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MT4528   Markov Chains and Processes

Academic year(s): 2019-2020

Key information

SCOTCAT credits : 15

ECTS credits : 7

Level : SCQF Level 10

Semester: 1

Availability restrictions: Not automatically available to General Degree students

Planned timetable: 11.00 am Mon (even weeks), Tue and Thu

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.

Relationship to other modules

Pre-requisite(s): Before taking this module you must pass MT2504

Learning and teaching methods and delivery

Weekly contact: 2.5 lectures (weeks 1 - 10) and 8 tutorials over the semester.

Assessment pattern

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