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| MATH0042-1 | Stochastic Systems Modeling
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| Duration : | 30h Th, 30h Pr |
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| Credits/ECTS : |
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| Holder(s) : | Tri‑An Banh |
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| Language : | Langue française |
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| Course contents : | Stochastic Processes - Markov Processes and Markov Chains - Renewal Processes - Replacement Policies - Stationary Processes - Prediction Theory. |
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| Course objective : | Presentation of Stochastic Models encountered in Systems Modeling and Performance Evaluation. |
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| Prerequisites : | A first course on Probability theory. |
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| Workshops : | In-depth understanding of a subset of the exercise collection. |
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| Organization : | 1st semester - 30h + 30h. |
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| Written notes : | Stochastic Modeling, Analysis and Simulation, Barry L. NELSON, McGraw-Hill 1995. |
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| Assessment : | Written exams in June and August-September : explaining some exercises of the given collection. |
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| Contacts : | Professor : Tri An BANH; tri-an.banh@ulg.ac.be
Secretary : Claire MONTI; claire.monti@ulg.ac.be
Assistant : Renaud DUMONT; renaud.dumont@ulg.ac.be |
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| Remarks : | http://www.montefiore.ulg.ac.be/services/sbanh/ |
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