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Mathematical Statistics: Markov Processes

Course • Bachelor's level • 7.5 credits

Do you want to understand how random processes can be described and predicted? The course in Markov Processes gives you the fundamental tools to model and analyze complex systems, from telecommunications to financial mathematics.
Application dates

Start

Autumn 2026

Level

Bachelor's

Language

English

Place of study

Lund

Course code

MASC13

Application dates

Gain a deeper understanding and learn to use mathematical models to analyze and solve problems in real-world systems. Expand your knowledge of Poisson processes, discrete Markov chains, and Markov processes. Learn to apply these models in areas such as telecommunications, production, reliability analysis, and financial mathematics. The course can be taken as an elective within a Bachelor’s program or as a standalone course.

The course consists of lectures, exercises, and laboratory sessions. The labs are mandatory and integrated with other teaching activities. Assessment is through a written exam at the end of the course and computer-based lab assignments during the course. To pass, you must complete both the exam and the lab assignments. The course provides a learning environment where you can deepen your understanding of mathematical models and their applications.

Autumn Semester 2026

Closed for applications.

Start

31 August 2026

31 Aug 2026

End

1 November 2026

1 Nov 2026

Form

Normal learning

Pace

Part time

Language

English

City

Lund

Prerequisites

General eligibility and knowledge corresponding to MASA02 Mathematical statistics: Basic course, 15 ECTS (the courses MASB13 Mathematical Statistics for Physicists 7.5 ECTS, and MASB02 Mathematical Statistics for Chemists 7.5 ECTS, are also valid for eligibility). English course 6/B.

Selection criteria

Seats are allocated according to: The general average (GPA) of your higher secondary school leaving certificate: 20 %, The Swedish national university aptitude test: 10 %, number of previous ECTS at application deadline (up to 165): 70 %.

Tuition fees for non-EU/EEA citizens

Citizens of countries outside:

  • The European Union (EU)
  • The European Economic Area (EEA) and
  • Switzerland

are required to pay tuition fees. You pay an instalment of the tuition fee in advance of each
semester.

Tuition fees, payments and exemptions

Full programme/course tuition fee: SEK 23,125
First payment: SEK 23,125

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Note that you may also need to pay an application fee, or provide proof of exemption.

Application fee

No tuition fees for citizens of the EU, EEA and Switzerland

There are no tuition fees for citizens of the European Union (EU), the European Economic Area (EEA) and Switzerland.

Contact us

Director of studies

Email: studierektor@matstat.lu.se