Modelling with Random Processes

Објавено: February 28, 2019

Modelling with Random Processes

Course: Modelling with Random Processes

Code: 3ФЕИТ08016

ECTS points: 6 ЕКТС

Number of classes per week: 3+0+0+3

Lecturer: Prof. Dr. Aneta Buchkovska

Course Goals (acquired competencies): The student is expected to recognize the type of the process in real problems. It is capable of creating a mathematical model and solving it.

Course Syllabus: Renewable Processes. Birth and Dying Processes.  Markov process with two states. Markov process with multiple states. Hidden Markov process. Binomial and Poisson model. Glad and statistical tests. Methods of starvation. Exposure to risk. Heterogeneity in the population. Selection. Application: DNA sequence and genetic networks; Claims and consumption data; Prediction for web pages.

Literature:

Required Literature

No.

Author

Title

Publisher

Year

1

Wai-Ki Ching Michael K. NgMarkov Chains: Models, Algorithms and ApplicationsSpringer Science&Business Media, Inc2006