Stochastic processes

7.5 credits

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.


Växjö is a modern city with more than 80,000 inhabitants. The city has been declared "the Greenest City in Europe" because of its focus on environmentally sound solutions and the environmental programs implemented.

Being a student in Växjö you have easy access to everything – the city centre, the woods and the lakes. The pedestrian path from campus around Lake Växjösjön reaches almost all the way to the city centre and is perfect for jogging or taking long walks.

Campus Växjö is modeled along the lines of an American campus university and is the natural meeting place for students in Växjö. Campus is always bustling with life, and students move between lecture rooms, the University Library and the restaurants, pubs and outdoor recreational areas.