Sumários
Class 20
30 Novembro 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
8. CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS
8.1. Introduction: time homogeneous Markov process; Chapman-Kolmogorov equations
8.2. The transition probability matrix
8.3. The forward and backward differential equations
Class 19
23 Novembro 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
7.4. The mixed Poisson process; the Polya process
Class 18
21 Novembro 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
7.2. The homogeneous Poisson process: the gamma, the binomial and the uniform
7.3. The non-homogeneous Poisson process
Class 17
18 Novembro 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
7. INTRODUCTION TO COUNTING PROCESSES
7.1. Some definitions: counting process, Markov counting process, birth process - the homogeneous and the non-homogeneous processes
7.2. The homogeneous Poisson process: its genesis, discussion of the postulates