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Mathematical Statistics: Markov Processes

Programme overview

  • Bachelor level course, Part time 50%
  • Code: MASC03
  • 7.5 credits
  • Lund Campus
  • Study period: 02 Sep 2013 – 25 Oct 2013

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.

More information can be found at http://www.maths.lth.se/course/fms180masc03/

This programme/course is currently closed for applications