Acerca de este Curso

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Resultados profesionales del estudiante

60%

consiguió un beneficio tangible en su carrera profesional gracias a este curso

14%

consiguió un aumento de sueldo o ascenso
Certificado para compartir
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Fechas límite flexibles
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Nivel intermedio
Aprox. 15 horas para completar
Inglés (English)

Instructor

Resultados profesionales del estudiante

60%

consiguió un beneficio tangible en su carrera profesional gracias a este curso

14%

consiguió un aumento de sueldo o ascenso
Certificado para compartir
Obtén un certificado al finalizar
100 % en línea
Comienza de inmediato y aprende a tu propio ritmo.
Fechas límite flexibles
Restablece las fechas límite en función de tus horarios.
Nivel intermedio
Aprox. 15 horas para completar
Inglés (English)

ofrecido por

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National Research University Higher School of Economics

Programa - Qué aprenderás en este curso

Calificación del contenidoThumbs Up90%(1,200 calificaciones)Info
Semana
1

Semana 1

3 horas para completar

Week 1: Introduction & Renewal processes

3 horas para completar
13 videos (Total 89 minutos), 3 lecturas, 1 cuestionario
13 videos
Welcome1m
Week 1.1: Difference between deterministic and stochastic world4m
Week 1.2: Difference between various fields of stochastics6m
Week 1.3: Probability space8m
Week 1.4: Definition of a stochastic function. Types of stochastic functions.4m
Week 1.5: Trajectories and finite-dimensional distributions5m
Week 1.6: Renewal process. Counting process7m
Week 1.7: Convolution11m
Week 1.8: Laplace transform. Calculation of an expectation of a counting process-17m
Week 1.9: Laplace transform. Calculation of an expectation of a counting process-26m
Week 1.10: Laplace transform. Calculation of an expectation of a counting process-38m
Week 1.11: Limit theorems for renewal processes14m
3 lecturas
About the University10m
Rules on the academic integrity in the course10m
Quiz-1 answers and solutions10m
1 ejercicio de práctica
Introduction & Renewal processes30m
Semana
2

Semana 2

2 horas para completar

Week 2: Poisson Processes

2 horas para completar
17 videos (Total 89 minutos), 1 lectura, 1 cuestionario
17 videos
Week 2.2: Definition of a Poisson process as a special example of renewal process. Exact forms of the distributions of the renewal process and the counting process-23m
Week 2.3: Definition of a Poisson process as a special example of renewal process. Exact forms of the distributions of the renewal process and the counting process-34m
Week 2.4: Definition of a Poisson process as a special example of renewal process. Exact forms of the distributions of the renewal process and the counting process-44m
Week 2.5: Memoryless property5m
Week 2.6: Other definitions of Poisson processes-13m
Week 2.7: Other definitions of Poisson processes-24m
Week 2.8: Non-homogeneous Poisson processes-14m
Week 2.9: Non-homogeneous Poisson processes-24m
Week 2.10: Relation between renewal theory and non-homogeneous Poisson processes-14m
Week 2.11: Relation between renewal theory and non-homogeneous Poisson processes-27m
Week 2.12: Relation between renewal theory and non-homogeneous Poisson processes-34m
Week 2.13: Elements of the queueing theory. M/G/k systems-19m
Week 2.14: Elements of the queueing theory. M/G/k systems-25m
Week 2.15: Compound Poisson processes-16m
Week 2.16: Compound Poisson processes-26m
Week 2.17: Compound Poisson processes-33m
1 lectura
Quiz-2 answers and solutions10m
1 ejercicio de práctica
Poisson processes & Queueing theory14m
Semana
3

Semana 3

2 horas para completar

Week 3: Markov Chains

2 horas para completar
7 videos (Total 73 minutos), 1 lectura, 1 cuestionario
7 videos
Week 3.2: Matrix representation of a Markov chain. Transition matrix. Chapman-Kolmogorov equation11m
Week 3.3: Graphic representation. Classification of states-110m
Week 3.4: Graphic representation. Classification of states-24m
Week 3.5: Graphic representation. Classification of states-37m
Week 3.6: Ergodic chains. Ergodic theorem-16m
Week 3.7: Ergodic chains. Ergodic theorem-215m
1 lectura
Quiz-3 answers and solutions10m
1 ejercicio de práctica
Markov Chains12m
Semana
4

Semana 4

2 horas para completar

Week 4: Gaussian Processes

2 horas para completar
8 videos (Total 87 minutos), 1 lectura, 1 cuestionario
8 videos
Week 4.2: Gaussian vector. Definition and main properties19m
Week 4.3: Connection between independence of normal random variables and absence of correlation13m
Week 4.4: Definition of a Gaussian process. Covariance function-15m
Week 4.5: Definition of a Gaussian process. Covariance function-210m
Week 4.6: Two definitions of a Brownian motion18m
Week 4.7: Modification of a process. Kolmogorov continuity theorem7m
Week 4.8: Main properties of Brownian motion6m
1 lectura
Quiz-4 answers and solutions10m
1 ejercicio de práctica
Gaussian processes12m

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