隨機過程
Stochastic Processes
學期
113-2
學分
3
學分
當期課號
537410
永久課號
MGEM30064
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 | 週四 |
|---|---|
5 13:20–14:10 | 隨機過程 MB506 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
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
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | review of probability theory (Ch1, Ch2) |
| 第 2 週 | review of probability theory (Ch3) |
| 第 3 週 | review of probability theory--Applications (Ch3) |
| 第 4 週 | review of probability theory--Applications (Ch3) |
| 第 5 週 | Discrete-Time Markov Chains (Ch4) |
| 第 6 週 | Discrete-Time Markov Chains--Limiting Probabilities (Ch4) |
| 第 7 週 | Holiday |
| 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 | Final exam |
教科書
Introduction to Probability Models, by Sheldon Ross, 13th ed., Academic Press. 2023
Office Hours
- 地點
- MB504
- 時間
- Thr 11:00~12:00 or by appointment
- 聯絡方式
- 31857, wenchih.chen@nycu.edu.tw