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Introduction to Stochastic Processes

 WATANABE, Ryuji
  Elective  1 credits
【Information and Electronic Engineering･1st semester】
18-1-1744-2015

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Outline
This course provides an introduction to stochastic processes. The items are as follows: Basics of probability, random variable, characteristic values of the random variables, probability generating function, characteristic function, basics of stochastic processes, Poisson process, Markov chain. Problem solving exercises in wide areas such as social sciences, economics in addition to sciences and engineering are studied. The classes consist of lectures and exercises. Students will make presentations on homework assignments at the end of every semester.
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Objectives
The objectives of this course are for the students to understand the basic concept of stochastic processes in probability theory and how to handle the random variables and probability distributions dependent on time and the characteristic values of the random variables.
１．
Outline
This course provides an introduction to stochastic processes. The items are as follows: Basics of probability, random variable, characteristic values of the random variables, probability generating function, characteristic function, basics of stochastic processes, Poisson process, Markov chain. Problem solving exercises in wide areas such as social sciences, economics in addition to sciences and engineering are studied. The classes consist of lectures and exercises. Students will make presentations on homework assignments at the end of every semester.
２．
Objectives
The objectives of this course are for the students to understand the basic concept of stochastic processes in probability theory and how to handle the random variables and probability distributions dependent on time and the characteristic values of the random variables.
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Grading Policy

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Textbook and Reference

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Requirements (Assignments)

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Note

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Schedule
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