[Matematisk statistik]
[Matematikcentrum]
[Lunds tekniska högskola]
[Lunds universitet]
Current information spring semester 2010
Department:
Mathematical Statistics, Centre for Mathematical
Sciences
Credits:
FMS180: 6hp (ECTS) credits
MASC03: 7.5hp (ECTS) credits
Requirements:
FMS180: A basic course in Mathematical statistics in one of the civil engineering programs.
MASC03: 45hp (ECTS) credits in Mathematics and a course
corresponding to MASA01 Mathematical Statistics,
General Course.
Time period:
Second half of the spring semester.
Literature:
Rydén och Lindgren: Markovprocesser, KFS. Additional
handouts.
For those who prefer a text written in English we recommend either D. Stirzaker: Stochastic Processes and Models (Oxford University Press) or S.M. Ross: Introduction to Probability Models (Academic Press). These texts are both a lot more comprehensive than the above lecture notes. For the even more ambitious student, P. Brémaud: Markov Chains. Gibbs Fields, Monte Carlo Simulation and Queues. (Springer-Verlag), is also an excellent text that is written at a mathematical level. They can be ordered at, for example, www.bookshop.co.uk, www.amazon.co.uk or www.springer.de.
Examination:
To get credits for FMS180, you must pass the written examination
and do the computer lab work.
To get credits for MASC03, you must also pass an oral examination.
Lecturer, VT10:
Nader Tajvidi
tel: 046-222 96 12
email: nader@maths.lth.se
Previous exams:
2005-01-11,
solutions
2005-06-03,
solutions
2006-05-31,
solutions
2006-08-18
2007-05-25,
solutions
2009-05-25,
solutions
2009-08-25,
solutions
Last modified: Thu Mar 11 14:30:13 CEST 2010