Mathematical Statistics: Markov Processes

Education facts

Code: MASC13

<p>An introduction to Markov Processes in discrete and continuous time.</p><p>The course treats: Markov chains: model graphs, Markov property, transition probabilities, persistent and transient states, positive and null persistent states, communication, existence and uniqueness of stationary distribution, and calculation thereof, absorption times.</p> <p>Poisson process: Law of small numbers, counting processes, event distance, non-homogeneous processes, diluting and super positioning, processes on general spaces.</p> <p>Markov processes: transition intensities, time dynamic, existence and uniqueness of stationary distribution, and calculation thereof, birth-death processes, absorption times.</p> <p>Introduction to renewal theory and regenerative processes.</p>

Entry requirements

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.

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Mathematical Statistics: Markov Processes

  Lund University

  Start date: 31 August 2026

  End date: 1 November 2026

  Pace of study: 50 %