Markov processes with discrete state spaces. Absorption, stationarity and ergodicity of Markov chains. Properties of birth and death processes in general and Poisson process in particular. Standard queueing models M/M/1 and M/M/c and queueing theory.
SF1904 Markov Processes, Basic Course 3.0 credits
This is an addition to a basic course in statistics and probability theory like SF1901 so that a student when completing this course have fulfilled the goals similar to the ones in SF1906.
The overall purpose of the course is that the student should be well acquainted with basic concepts, theory, models and solution methods for Markov processes with discrete state spaces, i.e., Markov chains.
Information per course offering
Choose semester and course offering to see current information and more about the course, such as course syllabus, study period, and application information.
Information for Spring 2025 Start 17 Mar 2025 programme students
- Course location
KTH Campus
- Duration
- 17 Mar 2025 - 2 Jun 2025
- Periods
- P4 (3.0 hp)
- Pace of study
17%
- Application code
60407
- Form of study
Normal Daytime
- Language of instruction
Swedish
- Course memo
- Course memo is not published
- Number of places
Places are not limited
- Target group
- No information inserted
- Planned modular schedule
- [object Object]
- Schedule
- Part of programme
Degree Programme in Energy and Environment, åk 3, HSS, Conditionally Elective
Degree Programme in Energy and Environment, åk 3, ITH, Conditionally Elective
Degree Programme in Energy and Environment, åk 3, KEM, Conditionally Elective
Degree Programme in Energy and Environment, åk 3, MES, Conditionally Elective
Degree Programme in Energy and Environment, åk 3, MHI, Conditionally Elective
Degree Programme in Energy and Environment, åk 3, RENE, Conditionally Elective
Degree Programme in Energy and Environment, åk 3, SMCS, Conditionally Elective
Degree Programme in Energy and Environment, åk 3, SUE, Conditionally Elective
Degree Programme in Energy and Environment, åk 3, SUT, Conditionally Elective
Degree Programme in Engineering Physics, åk 3, Optional
Degree Programme in Industrial Engineering and Management, åk 2, TMAI, Mandatory
Degree Programme in Mechanical Engineering, åk 3, MTH, Mandatory
Master of Science in Engineering and in Education, åk 4, MAFY, Conditionally Elective
Master of Science in Engineering and in Education, åk 5, MAFY, Conditionally Elective
Contact
Course syllabus as PDF
Please note: all information from the Course syllabus is available on this page in an accessible format.
Course syllabus SF1904 (Autumn 2020–)Headings with content from the Course syllabus SF1904 (Autumn 2020–) are denoted with an asterisk ( )
Content and learning outcomes
Course contents
Intended learning outcomes
In order to pass the course the student shall be able to:
- solve problems which require the knowledge of basic notions and methods of the theory of Markov processes in discrete time.
- solve problems which require the knowledge of basic notions and methods of the theory of Markov processes in continuous time.
In order to receive higher grades the student shall be able to:
- combine the notions and methods listed above for solving more complex problems.
Literature and preparations
Specific prerequisites
- Completed basic course in linear algebra (SF1624, SF1672, SF1675, SF1684 or equivalent)
- Completed basic course in Probability Theory and Statistics (SF1915, SF1918 or equivalent).
Equipment
No information inserted
Literature
No information inserted
Examination and completion
If the course is discontinued, students may request to be examined during the following two academic years.
Grading scale
A, B, C, D, E, FX, F
Examination
- TENA - Examination, 3.0 credits, grading scale: A, B, C, D, E, FX, F
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
Opportunity to complete the requirements via supplementary examination
No information inserted
Opportunity to raise an approved grade via renewed examination
No information inserted
Examiner
Ethical approach
- All members of a group are responsible for the group's work.
- In any assessment, every student shall honestly disclose any help received and sources used.
- In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.
Further information
Course room in Canvas
Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.
Offered by
Main field of study
Mathematics, Technology
Education cycle
First cycle
Add-on studies
No information inserted