Stochastic Methods
| Title | ΣΤΟΧΑΣΤΙΚΕΣ ΜΕΘΟΔΟΙ / Stochastic Methods |
| Code | 0746 |
| Faculty | Sciences |
| School | Mathematics |
| Cycle / Level | 2nd / Postgraduate |
| Teaching Period | Winter |
| Coordinator | Georgios Tsaklidis |
| Common | Yes |
| Status | Active |
| Course ID | 40002471 |
Programme of Study: PMS Tmīmatos Mathīmatikṓn (2018-sīmera)
Registered students: 12
| Orientation | Attendance Type | Semester | Year | ECTS |
|---|---|---|---|---|
| STATISTIKĪ KAI MONTELOPOIĪSĪ | Compulsory Course | 1 | 1 | 10 |
| Academic Year | 2025 – 2026 |
| Class Period | Winter |
| Faculty Instructors |
|
| Weekly Hours | 3 |
| Total Hours | 39 |
| Class ID | 600290418
|
Course Type 2021
Specialization / Direction
Course Type 2016-2020
- Scientific Area
Course Type 2011-2015
Specific Foundation / Core
Mode of Delivery
- Face to face
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600290418
- eLearning: https://elearning.auth.gr/course/view.php?id=8308
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
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 39 | 1.3 | ✓ | ||
| Reading Assigment | 186 | 6.2 | |||
| Written assigments | 70 | 2.3 | |||
| Exams | 5 | 0.2 | |||
| Total | 300 | 10 |
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
12-05-2025
