Basics of Probability and Stochastic Processes
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Beschreibung
Combinatorial Analysis.- Basic Concepts in Probability.- Conditional Probability, Bayes's Formula, Independent Events.- Introduction to Random Variables.- Discrete Random Variables.- Continuous Random Variables.- Other Selected Topics in Basic Probability.- A Brief Introduction to Stochastic Processes.- A Brief Introduction to Point Process, Counting Process, Renewal Process, Regenerative Process, Poisson Process.- Poisson Process.- Renewal Process.- An Introduction to Markov Chains.- Special Discrete-Time Markov Chains.- Continuous-Time Markov Chains.- An Introduction to Queueing Models.- Introduction to Brownian Motion.- Basics of Martingales.- Basics of Reliability Theory.
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