|
課程名稱 |
隨機過程導論
INTRODUCTION TO STOCHASTIC PROCESSES |
|
開課學期 |
97-2 |
|
授課對象 |
理學院 數學系 |
|
授課教師 |
張志中 |
|
課號 |
MATH5504 |
|
課程識別碼 |
221 U4410 |
|
班次 |
|
|
學分 |
3 |
|
全/半年 |
半年 |
|
必/選修 |
選修 |
|
上課時間 |
星期三5,6,7(12:20~15:10) |
|
上課地點 |
舊數103 |
|
備註 |
先備知識:機率導論,高微,線代.
總人數上限：25人 |
|
|
|
|
課程簡介影片 |
|
|
核心能力關聯 |
核心能力與課程規劃關聯圖 |
|
課程大綱
|
|
為確保您我的權利,請尊重智慧財產權及不得非法影印
|
|
課程概述 |
martingales, discrete-time and continuous-time Markov chains, and Poisson processes.
|
|
課程目標 |
Class Hours: Wednesday 13:20-16:20pm. (Recitation 13:20-14:10pm, Lecture 14:20-16:20pm)
Course Goal: Learn the skill to model, and the technique to analyze, the random phenomena evolving with time. |
|
課程要求 |
elementary probability theory, linear algebra, and advanced calculus. |
|
預期每週課後學習時數 |
|
|
Office Hours |
|
|
指定閱讀 |
|
|
參考書目 |
(a) Introduction to stochastic processes. By G. F. Lawler. Chapman & Hall/CRC, 2nd edition.
(b) Essentials of stochastic processes. By R. Durrett, Springer, 1999.
|
|
評量方式
(僅供參考) |
|
No. |
項目 |
百分比 |
說明 |
|
1. |
Recitation and homework |
40% |
|
2. |
Midterm exam |
30% |
|
3. |
Final exam |
30% |
|
|
|