Stochastic Processes

2021/2022

Учебный год

ENG

Обучение ведется на английском языке

3

Кредиты

Кто читает:

Департамент статистики и анализа данных

Статус:

Курс по выбору

Когда читается:

1-й курс, 3 модуль

Преподаватель

Панов Владимир Александрович

Course Syllabus

Abstract

The course on stochastic processes is aimed at students who are familiar with the basics of probability theory and who want to learn the basic concepts, theoretical facts and practical methods of working with random variables changing over time. Such quantities arise naturally in many applied fields while trying to describe objects whose behavior is influenced by a large number of factors that cannot be described by deterministic functions. The main objectives of the course are to introduce students to the most important types of random processes (Gaussian and Markov processes, Brownian motion, renewal processes, etc.) and mastering the basic methods of analysis and modeling of stochastic processes.