Markov Chains and Processes
SCQF Level 10
Academic year(s): 2019-2020
SCOTCAT credits : 15
ECTS credits : 7
Level : SCQF Level 10
Availability restrictions: Not automatically available to General Degree students
This module provides an introduction to the theory of stochastic processes and to their use as models, including applications to population processes and queues. The syllabus includes the Markov property, Chapman-Kolmogorov equations, classification of states of Markov chains, decomposition of chains, stationary distributions, random walks, branching processes, the Poisson process, birth-and-death processes and their transient behaviour, embedded chains, Markovian queues and hidden Markov models.
Pre-requisite(s): Before taking this module you must pass MT2504
Weekly contact: 2.5 lectures (weeks 1 - 10) and 8 tutorials over the semester.
As used by St Andrews: 2-hour Written Examination = 100%
Re-assessment: 2-hour Written Examination = 100%
Module coordinator: Dr S C Drasco
Module teaching staff: Dr Steven Drasco