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Class Introduction to Stochastic Processes

  • Presentation

    Presentation

    Students will learn what is a stochastic process and how to deal with some specific processes

  • Code

    Code

    ULHT6634-23086
  • Syllabus

    Syllabus

    CP1: Stochastic Processes and their characterization

    CP2: Markov Chains

    CP3: Poisson processes

  • Objectives

    Objectives

    developed by the students):
    LO1: Understand and characterize simple stochastic systems in general;
    LO2: Solve basic problems associated with  Markov chains and the Poisson process. 

  • Teaching methodologies and assessment

    Teaching methodologies and assessment

    The teaching methodology includes the expository method (TM1) to present the necessary contents, the demonstrative (TM2) to illustrate its application to practical examples and the active one (TM3) for solving exercises.
    The assessment of knowledge is made by continuous assessment or written test of the final exam. Continuous assessment includes two written tests with a weight of 35% each, practical exercises throughout the semester (20%) and involvement in class (10%).

  • References

    References

    • Ross, S.M. (2014). Introduction to Probability Models. (11th ed.). Academic Press,New York
    • Ross, S.M. (1996). Stochastic Processes. (2nd ed.). John Wiley & Sons.

     

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