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Markov Processes

Official Course Description

LTH Course Description (SV) NF Course Description (SV)

Description

Markov chains Markov processes. Classification of states and Markov chains. Stationary distributions and asymptotic distributions. Asorbing states and time to absorption. Intensities, the Poisson process and spatial Poisson processes, Hidden Markov models

Coming Sessions

HT1

Finished Sessions

Course Information

LTH Code:FMSF15
NF Code: MASC03
Credits:7.5
Level:Upper Basic Level
Language:English upon request

Prerequisites

Mathematical statistics, basic course (Alt Mandatory) Mathematical Statistics, Basic Course (Alt Mandatory) Mathematical Statistics, Basic Course (L,V) (Alt Mandatory) Mathematical Statistics, Basic Course (M) (Alt Mandatory) Mathematical Statistics (B,K,N,BME) (Alt Mandatory) Mathematical Statistics, Basic Course (W) (Alt Mandatory) Mathematical Statistics (Alt Mandatory)

Following courses

Monte Carlo methods for stochastic inference Statistical image analysis Valuation of Derivative Assets Examensarbete- kandidatexamen i matematisk statistik Spatial statistics with image analysis,

CEQ

CEQ - Markov Processes

Questions: webmaster
Last update: 2013-04-10

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