Markov chains and processes is a major area of probability theory, with an abundance of applications in science and technology, ranging from genetics to Internet communication. Key words and phrases are:
- transition probabilities and intensities,
- absorptions and ruins,
- the Chapman-Kolmogorov equation,
- the Kolmogorov backward and forward equations,
- stationarity and ergodicity, coupling, random walk,
- the Poisson process, birth- and death processes, queuing systems.
The course is
- given in the second halv of spring
- jointly with Chalmers TMS110
Course information 2012 - THE COURSE IS CANCELLED
- Examiner: Tommy Norberg
- Schedule
- Examiner: Torgny Lindvall
- Schedule
- Examiner: Torgny Lindvall
- Schedule