Sumários

Linear birth and death process

26 Março 2020, 14:00 • Alessandro Margheri

Summary of the previous lecture. Geometrical meaning of the charachterstic change of variables. solution of the PDE leading to the p.g.f.

Mean value and variance of the linear birth and death process. Pobability of extinction. Subcritical and supercritical case.

Presentation of exercises

24 Março 2020, 14:30 • Alessandro Margheri

Presentation of exercises from Miguel Prata and Miguel Coias  

Presentation of ex. 1 and 2 by João Maia (joint work with Miguel Prata and Miguel Coias)

Presentation of exercises

24 Março 2020, 13:30 • Alessandro Margheri

Presentation of exercises from Miguel Prata and Miguel Coias  

Presentation of ex. 1 and 2 by João Maia (joint work with Miguel Prata and Miguel Coias)

Birth and death processes

23 Março 2020, 15:00 • Alessandro Margheri

Birth process: master equations and their  solution.


Birth and death process: masters equation and method of the generating function. Expected value and variance from the  generating function.
Linea rhomogeneous PDE satisfied by the generating function. Revision of the method of characteristics for linear homogeneous PDEs.

Birth and death processes

23 Março 2020, 14:00 • Alessandro Margheri

Birth process: master equations and their  solution.


Birth and death process: masters equation and method of the generating function. Expected value and variance from the  generating function.
Linea rhomogeneous PDE satisfied by the generating function. Revision of the method of characteristics for linear homogeneous PDEs.