Informações sobre o curso
4.3
49 classificações
20 avaliações
100% online

100% online

Comece imediatamente e aprenda em seu próprio cronograma.
Prazos flexíveis

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.
Nível intermediário

Nível intermediário

Horas para completar

Aprox. 32 horas para completar

Sugerido: 8 weeks of study, 6-8 hours per week...
Idiomas disponíveis

Inglês

Legendas: Inglês
100% online

100% online

Comece imediatamente e aprenda em seu próprio cronograma.
Prazos flexíveis

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.
Nível intermediário

Nível intermediário

Horas para completar

Aprox. 32 horas para completar

Sugerido: 8 weeks of study, 6-8 hours per week...
Idiomas disponíveis

Inglês

Legendas: Inglês

Programa - O que você aprenderá com este curso

Semana
1
Horas para completar
2 horas para concluir

Week 1: Introduction & Renewal processes

Upon completing this week, the learner will be able to understand the basic notions of probability theory, give a definition of a stochastic process; plot a trajectory and find finite-dimensional distributions for simple stochastic processes. Moreover, the learner will be able to apply Renewal Theory to marketing, both calculate the mathematical expectation of a countable process for any renewal process...
Reading
12 vídeos (total de (Total 88 mín.) min), 1 teste
Video12 videos
Week 1.1: Difference between deterministic and stochastic world4min
Week 1.2: Difference between various fields of stochastics6min
Week 1.3: Probability space8min
Week 1.4: Definition of a stochastic function. Types of stochastic functions.4min
Week 1.5: Trajectories and finite-dimensional distributions5min
Week 1.6: Renewal process. Counting process7min
Week 1.7: Convolution11min
Week 1.8: Laplace transform. Calculation of an expectation of a counting process-17min
Week 1.9: Laplace transform. Calculation of an expectation of a counting process-26min
Week 1.10: Laplace transform. Calculation of an expectation of a counting process-38min
Week 1.11: Limit theorems for renewal processes14min
Quiz1 exercício prático
Introduction & Renewal processes12min
Semana
2
Horas para completar
2 horas para concluir

Week 2: Poisson Processes

Upon completing this week, the learner will be able to understand the definitions and main properties of Poisson processes of different types and apply these processes to various real-life tasks, for instance, to model customer activity in marketing and to model aggregated claim sizes in insurance; understand a relation of this kind of models to Queueing Theory...
Reading
17 vídeos (total de (Total 89 mín.) min), 1 teste
Video17 videos
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-23min
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-34min
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-44min
Week 2.5: Memoryless property5min
Week 2.6: Other definitions of Poisson processes-13min
Week 2.7: Other definitions of Poisson processes-24min
Week 2.8: Non-homogeneous Poisson processes-14min
Week 2.9: Non-homogeneous Poisson processes-24min
Week 2.10: Relation between renewal theory and non-homogeneous Poisson processes-14min
Week 2.11: Relation between renewal theory and non-homogeneous Poisson processes-27min
Week 2.12: Relation between renewal theory and non-homogeneous Poisson processes-34min
Week 2.13: Elements of the queueing theory. M/G/k systems-19min
Week 2.14: Elements of the queueing theory. M/G/k systems-25min
Week 2.15: Compound Poisson processes-16min
Week 2.16: Compound Poisson processes-26min
Week 2.17: Compound Poisson processes-33min
Quiz1 exercício prático
Poisson processes & Queueing theory14min
Semana
3
Horas para completar
1 hora para concluir

Week 3: Markov Chains

Upon completing this week, the learner will be able to identify whether the process is a Markov chain and characterize it; classify the states of a Markov chain and apply ergodic theorem for finding limiting distributions on states...
Reading
7 vídeos (total de (Total 73 mín.) min), 1 teste
Video7 videos
Week 3.2: Matrix representation of a Markov chain. Transition matrix. Chapman-Kolmogorov equation11min
Week 3.3: Graphic representation. Classification of states-110min
Week 3.4: Graphic representation. Classification of states-24min
Week 3.5: Graphic representation. Classification of states-37min
Week 3.6: Ergodic chains. Ergodic theorem-16min
Week 3.7: Ergodic chains. Ergodic theorem-215min
Quiz1 exercício prático
Markov Chains12min
Semana
4
Horas para completar
2 horas para concluir

Week 4: Gaussian Processes

Upon completing this week, the learner will be able to understand the notions of Gaussian vector, Gaussian process and Brownian motion (Wiener process); define a Gaussian process by its mean and covariance function and apply the theoretical properties of Brownian motion for solving various tasks...
Reading
8 vídeos (total de (Total 87 mín.) min), 1 teste
Video8 videos
Week 4.2: Gaussian vector. Definition and main properties19min
Week 4.3: Connection between independence of normal random variables and absence of correlation13min
Week 4.4: Definition of a Gaussian process. Covariance function-15min
Week 4.5: Definition of a Gaussian process. Covariance function-210min
Week 4.6: Two definitions of a Brownian motion18min
Week 4.7: Modification of a process. Kolmogorov continuity theorem7min
Week 4.8: Main properties of Brownian motion6min
Quiz1 exercício prático
Gaussian processes12min

Instrutores

Avatar

Vladimir Panov

Assistant Professor
Faculty of economic sciences, HSE

Sobre National Research University Higher School of Economics

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 communications, IT, mathematics, engineering, and more. Learn more on www.hse.ru...

Perguntas Frequentes – FAQ

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