2025/2026
Стохастические модели
Статус:
Маго-лего
Когда читается:
3 модуль
Охват аудитории:
для своего кампуса
Язык:
русский
Программа дисциплины
Аннотация
Mathematical models based on probability theory prove to be extremely useful in describing and analyzing complex systems that exhibit random components. The goal of this course is to introduce several classes of stochastic processes, analyze their behavior over a finite or infinite time horizon, and help students enhance their problem solving skills. The course combines classic topics such as martingales, Markov chains, renewal processes, and queuing systems with approaches based on Stein’s method and on concentration inequalities. The course focuses mostly on discrete-time models and explores a number of applications in operations research, finance, and engineering. This is an elective course, offered to MASNA students, and examples used in class may differ depending on students’ interests.