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Ciclo di seminari su processi stocastici e applicazioni

ARGOMENTI: Convegni

Nell'ambito della Scuola di Dottorato in Matematica, il Prof. Pavel Kitsul, della Minnesota State University, ha iniziato un ciclo di seminari su processi stocastici e applicazioni.

-Calendario
20 ore svolte il 19, 21, 22, 26, 28, 29 maggio, 4, 5, 9, 11 giugno, Aula 2BC/30 del Dipartimento di Matematica Pura ed Applicata, dalle ore 14 alle ore 16.

-Programma

A. THEORY
1. Brief Review of Probability Theory
2. Some Facts from Matrix Theory
3. Discrete Time Markov Chains
4. Brownian action and Diffusion Processes
5. Ito Stochastic Integral and Stochastic Chain Rule (Ito Formula)
6. Stochastic Differential Equations
7. Poisson Processes

B. APPLICATIONS
B-I (Biology Track):
1. Biological Applications of Discrete Time Markov Chains:
(a) general birth and death process
(b) logistic growth process
(c) genetic inbreeding problem
2. Biological Applications of Stochastic Differential Equations:
(a) stochastic linear growth model
(b) stochastic logistic growth process with environmental variations
(c) stochastic epidemic models
B-II (Electrical and Computer Engineering Track): Modelling of random phenomena in electrical and computer systems:
(a) Mathematical representation of stochastic dynamic systems
(b) signal processing, detection, estimation, and communication
(c) Controllability and observability
B-III (Physics and Chemistry Track):
(a) The Fokker-Planck equation
(b) Stochastic behavior of quantum systems
(c) Quantum-mechanical Markov Processes
(d) Stochastic dynamic systems in optics
(e) Stochastic chemical kinetics

Rif. int. L. Beghi

NEWS: Sciopero dei docenti e svolgimento degli esami - L'eventuale astensione riguardera' il primo appello d'esame programmato nel periodo 28 agosto - 31 ottobre 2017. X