Latest news
Su 6/6 Tentan är rättad. Tes med kortfattade lösningar.
Statistik Chalmers: #5/4/3/U=1/0/2/2
Statistik GU: #V/G/U=7/4/1
Mo 17/5 Fyra gamla tentor att ladda ner och öva på. Obs att några uppgifter är ej relevanta för årets kurs.
Tu 11/5 Idag går jag igenom vad vi/ni måste veta om köteori. Jag har dessutom skrivit ned anvisningar inför tentamensläsningen.
Th 7/5 Formelblad till tentamen.
Fr 23/4 The lecture on Thursday 29 April has been moved to Tuesday 4 May, 10-12.
Tu 20/4 On Thursday, we will continue the study of Markov chains in continuous time. Next exercise session will be on Monday.
Mo 12/4 Tomorrow I'll expect to finish Ch 5. We then do some exercises. We continue doing exercises on Thursday.
Th 18/3 Chapter 3 is ready and also part of Ch 4. Next Monday we will discuss the remaining part of Ch 4. Then we will take a look at exercises 1-4 in Chapter 8.1. Handed out an extra exercise.
Tu 16/3 Ready with Chapter 3.2.
Må 15/3 Delade ut kompendiet och gick igenom kap 1 och 2. Jag har med mig fler imorgon. Vi kom överens om att stryka lektionerna den 25/3 och 20/5. Lektionen 29/4 ska flyttas.
March 6 Please note that the schedule is preliminary.
Some lessons will be cancelled and some will have to be moved.
March 6 Course begins at 13.15 on Monday March 15 in room MVF31.
Examiner and lecturer
Tommy Norberg
    •  phone: 031 772 3528
    •  e-mail:
    •  visiting address: Chalmers tvärgata 3, room H3028
Various information
We will meet 3 times 2 hours a week during 7 weeks on the average. Each week typically four hours will be used for lectures and two for discussions, doing exercises, etc. We will follow the Swedish text "Markovprocesser och köteori" by Enger & Grandell, allthough the official course language is English. A lot of well written material on Markov chains in discrete and continuous time can be found on "Wikipedia." "Markov Chains" by Norris (Cambridge) is recommended for those who wants a broader (alternative) view at the lectures.

A mainstream within probability is the theory of Markov chains in discrete and continuous time. Applications are numerous within science as well as within technology and society. This course covers the basic theory and some applications mainly within queueing theory. Important topics are random walks and birth- and death processes for which the Poisson process is fundamental.

See also the departments page Markov Theory.

For many students the course also serves as an introduction to the very rich mathematical theory of stochastic processes, which deals with random phenomena that developes in time or some other media such as ordinary space.
To pass this course you should pass its written exam.
Written examination

The exam takes place at ..
During the exam the following aids are permitted: to be advised
Bring ID and receipt for your student union fee

Solutions to the exam will be published on this course home page
You will be notified the result of your exam by email from LADOK. (This is done automatically as soon as the exams have been marked an the results are registered.)
The exams will then be kept at the students' office in the Mathematical Sciences building.
Check that the number of points and your grade given on the exam and registered in LADOK coincide.
Complaints of the marking should be written and handed in at the office. There is a form you can use, ask the person in the office.).

The following link will tell you all about the examination room rules at Chalmers: Examination room instructions

Old exams
A hand-out of previous exam problems given by Professor Lindvall will be made available.