2016 Markov Analysis

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Academic unit or major
Undergraduate major in Mathematical and Computing Science
Instructor(s)
Nakano Yumiharu  Miyoshi Naoto 
Class Format
Lecture     
Media-enhanced courses
Day/Period(Room No.)
Tue7-8(W834)  Fri7-8(W834)  
Group
-
Course number
MCS.T312
Credits
2
Academic year
2016
Offered quarter
2Q
Syllabus updated
2016/4/27
Lecture notes updated
2016/8/5
Language used
Japanese
Access Index

Lecture

Lecture 1 Markov property and discrete time Markov chains

2016.6.14(Tue.) 7-8Session

Lecture

Lecture 2 Transition diagram and probability distributions of the state

2016.6.17(Fri.) 7-8Session

Lecture

Lecture 3 Classification of the state: connectivity

2016.6.21(Tue.) 7-8Session

Lecture

Lecture 4 Periodicity

2016.6.24(Fri.) 7-8Session

Lecture

Lecture 5 Reccurence

2016.6.28(Tue.) 7-8Session

Lecture

Lecture 6 Stationary distributions

2016.7.1(Fri.) 7-8Session

Lecture

Lecture 7 Limit theorems

2016.7.5(Tue.) 7-8Session

Lecture

Lecture 8 Midterm exercises

2016.7.8(Fri.) 7-8Session

Lecture

Lecture 9 Poisson processes

2016.7.12(Tue.) 7-8Session

Lecture

Lecture 10 Compound Poisson processes

2016.7.15(Fri.) 7-8Session

Lecture

Lecture 11 Continuous time Markov chains

2016.7.19(Tue.) 7-8Session

Lecture

Lecture 12 Birth-death processes

2016.7.22(Fri.) 7-8Session

Lecture

Lecture 13 Queueing systems

2016.7.26(Tue.) 7-8Session

Lecture

Lecture 14 Control of Markov chains

2016.7.29(Fri.) 7-8Session

Lecture

Lecture 15 Brownian motion

2016.8.2(Tue.) 7-8Session

Lecture

Lecture 16  

2016.8.5(Fri.) 7-8Session

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