MSG300 Markov Theory 7,5 cr


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.

Syllabus

 
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
 

 

Sidansvarig Publicerad: on 24 jul 2019.