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FMSF15/MASC03: Markov Processes

In Swedish

Current information fall semester 2019

Mathematical Statistics, Centre for Mathematical Sciences

FMSF15: 7.5hp (ECTS) credits
MASC03: 7.5hp (ECTS) credits

FMSF15: See LTH Course Description (EN) here
MASC03: See NF Course Description (EN) here

Norris, J. R.: Markov Chains, Cambridge Series in Statistical and Probabilistic Mathematics and additional handouts. This book is available to the students and staff of Lund University as ebook at Cambridge Books Online. Please note that the university library license allows maximum of six people to use the book simultaneously and you need to use your STIL/Lucat account in order to get access to the site.

For those who prefer additional references 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.

To get credits for the course you must pass the written examination and do the computer lab work.

Last modified: Sunday May 12 15:00:21