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离散随机过程6.262 Discrete Stochastic Processes (MIT) |
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| 课程网址: | http://ocw.mit.edu/courses/electrical-engineering-and-computer-sc... |
| 主讲教师: | Prof. Robert Gallager |
| 开课单位: | 麻省理工学院 |
| 开课时间: | 信息不详。欢迎您在右侧留言补充。 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Discrete stochastic processes are essentially probabilistic systems that evolve in time via random changes occurring at discrete fixed or random intervals. This course aims to help students acquire both the mathematical principles and the intuition necessary to create, analyze, and understand insightful models for a broad range of these processes. The range of areas for which discrete stochastic-process models are useful is constantly expanding, and includes many applications in engineering, physics, biology, operations research and finance. |
| 关 键 词: | 概率; 泊松过程; 有限状态马尔可夫链; 更新过程; 可数状态的马尔可夫连锁; 马尔可夫的流程; 可数状态空间; 随机游动; 大偏差 |
| 课程来源: | 麻省理工大学公开课 |
| 最后编审: | 2016-03-12：cmh |
| 阅读次数: | 70 |