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Stochastic Processes and Simulation

  • Number of credits 7.5 credits
  • Level Bachelor's level
  • Starting Autumn Term 2024

Admitted to the course

Here you will find everything you need to know before the course starts.

About the course

The course covers the basics of stochastic processes, especially the Poisson process, and the statistical theory of stochastic simulation (Monte Carlo methods), i.e. methods used to solve problems that are difficult to solve analytically. The simulation section includes methods for generating random numbers from different distributions and integral estimation with error estimation. Great emphasis is placed on methods for the simulation of Poisson processes to allow for the simulation of queuing and inventory systems. Throughout the course there is a strong focus on implementing the methods treated using Matlab.

Application and eligibility

Stochastic Processes and Simulation, 7.5 credits

Det finns inga tidigare terminer för kursen Autumn Term 2024 Det finns inga senare terminer för kursen

The information below is only for exchange students

Starts

1 November 2024

Ends

19 January 2025

Study location

Umeå

Language

English

Type of studies

Daytime, 50%

Required Knowledge

The course requires 15 ECTS mathematics,  6 ECTS mathematical statistics and 7.5 ECTS computer programming, or equivalent.

Selection

Students applying for courses within a double degree exchange agreement, within the departments own agreements will be given first priority. Then will - in turn - candidates within the departments own agreements, faculty agreements, central exchange agreements and other departmental agreements be selected.

Application code

UMU-A5821

Application

This application round is only intended for nominated exchange students. Information about deadlines can be found in the e-mail instruction that nominated students receive. The application period is closed.

Contact us

Please be aware that the University is a public authority and that what you write here can be included in an official document. Therefore, be careful if you are writing about sensitive or personal matters in this contact form. If you have such an enquiry, please call us instead. All data will be treated in accordance with the General Data Protection Regulation.

Contactperson for the course is:
Study counselor Lars-Daniel Öhman