TMA4265 Stochastic Processes, Autumn 2013


  • 17.01.2013: A solution to the exam is available here. The grading of the exam is finished. The grade distribution became:
  • A: 10.3%
  • B: 22.0%
  • C: 32.4%
  • D: 20.6%
  • E: 2.9%
  • F: 11.8%
  • 13.12.2013: Everything mentioned in the curriculum is relevant for the exam. That means the corresponding chapters in the book, everything covered in the lectures, the project and exercises.
  • 02.12.2013: Please find here the formula appendix that will be provided in the exam. It is the same as used in the last exam in August 2013 and will be provided ONLY IN ENGLISH.
  • 02.12.2013: Here are the old exams from last year: December 2012, Solutions; August 2013, Solutions
  • 28.11.2013: You find the slides giving an overview of the lecture here
  • 28.11.2013: The curriculum is updated, see here
  • 27.11.2013: A formula appendix as in previous years, see for example here, will be attached to the exam.
  • 22.11.2013: R-files and pictures to Brownian motion can be found here.
  • 21.11.2013: The permitted aids at the exam are:
    • Calculator HP30S, CITIZEN SR-270X or CITIZEN SR-270X College.
    • Statistiske tabeller og formler, Tapir forlag.
    • K. Rottman: Matematisk formelsamling.
    • One yellow, stamped A5 sheet with own handwritten formulas and notes. You get this sheet from the department office of the department of Mathematical Sciences in the 7th floor in Central Building 2.
  • 21.11.2013: You find the notes (missing derivation) for Section 8.9.2 here
  • 13.11.2013: 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.
  • 12.11.2013: A summary of the reference group discussions can be found here. The final meeting will be on 21.11.2013. Please send your feedback, suggestions, comments, … to the members of the reference group. Thanks!
  • 06.11.2013: We have looked at all your projects. You can pick them up in Geir-Arne's office (room 1238, Sentralbygg II). Please, hand in your revised project solution (including code, computations, interpretations …) no later than the 6th of December to Geir-Arne Fuglstad geir [dash] arne [dot] fuglstad [at] math [dot] ntnu [dot] 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.
  • 17.10.2013: The exercise class today will be used to answer questions about the project.
  • 15.10.2013: The lecture on the 16.10 (10:15-12:00) will be held in the computer lab Nullrommet 380A and is used to answer (programming) questions regarding the project.
  • 13.10.2013: For problem 2 on the project sheet, please use alpha=0.5 for part b) and c).
  • 10.10.2013: The solutions to the project can be submitted either in English or Norwegian.
  • 10.10.2013: The lecture on the 16.10 (10:15-12:00) will be held in the computer lab Nullrommet, 380A and is used to answer (programming) questions regarding the project.
  • 04.10.2013: Here is the project. Both problems are obligatory to work on. Submit the solutions no later than than 21st of October to Geir-Arne Fuglstad geir [dash] arne [dot] fuglstad [at] math [dot] ntnu [dot] no.
  • 30.09.2013: There will be no exercise class on 03.10.
  • 11.09.2013: Please note: There is exercise class on 12.09 and no lecture on 13.09. Please use the time to work on the problem sets of week 37.
  • 06.09.2013: All problems on Exercise sheet 1 now have solutions in English.
  • 03.09.2013: For international students in mathematics, both master students and exchange students, with little or no programming experience, Petter Arnesen offers extra tutorials in MATLAB. Please contact Petter [dot] Arnesen [at] math [dot] ntnu [dot] no if this is of interest.
  • 30.08.2013: Hint: Exercise 2.73. The multinomial distribution is a generalisation of the binomial distribution. However, if you are interested in the number of times outcome i occurs, denoted by N_i, then N_i follows a binomial distribution with size n and probability p_i. Here, n is the number of experiments performed.
  • 30.08.2013: A reference group is established. You find the member names and their email addresses here.
  • 26.08.2013: The first exercise is available on the exercise page.
  • 22.08.2013: The first set of slides is available here (bottom of the page).
  • 01.08.2013: Welcome to the home page of TMA4265 Stochastic Processes for the autumn semester 2013. The first lecture will be on Wednesday August 21 at 10:15-12:00 in room G1. The lectures in this course will be in English.


Andrea Riebler, room 1242, Sentralbygg II, andrea [dot] riebler [at] math [dot] ntnu [dot] no
NB!! Please use TMA4265 in the subject header of all emails concerning the course!

Exercises and Project

Geir-Arne Fuglstad, room 1238, Sentralbygg II, geir [dash] arne [dot] fuglstad [at] math [dot] ntnu [dot] no
NB!! Please use TMA4265 in the subject header of all emails concerning the course!


  • Wednesday 10:15–12, G1
  • Friday 12:15–14, S4

Exercise/Project class

See also the exercise page.

2014-08-13, Andrea Riebler