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arXiv · 1312.7796

Processus al\'eatoires et applications

Nils Berglund
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Abstract

Lecture notes for a master-level applied mathematics course on stochastic processes and applications, held at the University of Orl\'eans, France. Contents: Markov chains, Poisson point processes, Markovian jump processes, queueing theory. ----- Notes d'un cours de Master 2 professionnel en math\'ematiques appliqu\'ees, donn\'e \`a l'Universit\'e d'Orl\'eans. Contenu: Cha\^ines de Markov, processus ponctuel de Poisson, files d'attente.

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Nils Berglund. 2013-12-30. Processus al\'eatoires et applications. https://arxiv.org/abs/1312.7796

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