Dept of Mathematics

MAM072 Random Processes 6.0 ECTS credits

DENNA SIDA FINNS OCKSÅ PÅ SVENSKA

General information about studying at Luleå University
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EXAMINER
Astrid Hilbert Univ lekt

PREREQUISITES


COURSE AIM
To familiarise the student with notions of random processes with the objective of meeting the needs of the student in his/her future capacity as an engineer.

CONTENTS
Basic probability theory: probability measure, conditional probability, independence, random variables and their distributions, the law of large numbers. Descrete and continous random variables. Generating functions and applications. Basic limit theorems. Markov chains. General random processes. Stationary processes. Renewal theory. Diffusion processes. Martingales.

TEACHING
The teaching consists of of lectures and computer exercises. Some lectures can be replaced by mandatory computer laborations.

EXAMINATION
A written examination at the end of the course.
COURSE GRADE SCALE:

ITEMS AND CREDITS 
Written exam                                                	6.0 ECTS

COURSE LITERATURE
will be decided later

REMARKS
Last modified 97-03-05
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