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Stochastic processes, 7.5 credits

Lärare

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Level: First level 1

Subject: Mathematics

Department: Department of Mathematics

Course code: 1MA202

The course contains Markov processes in discrete and continuous time and somewhat on weakly stationary processes.

The Markov part is coloured by its applications, in particular queueeing systems, but also for example branching processes, lifetime calculations and reliability.

Life-time calculations and reliability are important in industry for a well-performing quality control.

Branching processes designates a model for population growth. The model gives criteria for when a population (or epidemics, nuclear reaction, et cetera) will be extincted at some future date.

In the part with weakly stationary processes important notions in signal processing are introduced.

Subjects: Mathematics, Natural Sciences

Autumn 2013

Växjö, 50%

City: Växjö
Duration: 4 Nov - 19 Jan, 2014
Study pace: Part time/Day
Semester: Autumn 2013. Find course start
Selection: Grade 33%, Aptitude test 33% and credits 34%.
Teaching Language: English
Contact person: Lars Gustafsson, lars.gustafsson_AT_lnu.se
Last application date: 15 Apr, 2013
Syllabus: Syllabus (PDF)
Application code: LNU-U6052
Prerequisites: 1MA201 Probability Theory and Statistics, 7,5 hec or the equivalent basic course in mathematical statistics, 7,5 hec.

Tuition fee whole course: SEK 15,625
Tuition fees do NOT apply for EU/EEA citizens or exchange students.
Tuition fee information