MA406E - Stochastic Processes

Objectives

General objective:

The objective of this course is twofold. This is primarily to present the stochastic processes most commonly used in stochastic modeling. This course should then allow students to learn the probabilistic modeling techniques, and become acquainted with the probabilistic calculations involved. These concepts are widely used in reliability as well as analysis of system performance.

Position in the programme

After end of course sessions on Probability (see Probabilty / Statistics teaching)

Hours

• Lecture : 16h
• Supervised Practical Work : 10h

Form of assessment

Total assessment hours: 2