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SF1904 Markov Processes, Basic Course 3.0 credits

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.

Choose semester and course offering

Choose semester and course offering to see current information and more about the course, such as course syllabus, study period, and application information.

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.

Course disposition

No information inserted

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).

Recommended prerequisites

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Examination and completion

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

Grading scale

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


  • 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.

Opportunity to complete the requirements via supplementary examination

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Opportunity to raise an approved grade via renewed examination

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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 web

Further information about the course can be found on the Course web at the link below. Information on the Course web will later be moved to this site.

Course web SF1904

Offered by

Main field of study

Mathematics, Technology

Education cycle

First cycle

Add-on studies

No information inserted


Martina Scolamiero (