Course Unit
Catalogue
Stochastic models
- Unit Coordinator: dr hab. inż. Wojciech Kempa, prof. PŚ
- Programme: RealMaths
- ECTS Credits: 5
- Semester: 1
- Year: 2
- Campus: Silesian University of Technology
- Language: English
- Aims:
The aim of the course is to familiarize students with basic stochastic models used in technical, economic and natural sciences, as well as with the basics of stochastic simulation.
Contents:
1. Fundamentals of the theory of stochastic processes.
2. Poisson processes (simple, compound and non-stationary)
3. Elements of renewal theory. The renewal process and the renewal equation.
4. Markov chains with discrete and continuous time parameters.
5. Basics of queueing theory.
6. The Galton-Watson branching process.
7. Basics of stochastic simulation.
- Content:
1. Fundamentals of the theory of stochastic processes.
2. Poisson processes (simple, compound and non-stationary)
3. Elements of renewal theory. The renewal process and the renewal equation.
4. Markov chains with discrete and continuous time parameters.
5. Basics of queueing theory.
6. The Galton-Watson branching process.
7. Basics of stochastic simulation.
