- Docente: Massimo Campanino
- Credits: 6
- SSD: MAT/06
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Mathematics (cod. 8208)
Learning outcomes
At the end of the course the student has acquired the bases of the theory of stochastic processes, knows some important stochastic processes and is able to solve some simple problems concerning stochastic processes,
Course contents
Rndom walks. Markov chains. Branching processes. Invariant distributions. Convergence to the invariant distribution. Markov processes with continuous time. Poisson processes. Birth and death processes. Gaussian processes. Wiener process.
Readings/Bibliography
Hoel, Port, Stone. Introduction to Stochastic Processes. Waveland Press.
Teaching methods
Lectures.
Assessment methods
Oral exam.
Office hours
See the website of Massimo Campanino