Laurea in Matematica Applicata

Stochastic systems (2012/2013)

Course code 4S00254   Credits 6   Coordinator Laura Maria Morato Disciplinary sector MAT/06 - Probability and statistical mathematics Teaching language Italian Web page http://profs.sci.univr.it/~caliari/teaching.htm#SS1213

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Teaching is organised as follows:

Lecture timetable

Educational objectives

Mathematical modeling and computer simulation of stochastic systems with discrete state space.

Syllabus

1) Construction, simulation and asymptotic behaviour for Discrete time Markov chains, Renewal processes and Continous time Markov chains.

2) Martingales related to discrete time Markov Chains

3) Approximation and computation of invariant probabilities, Metropolis algorithm, simulation of queues and renewal processes with the use of Matlab.

Exam methods

Oral exam,including a discussion of the solution (implementation and obtained results) of the obligatory exercises assigned as homework during the laboratory activities.

Teaching aids
Activity	Title	Format (Language, Size, Publication date)
Esercitazioni	Dispensa	pdf (it, 241.249 KB, 9/25/12)

Statistics on students' past performance (Art. 2 del D.M. 31/10/2007, n. 544)

Data from AA 2012/2013 are not available yet