Monday mornings and afternoons (September 11, 18 and 25)
Location :
Lecturer :
Dr.ir. E.A. van Doorn (UT)
Course description:
This course gives an introduction to renewal theory and the theory of Markov processes in discrete and continuous time. The emphasis is on processes and properties which are of interest for applications in Operations Research.
Prerequisite:
Elementary knowledge of probability theory.
Literature:
H.M. Taylor en S. Karlin: An Introduction to Stochastic Modeling
3rd ed, Academic Press, 1998, ISBN 0126848874.
The participants are assumed to have this book at their disposal by buying or lending (e.g. from the university library) the book.
Address of the lecturer:
Dr.ir. E.A. van Doorn
Faculty of Mathematical Sciences
University of Twente
P.O. Box 217
7500 AE Enschede
Phone : 053 - 4893387
Email : doorn@math.utwente.nl