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University of Gothenburg
Basic Stochastic Processes
<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, spe…
- Higher education
- Information unavailable
- 6 November 2024
- Information unavailable
- Information unavailable
- 50 %
Overview
<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>
Admission scores
Entry requirements
Knowledge corresponding to the courses MMG200 Mathematics 1, MMG300 Multivariable Analysis, and MSG110 Probability theory.
The text is reproduced from the Susa source. Antagningsdata does not map GY11 and GY25 or assess personal eligibility.
Source, measure and data quality
- Source
- Skolverket Susa-navet
- Period
- 2024-11-06
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.gu.msg800.11710.20242
- Last checked
- 2026-09-23T10:36:59.285029+00:00
- Limitation
- Antagningsdata does not map GY11 and GY25. General and specific conditions are not separated without structured source data.
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Study structure
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- Programme or course starts
- Programme or course ends
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About the provider
Sources and data quality
Education facts for the selected offering come from Skolverket Susa-navet.
Retrieved . Published . Times are shown in Swedish local time.
Source identity and publication version
- Publication version
- 8e217193-f5fa-4778-b085-a4521fd03e8d
- Education identity in the source
- i.uoh.gu.msg800.11710.20242
- Offering identity in the source
- e.uoh.gu.msg800.11710.20242
- Education-form source code
- HS
- Education code in the source
- MSG800
- Change time according to the source
- 2024-11-07T13:36:38
The provider, education and education offering are separate identities. Application information should be checked on the official website. Supplementary statistics have not been obtained from this source.