57320 - Stochastic Processes (2018/2019)
General information
57320 - Stochastic Processes (ProcStoc, 7 CFU), first semester, years: 1°, 2°
LM.
Course content
Discrete time Markov chain. Random walks and queues. Classification of states. Transience and recurrence. Invariant laws. Limit theorems.
Continuous time Markov chain: Chapman-Kolmogorov equations, invariant laws, Jump chain and holding time, Poisson process, birth and death process.
Mathematical foundation of queueing theory.
Language
Italian
Teacher
Veronica Umanità
Teaching style
In presence
Attendance
Not required