| Uitgebreide vaknaam |
Stochastic Models |
| Leerdoelen |
After this course the student is able to:
• use standard stochastic models (topics dealt with include: Markov chains with discrete time parameter, Poisson processes, Markov chains with continuous time parameter, renewal theory, reliability)
• build simple stochastic models for practical applications |
| Omschrijving |
In statistics, econometrics, OR, insurance, marketing, logistics and finance stochastic models play an essential role. A number of standard models are treated in this course, and many examples are given. Topics dealt with include: Markov chains with discrete time parameter, Poisson processes, Markov chains with continuous time parameter, renewal theory, reliability. |
| Uren per week |
3 |
| Onderwijsvorm |
-interactief hoorcollege
|
| Toetsvorm |
-schriftelijk tentamen (open vragen)
|
| Vaksoort |
bachelor
|
| Coördinator |
Dr. O.V. Iftime
|
| Docent(en) |
Dr. O.V. Iftime
|
| Verplichte literatuur |
| Titel |
Auteur |
ISBN |
Prijs |
| Introduction to Probability Models, 12th edition, AP |
Ross, S.M. |
9780124079489 |
ca.
€
77,00
|
|
| Entreevoorwaarden |
|
| Opmerkingen |
Info: Dr Orest Iftime, phone: +3150 36 33485, e-mail: o.v.iftime@rug.nl.
Secr: Martine Geerlings-Koolman, phone: +3150 36 37018, e-mail: m.a.koolman@rug.nl. |
| Opgenomen in |
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