Checking date: 06/05/2025 09:54:44


Course: 2025/2026

Stochastic Dynamical Systems
(17313)
Dual Bachelor Data Science and Engineering - Telecommunication Technologies Engineering (Study Plan 2020) (Plan: 456 - Estudio: 371)


Coordinating teacher: MEILAN VILA, ANDREA

Department assigned to the subject: Statistics Department

Type: Electives
ECTS Credits: 6.0 ECTS

Course:
Semester:




Requirements (Subjects that are assumed to be known)
Probability and Data Analysis
Learning Outcomes
LEARNING OUTCOMES RA1:Students should have acquired advanced knowledge and demonstrated an understanding of the theoretical and practical aspects and working methodology in the field of data science and engineering with a depth that reaches the forefront of knowledge RA2:Be capable of applying their knowledge and problem-solving skills, through arguments or procedures developed and sustained by themselves, in complex or professional and specialized work settings that require the use of creative and innovative ideas. RA3:Have the ability to collect and interpret data and information on which to base their conclusions including, where appropriate and pertinent, reflection on issues of a social, scientific or ethical nature within their field of study GENERAL COMPETENCES CG4:Ability to solve technological, computer, mathematical and statistical problems that may arise in data engineering and science CG5:Ability to solve mathematically formulated problems applied to various subjects, using numerical algorithms and computational techniques. SPECIFIC COMPETENCES CE5:Ability to understand and manage fundamental concepts of probability and statistics and be able to represent and manipulate data to extract meaningful information from them CE12:Ability to model, predict, filter, and smooth random signals and stochastic processes
Description of contents: programme
1. Introduction to Stochastic Processes 2. Discrete Markov Chains 3. Continuous time Markov Chains 4. Renewal Processes 5. Queuing theory 6. Random Graphs 7. Case studies: Monte Carlo Algorithm, PageRank Algorithm, Call centers, Social networks.
Learning activities and methodology
Theory (4 ECTS). Theory classes with additional material available on the Web. Practical classes (2 ECTS) Problem solving classes. Problem based learning classes.
Assessment System
  • % end-of-term-examination/test 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40

Calendar of Continuous assessment


Extraordinary call: regulations
Basic Bibliography
  • R. Durrett. Essentials of stochastic processes. Springer. 2012 (2nd ed.)
Recursos electrónicosElectronic Resources *
Additional Bibliography
  • S.M. Ross. Stochastic Processes. John Wiley & Sons, inc.. 1996 (2nd. ed.)
(*) Access to some electronic resources may be restricted to members of the university community and require validation through Campus Global. If you try to connect from outside of the University you will need to set up a VPN


The course syllabus may change due academic events or other reasons.