ECTS - University of Pisa
Scheda programma d'esame
PROBABILITY AND STOCHASTIC PROCESSES
MAURIZIO PRATELLI
Academic year2016/17
CourseROBOTICS AND AUTOMATION ENGINEERING
Code455AA
Credits6
PeriodSemester 1
LanguageItalian

ModulesAreaTypeHoursTeacher(s)
PROBABILITÀ E PROCESSI STOCASTICIMAT/06LEZIONI60
MAURIZIO PRATELLI unimap
Programma non disponibile nella lingua selezionata
Learning outcomes
Knowledge
Students are expected to acquire: - basic knowledge or Probability - basic knowledge of integration of random variables - methods of second order stationary stochastic processes - practical knowledge of Markov chains and queuing theory
Assessment criteria of knowledge
In the written exam (2 hours, 3 exercises), the student must demonstrate his/her knowledge of the course material and his/her ability to solve related exercises. During the oral exam the student must be able to demonstrate his/her knowledge of the course material and be able to discuss the reading matter thoughtfully and with propriety of expression.

Methods:

  • Final oral exam
  • Final written exam

Further information:
Written exam 50%, oral exam 50%.

Teaching methods

Delivery: face to face

Learning activities:

  • attending lectures
  • individual study

Attendance: Advised

Teaching methods:

  • Lectures
Syllabus
Basic properties of Probability, conditioning and independence. Discrete random variables and r.v. with density; independence of r.v. Expectation and moments, operations on densities. Stationary stochastic processes: Discrete Time Fourier transform and ergodic theorem. Finite states Markov Chains and queuing theory.
Bibliography
Recommended reading includes Lecture Notes written by prof. Franco FLandoli (Pisa University).
Updated: 14/11/2016 17:27