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Modelling events in time

Offered By: The Open University via OpenLearn

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Poisson Process Courses Probability Courses

Course Description

Overview

This free course develops ideas about probability and random processes. Sections 1 and 2 introduce the fundamental ideas of random processes through a series of examples. Section 3 describes a model that is appropriate for events occurring ‘at random’ in such a way that their rate of occurrence remains constant. Section 4 derives the main results from Section 3. Section 5 introduces the multivariate Poisson process in which each event may be just one of several different types of event. Section 6 introduces the non-homogeneous Poisson process in which events occur at a rate that varies with time.

Syllabus

  • Introduction
  • Learning outcomes
  • Link to course PDF
  • Conclusion
  • Acknowledgements

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