Duration
20h Th, 10h Pr, 10h Mon. WS
Number of credits
| Bachelor of Science (BSc) in Computer Science | 5 crédits | |||
| Bachelor in mathematics | 4 crédits |
Lecturer
Coordinator
Language(s) of instruction
French language
Organisation and examination
Teaching in the second semester
Schedule
Units courses prerequisite and corequisite
Prerequisite or corequisite units are presented within each program
Learning unit contents
- General informations on processes (Real random function, Brownian motion, notion of Stochastic process)
- Markov chains (Definitions and characterization, Matrix and graph representatio, Marginal distribution of a chain, Communication of states, Recurrence and transience, Closed and irreducible classes, Proportion of time spent in a state)
- Stationary measurements and convergence theorems
- Complements on Stochastic process.
Learning outcomes of the learning unit
After the course, students will master the main properties of most classical stochastic processes.
Prerequisite knowledge and skills
Basic probability theory. Elementary notions of calculus and linear algebra. Understanding of R and/or Matlab.
Planned learning activities and teaching methods
In addition to the traditional classroom course, the course includes 10 hours traditional exercise sessions (10h Pr, ex cathedra).
Students from the Mathematic Department will also have 10 hours of personal research work (10h TD). This work will be carried out in groups, in ways yet to be determined (responsible : Prof. Pierre Geurts)
Students from Montefiore will also have 30 hours of personal research work (30h TD). This work will be carried out in groups, in ways yet to be determined (responsible : Prof. Pierre Geurts)
Mode of delivery (face to face, distance learning, hybrid learning)
Recommended or required readings
Partial course notes (including exercise sets) will be made available through eCampus.
Bibliography
- Norris, James R. (1998). Markov chains. Cambridge University Press.
- Ross, Sheldon (2006). Introduction to probability models. Academic Press.
Any session :
- In-person
written exam ( open-ended questions )
- Remote
written exam ( open-ended questions )
- If evaluation in "hybrid"
preferred in-person
Additional information:
The final grade will be a weighted average of two grades :
- that obtained after a written exam held in June (concerning both theory and exercises);
- the grade obtained after evaluation of a project.
Work placement(s)
Organizational remarks
Contacts
Amir Aboubacar, a.aboubacar@uliege.be