diplomsko delo
Janja Čeh (Author), Dominik Benkovič (Mentor)

Abstract

V diplomskem delu so podrobneje opisane markovske verige in procesi. Nekaj nazornih primerov uporabe le teh, je omenjenih že v uvodnem poglavju. Sledi definicija stohastičnih procesov, ki nam je v pomoč pri formalni definiciji markovskih verig. Na kratko so opisane markovske verige z diskretnim časom, s pomočjo katerih so kasneje vpeljane analogne definicije za markovske verige z zveznim časom, ki so osrednja tema tega diplomskega dela. Posebej so proučeni posebni primeri markovskih verig z zveznim časom kot so Poissonovi procesi ter procesi rojstva in umiranja.

Keywords

matematika;markovske verige;stohastični procesi;Poissonovi procesi;diplomska dela;

Data

Language: Slovenian
Year of publishing:
Source: Maribor
Typology: 2.11 - Undergraduate Thesis
Organization: UM FNM - Faculty of Natural Sciences and Mathematics
Publisher: [J. Čeh]
UDC: 51(043.2)
COBISS: 17945352 Link will open in a new window
Views: 2394
Downloads: 403
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Other data

Secondary language: English
Secondary title: CONTINUOUS TIME MARKOV CHAINS
Secondary abstract: In this thesis Markov chains and processes are described. Some illustrative examples of these are given in the introductory chapter. Next, we define stochastic processes which enables us to give a formal definition of Markov chains. There is also a brief description of the discrete time Markov chains. The central part of this thesis is devoted to continuous time Markov chains. In particular, we examine specific examples of continuous Markov chains such as Poisson processes and processes of birth and dying.
Secondary keywords: Stohastic processes;Markov chains;Poisson processes;Processes of birth and dying.;
URN: URN:SI:UM:
Type (COBISS): Undergraduate thesis
Thesis comment: Univ. v Mariboru, Fak. za naravoslovje in matematiko, Oddelek za matematiko in računalništvo
Pages: 55 f.
Keywords (UDC): mathematics;natural sciences;naravoslovne vede;matematika;mathematics;matematika;
ID: 18877