FMSF15/MASC03: Markov processes, fall semester 2019
News:

Regarding the retake exam in August:
Please note that the retake exam will be held on campus. All students
who plan take the exam need to sign up for the exam in advance
through this
page.

First lecture in fall semester 2019 will be given on
Monday, September 2 at
15.1517.00 in MA:3. Full schedule is available
here.

General information:
 Course contents: Discrete Markov chains and Markov processes. Classification of
states and chains/processes. Stationary distributions and
convergence. Absorbing states and absorption times.
Simulation and inference.
The Poisson processes on the real line and more general spaces.
Additional material.

Course syllabus
 Lectures: The lectures will be given in
English.
 Time: Study period 1.
 Examiner:
Nader Tajvidi,
tel: 046222 96 12,
email: nader@maths.lth.se
 Teaching plan
for fall semester 2019
 Schedule
for fall semester 2019
 Exercises:
 The exercises (the same as for the Spring semester 2007)
can be downloaded here.
 Answers and hints can be found here.
 Computer assignments: The following computer laboratory
sessions are compulsory part of the course. There are two groups
for each computer session and you need to register in one group
for each computer session
at SAM
lab enroll.
In order to sign up
for a group you will need your 'STIL'account so make sure
you have uptodate information on your account before the
registration.
 Computer session 1
 Group 1: Friday (week 40: 4/10), 09:1512:00,
MH:230 and MH:231
 Group 2: Monday (week 41: 7/10), 09:1512:00,
MH:230 and MH:231
 Instructions for the computer assignment: lab1.pdf.
 Matlab files needed for the first lab:
knapp.m,
monopgata.m,
pestimering.m,
seep.m,
eigv.m,
move.m,
simulering.m,
field.m,
monop.m,
pchk.m,
psimulering.m.
 Computer session 2
 Group 1: Tuesday (week 42: 15/10), 13:1516:00,
MH:230 and MH:231
 Group 2: Friday (week 42: 18/10), 09:1512:00,
MH:230 and MH:231
 Instructions for the computer assignment: lab2.pdf.
 Matlab files needed for the second lab:
porand.m,
coal.dat,
inhom_poisson_lambda.m,
inhom_poisson_simulate.m,
inhom_poisson_deriv.m,
inhom_poisson_est.m.
 Table of formulas
 The table of formulas, which may be used at the exam,
is available here.
 Collection of formulas and tables for the course in probability theory and statistics: pdf.
 Other handouts
 Exams: Please
check upcoming
exams in the Centre for Mathematical Sciences or Lund University's
exam schedule
TimeEdit
for scheduled exams. For information on advanced
registration for retake exams
see this
page.
 Back to the main page
Nader Tajvidi
Last modified: Monday sep 02 12:20:54 2019