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Syllabus for

Academic year
TMS110 - Markov theory
 
Owner: TM
5,0 Credits (ECTS 7,5)
Grading: TH - Five, Four, Three, Not passed
Level: C
Department: 11 - MATHEMATICAL SCIENCES


Teaching language: Swedish

Course module   Credit distribution   Examination dates
Sp1 Sp2 Sp3 Sp4 No Sp
0101 Examination 5,0 c Grading: TH   5,0 c   27 Oct 2006 am M,  15 Jan 2007 am V,  Contact examiner

In programs

TM Teknisk matematik, Year 2 (elective)
TTFYA ENGINEERING PHYSICS, Year 4 (elective)

Examiner:

Professor  Torgny Lindvall



Eligibility:

For single subject courses within Chalmers programmes the same eligibility requirements apply, as to the programme(s) that the course is part of.

Course specific prerequisites

Basic course in mathematical statistics or equivalent.

Aim

To provide familiarity with basic concepts, ideas and results for Markov processes, in particular Markov chains and birth and death processes, and with applications, primarily in queueing theory.

Content

Generalities about stochastic processes. Markov chains in discrete and continuous time. Birth and death processes. Random Walk. Branching pro-cesses. A little about Brownian motion. Applica-tions, primarily to queueing theory.

Literature

J. Enger and J. Grandell: Markovprocesser och köteori (compendium).

Examination

Written exam, consisting of theory and problems.


Page manager Published: Mon 28 Nov 2016.