PřF:M6444 Stochastic models II - Course Information
M6444 Stochastic models II
Faculty of ScienceSpring 2009
- Extent and Intensity
- 2/1/0. 3 credit(s) (fasci plus compl plus > 4). Type of Completion: zk (examination).
- Teacher(s)
- RNDr. Marie Budíková, Dr. (lecturer)
- Guaranteed by
- prof. RNDr. Ivanka Horová, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science - Timetable
- Thu 8:00–9:50 M3,01023
- Timetable of Seminar Groups:
- Prerequisites
- M3121 Probability and Statistics I || M4122 Probability and Statistics II
M5444 - Course Enrolment Limitations
- The course is also offered to the students of the fields other than those the course is directly associated with.
- fields of study / plans the course is directly associated with
- Applied Mathematics - Geography (programme PřF, B-GR)
- Mathematics (programme PřF, B-MA)
- Course objectives
- This subject is about special case of stochastic processes - processes with continuos time, which has Markov property. Reflected are as finite, as countable Markov chains. Attention is paid also to queuing systems. Upon completing this course, students will be able to simulate simple real-world situations using homogeneous Markov’s chains with continuous time. They also will be able to use MATLAB system.
- Syllabus
- Finite Markov chains with continuos time: basic references, Chapman-Kolmogorov's equality, Kolmogorov's differential equations and their solving, limited division of states. Countable Markov chains with continuos time: solution of Kolmogorov's equations for countable chains, limited division of states for countable chains, Poisson's process, Yule's process, general process of birth, linear process of birth and death, general process of birth and death. Stochastic models in queuing theory: queuing systems and their classification, queuing systems with Poisson arrivals and exponential service times.
- Literature
- KOŘENÁŘ, Václav. Stochastické procesy. Vyd. 1. Praha: Vysoká škola ekonomická v Praze, 2002, 227 s. ISBN 8024503115. info
- PRÁŠKOVÁ, Zuzana and Petr LACHOUT. Základy náhodných procesů. 1. vyd. Praha: Karolinum, 1998, 146 s. ISBN 8071846880. info
- MANDL, Petr. Pravděpodobnostní dynamické modely. 1. vyd. Praha: Academia, 1985, 181 s. info
- Assessment methods
- The weekly class schedule consists of 2 hour lecture and 1 hour of class exercises with MATLAB system. The examination is written.
- Language of instruction
- Czech
- Further Comments
- Study Materials
The course is taught annually.
- Enrolment Statistics (Spring 2009, recent)
- Permalink: https://is.muni.cz/course/sci/spring2009/M6444