Fundamentals of Probability and Statistics

Catalogue des cours de Télécom SudParis

Code

MAT 7001

Niveau

PostGraduate (MSc)

Domaine

Mathématiques

Langue d'enseignement

Anglais

Crédits ECTS

3

Heures programmées / Charge de travail

30 / 60

Responsable(s)

  • DELMAS Jean-pierre

Département

- Communications, Images et Traitement de l'information

Objectifs

This standard probability and statistics refresher module is essentially intended for giving the tools for the modelling of queuing processes.

Contenu

- General theorems of probability;
- Random variable, change of variables;
- Distributions derived from Poisson and Gaussian distributions;
- Convergence of sequences of random variables;
- Markov processes, Markov chains;
- Random variable simulation;
- Parameter estimation;
- Introduction to the asymptotic theory;
- Least mean square estimation

Prérequis

None

Mots-clés

 

Evaluation

- Homeworks given at the issue of each of the 10 classes
- No written exam

Approches pédagogiques

 

Programme

Master of Science

Fiche mise à jour : 13/07/2017 15:41:13