Course - Stochastic Processes - TMA4265
TMA4265 - Stochastic Processes
About
Examination arrangement
Examination arrangement: Portfolio assessment
Grade: Letters
| Evaluation | Weighting | Duration | Grade deviation | Examination aids |
|---|---|---|---|---|
| Skriftlig eksamen | 80/100 | 4 timer | ||
| Arbeider | 20/100 |
Course content
Markov processes with discrete/continuous time-parameter and discrete/continuous state space,
including branching processes, Poisson processes, birth and death processes, and Brownian
motion. Queueing processes. Procedures for simulation of stochastic processes.
Learning outcome
1. Knowledge. The student has basic knowledge about stochastic processes in the time domain. The student has acquired more detailed knowledge about Markov processes with a
discrete state state space, including Markov chains, Poisson processes and birth and death
processes. The student also knows about queueing systems and Brownian motion, in addition to mastering the fundamental principles of simulation of stochastic processes and the
construction of Markov chain Monte Carlo (MCMC) algorithms.
2. Skills. The student is able to formulate simple stochastic process models in the time domain
and provide qualitative and quantitative analyses of such models.
Learning methods and activities
Lectures, exercises and works (projects). Portfolio assessment is the basis for the grade awarded in the course. This portfolio comprises a written final examination (80%) and works (projects) (20%). The results for the constituent parts are to be given in %-points, while the grade for the whole portfolio (course grade) is given by the letter grading system. Retake of examination may be given as an oral examination.
The lectures may be given in English.
Compulsory assignments
- Work
Recommended previous knowledge
The course is based on TMA4240/TMA4245 Statistics or equivalent.
Course materials
Will be announced at the start of the semester.
Credit reductions
| Course code | Reduction | From | To |
|---|---|---|---|
| SIF5072 | 7.5 | ||
| ST2101 | 7.5 |
Version: 1
Credits:
7.5 SP
Study level: Third-year courses, level III
Term no.: 1
Teaching semester: AUTUMN 2016
Language of instruction: English, Norwegian
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- Statistics
- Technological subjects
Department with academic responsibility
Department of Mathematical Sciences
Examination
Examination arrangement: Portfolio assessment
- Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
- Autumn ORD Arbeider 20/100
-
Room Building Number of candidates - Autumn ORD Skriftlig eksamen 80/100 2016-12-01 09:00
-
Room Building Number of candidates - Summer KONT Arbeider 20/100
-
Room Building Number of candidates - Summer KONT Skriftlig eksamen 80/100 2017-08-08 09:00
-
Room Building Number of candidates
- * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
For more information regarding registration for examination and examination procedures, see "Innsida - Exams"