![]() ![]() ![]() ![]() ![]() ![]() |
|
|
|
MAM072 Random Processes 6.0 ECTS credits | |
TIMEPERIOD: LANGUAGE: EXAMINER Astrid Hilbert Univ lekt PREREQUISITES COURSE AIM Many physical or economic systems develop in time. This means that the current state of a system does depend on its history, and the future depends on the present state. Stochastic processes are a mathematical tool for modelling the developement of a system in time. In this course we will give a survey on/about different stichastic processes and the methods used to investigate them. We will also show how the theoretical methods can be applied. CONTENTS 1) Elements of probability theory and linear algebra. a) A short repetition of basic techniques from these areas. b) Processes c) Stochastic Matrices
2) Markov-Chains
3) Markov Processes
4) Properties of specific Markov processes
5) Second-order processes
| |
Written exam | 6.00ECTS |
COURSE LITTERATURE Breiman, Leo: "Probability" Classics in applied mathematics 7, SIAM (Society for Industrial and Applied Mathematics), 1992 Iosifescu, Marius: "Finite Markov Processes and their Applications", John Wiley and Sons, 1979 |
Web Editor: Karin.Lindholm@dc.luth.se
The University | Student | Research | Search | Contact us | In Swedish |
![]() LULEÅ UNIVERSITY OF TECHNOLOGY University Campus, Porsön, 971 87 Luleå. Tel. +46 (0) 920-91 000, fax +46 (0) 920-91 399 |