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中级

完成时间大约为28 小时

建议:8 weeks of study, 6-8 hours per week...

英语(English)

字幕:英语(English)
学习Course的学生是
  • Risk Managers
  • Data Scientists
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  • Economists

100% 在线

立即开始,按照自己的计划学习。

可灵活调整截止日期

根据您的日程表重置截止日期。

中级

完成时间大约为28 小时

建议:8 weeks of study, 6-8 hours per week...

英语(English)

字幕:英语(English)

教学大纲 - 您将从这门课程中学到什么

1
完成时间为 2 小时

Week 1: Introduction & Renewal processes

12 个视频 (总计 88 分钟), 1 个阅读材料, 1 个测验
12 个视频
Welcome1分钟
Week 1.1: Difference between deterministic and stochastic world4分钟
Week 1.2: Difference between various fields of stochastics6分钟
Week 1.3: Probability space8分钟
Week 1.4: Definition of a stochastic function. Types of stochastic functions.4分钟
Week 1.5: Trajectories and finite-dimensional distributions5分钟
Week 1.6: Renewal process. Counting process7分钟
Week 1.7: Convolution11分钟
Week 1.8: Laplace transform. Calculation of an expectation of a counting process-17分钟
Week 1.9: Laplace transform. Calculation of an expectation of a counting process-26分钟
Week 1.10: Laplace transform. Calculation of an expectation of a counting process-38分钟
Week 1.11: Limit theorems for renewal processes14分钟
1 个阅读材料
Quiz-1 answers and solutions10分钟
1 个练习
Introduction & Renewal processes12分钟
2
完成时间为 2 小时

Week 2: Poisson Processes

17 个视频 (总计 89 分钟), 1 个阅读材料, 1 个测验
17 个视频
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-23分钟
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-34分钟
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-44分钟
Week 2.5: Memoryless property5分钟
Week 2.6: Other definitions of Poisson processes-13分钟
Week 2.7: Other definitions of Poisson processes-24分钟
Week 2.8: Non-homogeneous Poisson processes-14分钟
Week 2.9: Non-homogeneous Poisson processes-24分钟
Week 2.10: Relation between renewal theory and non-homogeneous Poisson processes-14分钟
Week 2.11: Relation between renewal theory and non-homogeneous Poisson processes-27分钟
Week 2.12: Relation between renewal theory and non-homogeneous Poisson processes-34分钟
Week 2.13: Elements of the queueing theory. M/G/k systems-19分钟
Week 2.14: Elements of the queueing theory. M/G/k systems-25分钟
Week 2.15: Compound Poisson processes-16分钟
Week 2.16: Compound Poisson processes-26分钟
Week 2.17: Compound Poisson processes-33分钟
1 个阅读材料
Quiz-2 answers and solutions10分钟
1 个练习
Poisson processes & Queueing theory14分钟
3
完成时间为 2 小时

Week 3: Markov Chains

7 个视频 (总计 73 分钟), 1 个阅读材料, 1 个测验
7 个视频
Week 3.2: Matrix representation of a Markov chain. Transition matrix. Chapman-Kolmogorov equation11分钟
Week 3.3: Graphic representation. Classification of states-110分钟
Week 3.4: Graphic representation. Classification of states-24分钟
Week 3.5: Graphic representation. Classification of states-37分钟
Week 3.6: Ergodic chains. Ergodic theorem-16分钟
Week 3.7: Ergodic chains. Ergodic theorem-215分钟
1 个阅读材料
Quiz-3 answers and solutions10分钟
1 个练习
Markov Chains12分钟
4
完成时间为 2 小时

Week 4: Gaussian Processes

8 个视频 (总计 87 分钟), 1 个阅读材料, 1 个测验
8 个视频
Week 4.2: Gaussian vector. Definition and main properties19分钟
Week 4.3: Connection between independence of normal random variables and absence of correlation13分钟
Week 4.4: Definition of a Gaussian process. Covariance function-15分钟
Week 4.5: Definition of a Gaussian process. Covariance function-210分钟
Week 4.6: Two definitions of a Brownian motion18分钟
Week 4.7: Modification of a process. Kolmogorov continuity theorem7分钟
Week 4.8: Main properties of Brownian motion6分钟
1 个阅读材料
Quiz-4 answers and solutions10分钟
1 个练习
Gaussian processes12分钟
4.4
41 个审阅Chevron Right

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来自随机过程的热门评论

创建者 CRSep 14th 2019

This was helpful but I still feel I don't understand stochastic processes. Folks taking this course should know that it's pretty tough, compared to most Coursera courses.

创建者 SSMay 21st 2019

This course has less number of quiz questions but sufficient and well designed questions.

讲师

Avatar

Vladimir Panov

Assistant Professor
Faculty of economic sciences, HSE

关于 国立高等经济大学

National Research University - Higher School of Economics (HSE) is one of the top research universities in Russia. Established in 1992 to promote new research and teaching in economics and related disciplines, it now offers programs at all levels of university education across an extraordinary range of fields of study including business, sociology, cultural studies, philosophy, political science, international relations, law, Asian studies, media and communicamathematics, engineering, and more. Learn more on www.hse.ru...

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