TMA4265 Stochastic Processes, Autumn 2014
Exercises
| Week | Problems | Solutions |
|---|---|---|
| 35 | Problems from the book: 1.12, 1.13, 1.44, 2.43 Problems in R. | Solution |
| 36 | Please see here. | For 3.8 and 3.24 see here for the rest see here |
| 37 | Please see here. | Solution of 3.49 is here, solution of 3.37, and 4.1–4.3 is here and solution of problems not from the book and Problem 4.10 here |
| 38 | Please see here. | Solution 4.14, 4.16, Exercise 1 and 2. For solution in computing exercise using R see here |
| 39 | Please see here. Problem 1 of the 2008 exam can be found here. Additional notes for Gambler's ruin. | For the solution of problem 1 of the 2008 exam, please see here. For the solution to problem 4.18 see here, for problem 4.32 please see the book. For the rest see here |
| 43 | Problem 2 from 2008 exam, From the book: 4.64, 4.66, 5.2, 5.4, 5.42 | Solution for exam problem here. (The text is in Norwegian, but the derivations should be clear. If not, please contact Petter). Problems 4.64 and 4.66 here. Problems 5.2 and 5.4 here, Problem 5.42 here |
| 44 | Please see here | Solution to problem 1 see here, for problem 2 see here, for 6.2, 6.3 and 6.4 see here |
| 45 | Problem 1 on 2001 exam, Problem 2 on 2011 exam and Problem 6.17 in the book | Solution to Problem 1 of 2001 exam here, Solution to Problem 2 of 2011 exam here, Solution to 6.17 in the book here |
| 46 | Problem 4 on exam December 2013, Problem 2 on exam December 2009, exercise 8.1 (not 6.1) from the book | Solution to problem 4 of exam December 2013, see here, Solution to problem 2 of exam December 2009 , see here (DO NOT LOOK AT SOLUTION TO PROBLEM 3 YET), Solution to 8.1 see here |
| 47 | From the book: 8.6, 8.8, 8.16; Problem 3 from exam December 2009 | Solution to 8.6 and 8.8 (8.9 in .pdf file) is given here, and solution to 8.16 is given here |
Project
Please find the project description here. Please read the general comments on the first page very carefully.
- The problems for the project will be given on Wednesday 24.09 and solutions have to be handed in no later than Monday 13.10. Please submit ONE document (preferably a pdf) per group which summarizes the answers to ALL questions. The document should include all derivations, graphics and computer code. Please be careful that the file size does not get too big, for example by avoiding high resolution figures.
- The project is obligatory and will count 20% of the final mark. A reasonable attempt to solve all problems must be made to pass the project.
- The project has to be done 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.
- Questions to the semester project will be answered in the exercise class on the 29th of September. Further, the lectures on the 6th and 8th of October will be moved to the computer lab nullrommet 380A and used to answer (programming) questions. Of note, the exercise class on the 6th of October will be cancelled.