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Linköpings tekniska högskola

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NMAD01 Markov and Renewal Processes, 5 p (sw)
/MARKOV- OCH FÖRNYELSEPROCESSER/

Advancement level:
D

Aim:
The course will give a view of how probability theory, in particular Markov processes and renewal processes, can be applied to various problem areas like physics, technology and operations research.

Prerequisites:
Basic course in mathematical statistics. Knowledge about conditioning. Good mathematical knowledge including e.g. integration, convergence and limit concepts, basic difference and differential equations.

Course organization:
Seminars where the participants will contribute with presentation of articles and problem solutions.

Course content:
General probability theory, Markov processes, Renewal theory, various applications, paradoxes.

Course literature:
Ross: Introduction to Probability Models, Academic Press. Articles.

Course language is swedish.

 
 

Linköpings tekniska högskola

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Informationsansvarig: Info-LiTH, info-lith@tfk.liu.se
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