|
أ.1 |
Understand the basic meanings of incidental processes. |
|
أ.2 |
The student will be able to know the importance of Markov chains and their applications |
|
أ.3 |
The student will be able to form transitional matrices, identify transitional and recurring states, the concept of transitional functions and stable distributions. |
|
أ.4 |
The student will be able to know the importance of birth and death |
ب. (Mental skills)
|
ب.1 |
That the student can distinguish between the basic concepts of incidental processes |
|
ب.2 |
That the student can distinguish between separate and connected Markov models |
|
ب.3 |
That the student can distinguish between the different cases of repetitive and transitional |
|
ب.4 |
That the student can understand the birth and death operations |
ج (Practical & professional skills)
|
ج.1 |
Ability to know the basic concepts of incidental processes. |
|
ج.2 |
Ability to form a transitional matrix. |
|
ج.3 |
Ability to classify Markov chain states. |
|
ج.4 |
Ability to apply incidental operations in practical matters. |
د المهارات العامة والمنقولة (Generic and transferable skills)
|
د.1 |
The student will be able to use the separate and continuous Markov series |
|
د.2 |
The student will be able to apply Markov models in practice |
|
د.3 |
The student will be able to use statistical programs to simulate Markov chains |
Teaching and learning methods
• Lectures
• Exercises and discussions
Methods of assessments
|
first evaluation |
The first exam |
|
25 |
25% |
Sixth week |
|
second evaluation |
The second exam |
|
25 |
25% |
Twelfth week |
|
final evaluation |
The final exam |
|
50 |
50% |
Sixteenth week |
|
Total |
100 point |
100% |
|
||
Course (contents)
Scientific topic | Number of Hours | Lecture | Exercises | Number of weeks |
The concept of stochastic operations and their types | 4 | 2 | 2 | 1 |
Definition of Markov chains and their applications | 12 | 8 | 4 | 3 |
Probability Vectors and Transitional Matrices | 4 | 2 | 2 | 1 |
Transitional functions and initial distributions | 4 | 2 | 2 | 1 |
First Exam |
|
|
|
|
Operations on transitional functions - Access times - Transitional matrices - | 8 | 6 | 2 | 2 |
Analysis of the case space is the identification of transitional and recurrent states - absorption possibilities | 4 | 2 | 2 | 1 |
Birth and Death Chains: Branching Series - Waiting Series | 4 | 2 | 2 | 1 |
Second exam |
|
|
|
|
Stable distribution of Markov series - transitional and recurrent states and single probability distribution | 8 | 6 | 2 | 2 |
Birth and death process - Poisson operation - Markov models and queues | 8 | 6 | 2 | 2 |
(References )
Bibliography | Reference | Publisher | Version | Author |
Textbooks | Introduction to Stochastic Processes | HOUGHTON MIFFLIIN COMPANY BOSTON New York |
| Paul G. Hoel , Sidney C. Port And Charles J. Stone |