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Title:MARKOVSKE VERIGE Z ZVEZNIM ČASOM
Authors:ID Čeh, Janja (Author)
ID Benkovič, Dominik (Mentor) More about this mentor... New window
Files:.pdf UNI_Ceh_Janja_2010.pdf (563,21 KB)
MD5: F3F6AE803C22B917AFBC56071766DF8F
PID: 20.500.12556/dkum/15354f3d-88fb-457e-88c3-e7e69972fd99
 
Language:Slovenian
Work type:Undergraduate thesis
Organization:FNM - Faculty of Natural Sciences and Mathematics
Abstract:V diplomski nalogi 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 te diplomske naloge. Posebej so proučeni posebni primeri markovskih verig z zveznim časom kot so Poissonovi procesi in procesi rojstva ter umiranja.
Keywords:stohastični procesi, markovske verige, Poissonovi procesi, procesi rojevanja in umiranja.
Place of publishing:Maribor
Publisher:[J. Čeh]
Year of publishing:2010
PID:20.500.12556/DKUM-15972 New window
UDC:51(043.2)
COBISS.SI-ID:17945352 New window
NUK URN:URN:SI:UM:DK:C9IOBCTD
Publication date in DKUM:02.11.2010
Views:3350
Downloads:497
Metadata:XML DC-XML DC-RDF
Categories:FNM
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Secondary language

Language:English
Title:CONTINUOUS TIME MARKOV CHAINS
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.
Keywords:Stohastic processes, Markov chains, Poisson processes, Processes of birth and dying.


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