Stockholm university logo, link to start page
Gå till denna sida på svenska webben

Stochastic Processes and Simulation II

This course covers mainly Renewal theory, where we by removing the assumption that stochastic processes are memoryless consider models that are more complicated but more realistic than in previous courses, and Brownian motion, the random movement of a particles in a medium.

Information for admitted students Spring 2021

Congratulations! You have been admitted at Stockholm University and we hope that you will enjoy your studies with us.

In order to ensure that your studies begin as smoothly as possible we have compiled a short checklist for the beginning of the semester.

Follow the instructions on wether you have to reply to your offer or not.
universityadmissions.se

 

Checklist for admitted students

  1. Activate your university account

    The first step in being able to register and gain access to all the university's IT services.

  2. Register at your department

    Registration can be done in different ways. Read the instructions from your department below.

  3. Read all the information on this page

    Here you will find what you need to know before your course or programme starts.

IMPORTANT

Your seat may be withdrawn if you do not register according to the instructions provided by your department.

Information from your department

On this page you will shortly find information on registration, learning platform, etc.

Welcome activities

Stockholm University organises a series of welcome activities that stretch over a few weeks at the beginning of each semester. The programme is voluntary (attendance is optional) and includes Arrival Service at the airport and an Orientation Day, see more details about these events below.
Your department may also organise activities for welcoming international students. More information will be provided by your specific department. 

su.se/welcomeactivities 


Find your way on campus

Stockholm University's main campus is in the Frescati area, north of the city centre. While most of our departments and offices are located here, there are also campus areas in other parts of the city.

Find your way on campus


Read more

New student

During your studies

Student unions


For new international students

Pre-departure information

New in Sweden

The course covers renewal theory, methods of stochastic simulation and the theory of Brownian motion.

Renewal Theory: A basic assumptions during previous courses is that stochastic processes are memoryless (Markovian). In the renewal theory we drop this assumption and study processes where the future advancement is not linked to the past. Therefore we lose some simplicity and elegance, but instead we obtain significantly more realistic results.

Brownian Motion: When a particle moves randomly, (like, for instance, a molecule in gas), its movement can often be viewed upon as a sum of a large number of impulses (collisions with other molecules in the gas). Due to the fact that the sums of stochastic variables are normally distributed, the particle's movements should approximately be normally distributed. Assuming that the time perspective of interest is a lot larger then the interval between two impulses, it follows that the particle's location is normally distributed. Then the particle describes Brownian motion. This mathematical model is frequently used, not only within physics, but also in many other areas of science and economy.