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Umeå University
Stochastic Processes and Simulation
Moment 1 (4.0 hp): *Theory.* Moment covers the basic theory of stochastic processes theory of stochastic simulation (Monte Carlo methods). The course covers the generation of random numbers from different continuous and discrete distributions and integral estimation including error estimation. Further, theory and met…
- Higher education
- Information unavailable
- 2 November 2026
- Information unavailable
- Information unavailable
- 50 %
Overview
Moment 1 (4.0 hp): *Theory.* Moment covers the basic theory of stochastic processes theory of stochastic simulation (Monte Carlo methods). The course covers the generation of random numbers from different continuous and discrete distributions and integral estimation including error estimation. Further, theory and methods for simulating random walks, Brownian motion, Poisson processes and Markov chains are introduced together with their real life applications. Moment 2 (3.5 hp): *Computer labs.* Application of the introduced computer intensive methods using suitable programming language. Additionally the simulation of queuing and production lines and inventory systems based on the discrete events approach is introduced.
Admission scores
Entry requirements
The course requires 15 ECTS mathematics, 6 ECTS mathematical statistics and 7.5 ECTS computer programming, or equivalent.
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
- 2026-11-02
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.umu.5ms049.5800o.20262
- Last checked
- 2026-09-23T10:39:35.037285+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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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.umu.5ms049.5800o.20262
- Offering identity in the source
- e.uoh.umu.5ms049.5800o.20262
- Education-form source code
- HS
- Education code in the source
- 5MS049
- Change time according to the source
- 2025-12-11T08:05:35
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.