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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