第 11 週 | Poisson Processes (Ch 5) |
| 第 12 週 | Poisson Processes-- Applications (Ch 5) |
| 第 13 週 | Continuous-Time Markov Chains (Ch6) |
| 第 14 週 | Continuous-Time Markov Chains (Ch6) |
| 第 15 週 | Continuous-Time Markov Chains (Ch6) |
| 第 16 週 | Renewal Theory (Ch7) |
| 第 17 週 | Renewal Theory (Ch7) |
| 第 18 週 | Final exam |
教科書
An Introduction to Probability Models, by Sheldon Ross, 10th ed., Academic Press. 2010
Office Hours
- 地點
- MB504
- 時間
- Mon 10:00~12:00 or by appointment
- 聯絡方式
- 31857