Stochastic Methods

Course Information
TitleΣΤΟΧΑΣΤΙΚΕΣ ΜΕΘΟΔΟΙ / Stochastic Methods
Code0746
FacultySciences
SchoolMathematics
Cycle / Level2nd / Postgraduate
Teaching PeriodWinter
CoordinatorGeorgios Tsaklidis
CommonNo
StatusActive
Course ID40002471

Programme of Study: PMS Tmīmatos Mathīmatikṓn (2018-sīmera)

Registered students: 23
OrientationAttendance TypeSemesterYearECTS
THEŌRĪTIKĪ PLĪROFORIKĪ KAI THEŌRIA SYSTĪMATŌN KAI ELEGCΗOUCore Courses1110
STATISTIKĪ KAI MONTELOPOIĪSĪCompulsory Course1110

Class Information
Academic Year2019 – 2020
Class PeriodWinter
Faculty Instructors
Weekly Hours3
Class ID
600148290
Type of the Course
  • Scientific Area
Course Category
Specific Foundation / Core
Mode of Delivery
  • Face to face
Digital Course Content
Language of Instruction
  • Greek (Instruction, Examination)
Prerequisites
General Prerequisites
Elements in Probability theory, stochastic methods, Calculus and Linear Algebra
Learning Outcomes
Learning and analysing knowledge of renewal theory and stochastic processes. Solving stochastic problems using theoretical tools. Practising to modelling by applying stochastic tools
General Competences
  • Apply knowledge in practice
  • Retrieve, analyse and synthesise data and information, with the use of necessary technologies
  • Make decisions
  • Work autonomously
  • Work in teams
  • Work in an international context
  • Work in an interdisciplinary team
  • Generate new research ideas
  • Design and manage projects
  • Be critical and self-critical
  • Advance free, creative and causative thinking
Course Content (Syllabus)
Renewal theory – Martingales - Brownian motion - Semi Markov Processes - Rewards
Keywords
Renewal theory, semi Markov processes, Rewards, Brownian motion
Educational Material Types
  • Notes
  • Slide presentations
  • Book
Course Organization
ActivitiesWorkloadECTSIndividualTeamworkErasmus
Lectures130.4
Total130.4
Student Assessment
Description
written examination and exercises in groups
Student Assessment methods
  • Written Exam with Problem Solving (Formative, Summative)
Bibliography
Additional bibliography for study
1. Howard R.A. (1971). Dynamic Probabilistic Systems. Volumes I and II.John Wiley and Sons; New York. 2. Ross S.M. (1995). Stochastic Processes. John Wiley and Sons; New York. 3. Ross S.M. (2000). Introduction to Probability Models. 7th edition. John Wiley and Sons; New York.
Last Update
13-03-2020