TMA4265 - Stochastic Modeling


Examination arrangement

Examination arrangement: Portfolio assessment
Grade: Letters

Evaluation Weighting Duration Grade deviation Examination aids
School exam 80/100 4 hours C
Work 20/100

Course content

Important models for multivariate random variables: Markov chains, Poisson processes, birth-and-death processes in continuous time, Brownian motion and Gaussian processes. Approaches for stochastic simulation of random variables.

Learning outcome

1. Knowledge. The student has basic knowledge about multivariate statistical modeling and stochastic processes in the time domain. The student has acquired more detailed knowledge about Markov chains, Poisson processes, birth and death

processes, and gaussian processes. The student knows the fundamental principles of simulation of stochastic processes.

2. Skills. The student is able to formulate stochastic process models in the time domain

and provide qualitative and quantitative analyses of such models. The student can further use simulation to study the properties of multivariate statistical 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. If the course is taught in English, the exam may be given only in English. Students are free to choose Norwegian or English for written assessments.

Compulsory assignments

  • Work

Further on evaluation

In the case that the student receives an F/Fail as a final grade after both ordinary and re-sit exam, then the student must retake the course in its entirety. Submitted work that counts towards the final grade will also have to be retaken. For more information about grading and evaluation. see «Teaching methods and activities».

Specific conditions

Compulsory activities from previous semester may be approved by the department.

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 2021

Language of instruction: English, Norwegian

Location: Trondheim

Subject area(s)
  • Statistics
  • Technological subjects
Contact information
Course coordinator:

Department with academic responsibility
Department of Mathematical Sciences


Examination arrangement: Portfolio assessment

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Autumn ORD Work 20/100
Room Building Number of candidates
Autumn ORD School exam 80/100 C 2021-11-30 09:00
Room Building Number of candidates
SL325 Sluppenvegen 14 1
SL274 Sluppenvegen 14 1
DI42 Idrettssenteret (Dragvoll) 5
Storhall del 2 Idrettssenteret (Dragvoll) 80
SL321 Sluppenvegen 14 2
  • * 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"

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