TMA4265 Stochastic Processes, Autumn 2013

There will be weekly exercises and one bigger project.

• IMPORTANT: If you decide to not hand in a revised project solution, please return us your first submission (with candidate number) so that we can grad it. Deadline: 6th of December.

• Please, hand in your complete revised project solution (including code, computations, interpretations …) no later than the 6th of December to Geir-Arne Fuglstad geir-arne.fuglstad@math.ntnu.no. Please use your candidate number for the submission. It would be great if you send your first submission together with the revised one, as it makes the grading easier.

• The problems for the project will be given on Friday 04.10 and solutions have to be handed in no later than Monday 21.10.
• The project will count 20% of the final mark.
• Of note, you will have the chance to hand in a revised project solution until the 6th of December. However, in order to be counted for the final mark, a reasonable attempt must be made to solve all problems until the 21st of October.
• The project has to be done individually or in groups of two persons.
• Computer-code should be written in Matlab or R. Please try to make your code readable and add comments where necessary.
• There will be no lecture at the 18th of October. The lecture session on the 16th of October will be used to answer (programming) questions, and will be probably moved to a computer room (details follow on the web-page).
• Questions to the semester project will also be answered in the exercise classes at the 10th and 17th of October. For further questions, please contact Geir-Arne Fuglstad (geir-arne.fuglstad@math.ntnu.no).
• All answers including derivations, computer code and graphics should be submitted preferably via email to Geir-Arne Fuglstad (geir-arne.fuglstad@math.ntnu.no). Print-outs can be submitted to the mail box of Geir-Arne in the 7-th floor of Sentralbygg 2 at Glshaugen.

Here it is: Project 2013 Here are the provided functions for Problem 2d): matlab, R