Babes-Bolyai University of Cluj-Napoca
Faculty of Mathematics and Computer Science
Study Cycle: Master
SUBJECT
| MMC1011 | Analysis of Stochastic Phenomena |
| Teaching Staff in Charge |
Assoc.Prof. SOOS Anna, Ph.D., asoos math.ubbcluj.ro |
| Aims |
|
The course gives the necessary knowledges for stochastic phenomena analysis.
After this lectures the students will be able to make abstract models for stochastic phenomena. |
| Content |
|
1.Basic notions in probability theory
The notion of probability Classical probability models Random variables. Numerical characteristics. The laws of large numbers. Probabilistic methods in natural sciences. Probabilistic methods in social sciences 2. Stochastic processes Markov chains. Random walk. Poisson processes. Gaussian and nongaussian processes. 3. Statistics in natural sciences Statistical estimates. Statistical tests. Random number generators. Monte Carlo methods. 4. Times series One dimensional times series. ARMA series Bilinear models. In practices we use MATLAB. |
| References |
|
1. W. Feller: Bevezetés a valószínűségszámításba és alkalmazásaiba, Műszaki Kiadó, Budapest, 1992
2. S. Karlin: Sztochasztikus folyamatok, Tankönyvkiadó, Budapest, 1982 3. P. Michalberger, L. Szeidl, P. Varlaki: Alkalmazott folyamatstatisztika és idősor analízis, Typotex, 2001 4. M. Mitzenmacher, E. Upfal: Probability and Computing, Cambridge University Press, 2005 5. A. Noga: The probabilistic method, Wiley, 2001 6. A. Soós: A valószínűségszámítás elemei, Egyetemi Kiadó, Kolozsvár, 2001 7. A. Soós: A matematikai statisztika elemei, Egyetemi Kiadó, Kolozsvár, 2005 |
| Assessment |
|
3 computer works: 30%
Analysis of a stochastic phenomenon-proiect: 70% |
| Links: | Syllabus for all subjects Romanian version for this subject Rtf format for this subject |