course-details-portlet

TMA4265 - Stochastic Modeling

About

Examination arrangement

Examination arrangement: School exam
Grade: Letter grades

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

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 compulsory work (projects). The lectures may be given in English.

Compulsory assignments

  • Work

Further on evaluation

The written final exam is the basis for the grade awarded in the course. Compulsory work has to be approved in order to be allowed to take the exam. Detailed information about compulsory activities will be given at the start of the semester. Retake of the written exam may be given as an oral examination. 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.

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
Facts

Version: 1
Credits:  7.5 SP
Study level: Third-year courses, level III

Coursework

Term no.: 1
Teaching semester:  AUTUMN 2022

Language of instruction: English, Norwegian

Location: Trondheim

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

Department with academic responsibility
Department of Mathematical Sciences

Examination

Examination arrangement: School exam

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Autumn ORD School exam 100/100 C 2022-12-07 15:00 INSPERA
Room Building Number of candidates
Summer UTS School exam 100/100 C INSPERA
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.
Examination

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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