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.
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.
