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.


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