Duration
20h Th, 10h Pr, 10h Mon. WS
Number of credits
Lecturer
Coordinator
Language(s) of instruction
French language
Organisation and examination
Teaching in the second semester
Schedule
Units courses prerequisite and corequisite
Prerequisite or corequisite units are presented within each program
Learning unit contents
The course covers the following topics:
- Markov Chains (Definition, transition matrix and graph, state classifications, asymptotic behavior, mean time to first passage or return)
- Poisson Processes
- Markov Processes
- Queuing Theory
Learning outcomes of the learning unit
After the course, students will master the main properties of most classical stochastic processes.
Prerequisite knowledge and skills
good understanding of concepts in probability theory, matrix calculus, integral calculus, and graph theory.
Planned learning activities and teaching methods
In addition to the traditional classroom course, the course includes 10 hours traditional exercise sessions (10h Pr, ex cathedra).
Students also have 10 hours of personal work (10h TD). This work will be carried out in groups, and the guidelines will be provided during the theoretical class.
Mode of delivery (face to face, distance learning, hybrid learning)
Course materials and recommended or required readings
Platform(s) used for course materials:
- eCampus
Further information:
Course notes and exercises lists are available through eCampus.
Bibliography
- Norris, James R. (1998). Markov chains. Cambridge University Press.
- Ross, Sheldon (2006). Introduction to probability models. Academic Press.
Exam(s) in session
Any session
- In-person
written exam ( open-ended questions )
Written work / report
Further information:
The final grade will be a weighted average of two grades :
- the grade obtained during a written exam organized in the May-June session, covering theory questions and exercises (70%)
- the grade corresponding to the evaluation of the personal work carried out during the course (30%). A presentation of the project may be required.
Work placement(s)
Organisational remarks and main changes to the course
Contacts
Theory: C. Esser (Celine.Esser@uliege.be)
Exercises: P. Hrebenar
Project: P. Geurts (P.Geurts@uliege.be)