Class Introduction to Stochastic Processes

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

Not applicable

CP1: Stochastic Processes and their characterization CP2: Markov Chains CP3: Poisson processes

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%).

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.