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SF1904 Markov Processes, Basic Course 3.0 credits

Administer About course

This is an addition to a basic course in statistics and probability theory like SF1901 so that a student when completing this course have fulfilled the goals similar to the ones in SF1906.

The overall purpose of the course is that the student should be well acquainted with basic concepts, theory, models and solution methods for Markov processes with discrete state spaces, i.e., Markov chains.

Information per course offering

Course offerings are missing for current or upcoming semesters.

Course syllabus as PDF

Please note: all information from the Course syllabus is available on this page in an accessible format.

Course syllabus SF1904 (Autumn 2020–)
Headings with content from the Course syllabus SF1904 (Autumn 2020–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

Markov processes with discrete state spaces. Absorption, stationarity and ergodicity of Markov chains. Properties of birth and death processes in general and Poisson process in particular. Standard queueing models M/M/1 and M/M/c and queueing theory.

Intended learning outcomes

In order to pass the course the student shall be able to:

  • solve problems which require the knowledge of basic notions and methods of the theory of Markov processes in discrete time.
  • solve problems which require the knowledge of basic notions and methods of the theory of Markov processes in continuous time.

In order to receive higher grades the student shall be able to:

  • combine the notions and methods listed above for solving more complex problems.

Literature and preparations

Specific prerequisites

  • Completed basic course in linear algebra (SF1624, SF1672, SF1675, SF1684 or equivalent)
  • Completed basic course in Probability Theory and Statistics (SF1915, SF1918 or equivalent).

Literature

You can find information about course literature either in the course memo for the course offering or in the course room in Canvas.

Examination and completion

Grading scale

A, B, C, D, E, FX, F

Examination

  • TENA - Examination, 3.0 credits, grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

If the course is discontinued, students may request to be examined during the following two academic years.

Examiner

Profile picture Celia Garcia Pareja

Ethical approach

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further information

Course room in Canvas

Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.

Offered by

SCI/Mathematics

Main field of study

Mathematics, Technology

Education cycle

First cycle