||4 credit points
||Kapodistria, S. (Technische Universiteit Eindhoven), Resing, J.A.C. (Technische Universiteit Eindhoven)
To provide an introduction in the basic notions of stochastic processes as applied in stochastic operations research topics like queueing theory and Markov decision processes.
Please see the course website for more information: http://www.win.tue.nl/~resing/isp/
||The following subjects will be treated:
- Discrete time Markov chains, including classification of states and long run behaviour and branching processes.
- Exponential distribution and Poisson Processes.
- Generating functions and Laplace-Stieltjes transforms.
- Continuous time Markov chains and birth-and-death processes.
- Renewal theory, including renewal theorem, renewal reward processes and regenerative processes.
||This is a crash course. Meetings only on Mondays and Tuesdays September . Time: 10:15-14:45h.
the resit will take place in room MF4.142 and MF4.143 on the 4th floor of the Metaforum building at Eindhoven University of Technology on October 22 from 13:30 -- 16.30 hours.
Information on how to reach the Eindhoven University of Technology can be found on the following link: http://www.tue.nl/universiteit/over-de-universiteit/route-en-plattegrond/plattegrond/
||S.M. Ross, 'Introduction to probability models', 10th edition, Academic Press, 2010. The 9th or 8th edition can also be used. Having the book is essential for the course.
||Knowledge of probability at the level: S.M. Ross, 'Introduction to probability models', 10th edition, Academic Press, 2010 (chapters 1-3).
||Please note: The credit points for this course will not be given to regular students unless their local "Examencommissie" approves it.