Processus al\'eatoires et applications
History and Overview
2013-12-31 v1 Probability
Abstract
Lecture notes for a master-level applied mathematics course on stochastic processes and applications, held at the University of Orl\'eans, France. Contents: Markov chains, Poisson point processes, Markovian jump processes, queueing theory. ----- Notes d'un cours de Master 2 professionnel en math\'ematiques appliqu\'ees, donn\'e \`a l'Universit\'e d'Orl\'eans. Contenu: Cha\^ines de Markov, processus ponctuel de Poisson, files d'attente.
Keywords
Cite
@article{arxiv.1312.7796,
title = {Processus al\'eatoires et applications},
author = {Nils Berglund},
journal= {arXiv preprint arXiv:1312.7796},
year = {2013}
}
Comments
123 pages, in French