Markov Processes with Applications

About this programme

Degree Programme in Industrial Engineering and Management, year 2, TMAI, Mandatory Please note: all information from the Course syllabus is available on this page in an accessible format. 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. 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. If the course is discontinued, students may request to be examined during the following two academic years. 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. If the course is discontinued, students may request to be examined during the following two academic years.