Basic Stochastic Processes
University of Gothenburg
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Pace of study: 50 %
Published education catalogue
Basic Stochastic Processes
Education information from the published source. The education record and its time-bound offerings are kept separate.
Education facts
Code: MSG800
<p>The main topics of the course are: Introduction to random processes in discrete and continuous time, characterization and classification of random processes. Markov chains and Markov processes, Poisson processes and Wiener processes, martingales. Continuity, differetiation and integration of random processes, spectral analysis, white noise, random processes in linear systems. Implementation and analysis of random processes in computers.</p>
Entry requirements
Knowledge corresponding to the courses MMG200 Mathematics 1, MMG300 Multivariable Analysis, and MSG110 Probability theory.
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.
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Last changed according to the source: 2024-11-07T13:36:38