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Department of Statistics
H230700
Stochastic Processes
(隨機過程)
Spring 2012 (100 學年度第 2 學期)
1. This mission of the College is to serve business and society in the global economy through
developing quality and socially responsible professionals and business leaders.
2. The strategic objective of Department of Statistics is to cultivate quality professionals with
enthusiasm and global perspectives.
Undergraduate Program Learning Goals (goals covered by this course are indicated):

1
Undergraduate students should be able to communicate effectively verbally and in writing.

2
Undergraduate students should solve strategic problems with a creative and innovative approach.
3
Undergraduate students should demonstrate leadership skills and ethics demanded of a person in authority.
4
Undergraduate students should possess a global economic and management perspective.
5
Undergraduate students should possess the necessary skills and values demanded of a true professional.

 Instructor/開課教師:
Nan-Cheng Su /蘇南誠
[email protected]
(06)2757575#53623
 Prerequisite/先修科目:
Mathematics、Statistics / 數理統計、統計學
 Course Description/課程描述:
This is an introductory course in stochastic processes, which introduces the most
fundamental ideas in the area of modeling and analysis of real World phenomena in terms
of stochastic processes. The course covers different classes of Markov processes: discrete
and continuous-time Markov chains, Brownian motion and renewal processes etc.
 Course Objectives/課程目標:
Objective of the course is to provide the students with knowledge about the random
variable, stochastic process and how to model the stochastic processes.
 Course Content/課程內容:
1.
2.
3.
Introduction to Probability Theory
Random Variables
Conditional Probability and Conditional Expectation
4.
Markov Chains
5.
6.
7.
8.
9.
10.
The Exponential Distribution and Poisson Process
Continuous-Time Markov Chains
Renewal Theory and Its Applications
Queueing Theory
Reliability Theory
Brownian Motion and Stationary Processes
 Textbook/教科書:
Introduction to Probability Models, 10th Ed, by Sheldon M. Ross, Academic Press, 2010.
 References/參考書目:
1.
Fundamentals of Probability with Stochastic Processes, 3rd Ed, by Saeed hahramani,
Prentice Hall, 2005.
2.
Essentials of Stochastic Processes, by Richard Durrett, 1999.
3.
Stochastic Processes, 2nd Ed, by Sheldon M. Ross, 1996.
 Grading Policy/評量方式:
1.
2.
Attendance and Homework : 40%
Midterm Exam: 30%
3.
Final Exam : 30%
Grading Policy for AACSB Multiple Assessment:
Attendance
and HW
40%
 Oral Commu./ Presentation
COMMU
 Written Communication
20%
 Creativity and Innovation
10%
 Problem Solving
30%
CPSI
 Analytical &
10%
Computational Skills
 Leadership & Ethic
LEAD
 Social responsibility
GLOB
 Global Awareness
VSP
 Values, Skills & Profess.
 Information Technology
 Management Skills
20%
10%
Midterms
Final
30%
30%
20%
10%
30%
20%
10%
30%
10%
10%
20%
10%
20%
10%