Syllabus
- Discrete and continuous random variables and their characteristics.
- Recurrent events, their classification and applications.
- Markov chains with discrete states and discrete time, classification of states, stationary distribution, etc.
- Markov processes with discrete states and continuous time.
- Models of birth and death.
- Poisson process and its applications.
- Basics of theory of queues, modeling of serving networks.
- Exponential distribution and its use in the reliability theory.
- Characteristics of reliability, survival times, intensity of failures and reliability of complex systems.
Annotation
The knowledge of ideas presented in the lecture NMAI060 Probability models will be deepened through solving more or less complicated problems with the eventual applications in the field of informatics.
Basics of probability and knowledge obtained from the lecture is expected.