FMS180/MASC03: Markov processes, spring semester 2010
Back to the main page of the course
Here you will find current information for the spring semester 2010.
Updated information on the exams:
- Results for the first exam: Monday,
May 31. Solutions are available in the course
shelf on the second floor of the Center for Mathematical
Sciences. You can check your exam on Wednesday, June 2 at 12:30-13:00
in MH:227.
- The second exam is on Friday, Augsut 27 at
14.00-19.00 in MH:331; see
also the LTH's
exam schedule. To
sign up
for the exam, please contact Aurelia Vogel (tfn 046/2224577, email
aurelia@maths.lth.se) in
advance.
News:
- Extra lecture on Friday, May 28, 13:15-15 in MH:309A.
- Written exam: Monday May 31, 08:00-13:00, MH:309A and MH:227 (please note the new location for the exam)
- Please note that the schedule of the course has been updated in March 15, 2010; see general information and full schedule (pdf).
- The schedule for the computer labs has been decided; see below for the details.
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.
Lectures
The first lecture will be held at 10:15-12:00 on Monday, March
15 in hall MA:3. For the full lecture and exercise schedule (excluding the
computer labs)
see the schedule for
the first
part and the second
part of the course. See also general information and full schedule (pdf).
The lectures will be given in
Swedish.
Exercises
See the general information and full schedule (pdf) for more information on
the exercise classes.
The exercises (the same as for the Spring semester 2007)
can be downloaded here.
Answers and hints can be found here.
These will be updated as the course progresses.
Computer labs
Two computer labs will be part of the course. You are required
to do these in order to pass the course.
LAB 1 (Tuesday, May 4, 13:15-16:00, MH:231).
Instructions for the lab are available in pdf form
here.
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.
LAB 2 (Tuesday, May 11, 13:15-16:00, MH:231).
Instructions for the lab are available in pdf form
here.
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.
Exam
Written exam: Monday May 31, 08:00-13:00, MH:309A and MH:227.
Nader Tajvidi
Last modified: Mar 11 14:30:29 CEST 2010