273019.0 Poisson Processes (5 cr)
Cooperation network course
Network: Cross-institutional studies in advanced courses in mathematics and statistics
This course is offered through the Network for Advanced Studies in Mathematics. These studies are available for the following degree students:
- Bachelor's Degree Programme in Mathematics
- Master's Degree Programme in Mathematics
- Bachelor's Degree Programme in Mathematics (Subject Teacher)
- Master's Degree Programme in Mathematics (Subject Teacher)
- Bachelor's Degree Programme in Mathematics, Chemistry or Physics Subject Teacher Education and Primary Teacher Education (Specialication in Mathematics)
- Master's Degree Programme in Mathematics, Chemistry or Physics Subject Teacher Education and Primary Teacher Education (Specialication in Mathematics)
- Doctoral Programme in Mathematics and Statistics
- Doctoral Programme in Mathematics and Science (Specialication in Mathematics)
Grading scale:
0-5
Description
The contents of the course:
- definition of Poisson process and the law of rare events.
- distributions associated with Poisson processes
- compound and marked Poisson processes
- continuous time Markov chains, and birth and death processes
- renewal phenomenon and renewal processes
- renewal theorems
Learning outcomes
Th learning objectives are:
- the main features of the mathematical theory for Poisson processes,
- basic facts from the theory of continuous time Markov chains,
- to understand renewal phenomena and processes
Additional information
The course is offered approximately every second year
Description of prerequisites
Intermediate courses in mathematical analysis and probability theory