 |  |  |  |  |
| | |
|||||||
| MATH0042-1 | Stochastic Systems Modeling | ||||||||
| |||||||||
| Duration : | 30h Th, 30h Pr | ||||||||
| |||||||||
| Credits/ECTS : |
| ||||||||
| |||||||||
| Holder(s) : | Tri‑An Banh | ||||||||
| |||||||||
| |||||||||
| Course contents : | Stochastic Processes - Markov Processes and Markov Chains - Renewal Processes - Replacement Policies - Stationary Processes - Prediction Theory. | ||||||||
| |||||||||
| Course objective : | Presentation of Stochastic Models encountered in Systems Modeling and Performance Evaluation. | ||||||||
| |||||||||
| Prerequisites : | A first course on Probability theory. | ||||||||
| |||||||||
| Workshops : | In-depth understanding of a subset of the exercise collection. | ||||||||
| |||||||||
| Organization : | 1st semester - 30h + 30h. | ||||||||
| |||||||||
| Written notes : | Stochastic Modeling, Analysis and Simulation, Barry L. NELSON, McGraw-Hill 1995. | ||||||||
| |||||||||
| Assessment : | Oral exams in June and August-September : explaining some exercises of the given collection. | ||||||||
| |||||||||
| Contacts : | Professor : Tri An BANH; tri-an.banh@ulg.ac.be Secretary : Claire MONTI; claire.monti@ulg.ac.be Assistants : Renaud DUMONT; renaud.dumont@ulg.ac.be + Hubert DEPIREUX; hdepireux@ulg.ac.be | ||||||||
| |||||||||
| Remarks : | http://www.montefiore.ulg.ac.be/services/sbanh/ | ||||||||
| |||||||||
ULg : Students and Studies Administration - Academic Affairs
Contact : Monique Marcourt, direction A.E.E.
Date of data : 27/02/2006
Developed by SEGI