TMA4265 Stochastic Processes, Autumn 2014

Messages

  • 18.12.2014 The exam is corrected and the grades are handed in. Please find a solution sketch here The grade distribution became:
  • A: 32.9%
  • B: 24.3%
  • C: 12.8%
  • D: 18.6%
  • E: 1.4%
  • F: 10.0%

We wish you nice holidays and a good start into the new year!

  • 26.11.2014 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 2014 and will be provided ONLY IN ENGLISH.
  • 26.11.2014: If you need a yellow stamped A5 sheet (permitted aid at the exam) you can get this from the department office of Department of Mathematical Sciences at 7th floor Central Building 2 (make sure to take an A5 sheet!)
  • 21.11.2014: You are allowed to bring only one yellow A5 page (with stamp from NTNU), but you can write on both sides of the sheet.
  • 20.11.2014: The course is finished (there will be also no further exercise classes). We wish you all good luck for the exam! Best regards, Andrea and Petter
  • 18.11.2014: The exam from August 2014 can be found here.
  • 10.11.2014: You are also allowed to bring a dictionary in any language to the exam. I will update the list of permitted aids accordingly.
  • 10.11.2014: A summary of the last reference group meeting can be found here..
  • 07.11.2014: There was a typo in the exercises for next week regarding the book problem. It should be 8.1 and not 6.1 Sorry for the confusion!
  • 03.11.2014: There willl be no lecture coming Wednesday, November 5th. Please study chapter 8.3 carefully. There will be also new exercises.
  • 29.10.2014: Monday, 10.11.2014, will be the third reference group meeting. Please send your feedback and suggestions regarding the lecture, exercise class or project to the members of the reference group.
  • 28.10.2014: Dear all, your projects are corrected. You can pick them up at Petters office (Sentralbygg II, 10th floor, office 1024). You can try it every time and Petter garantees to be in his office on thursday from 9-11, and on monday from 10-12 and tuesday from 9-11.
  • 20.10.2014: Professor Arvid Næss will lecture for you coming Wednesday.
  • 13.10.2014: A summary of the second reference group meeting can be found here.
  • 09.10.2014: Coming Monday will be the second reference group meeting. Please send as soon as possible all comments, suggestions or feedback you have regarding the lecture, exercise class or project to the members of the reference group.
  • 01.10.2014. By now all of you should have a user account at Nullrommet 380A. For the case in which you should not yet have physical access, please contact the administration on the seventh floor in Sentralbygg 2.
  • 24.09.2014. The project is online, please see here. 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 hast to be done in groups of two persons. If you do not have a group partner please send an email to Petter, Petter [dot] Arnesen [at] math [dot] ntnu [dot] no, until 26th of September.
  • 15.09.2014. There was a slight problem in the labelling of the frequency matrix produced by the R-function genFreqTable. I hope to have this fixed now, see updated R-code here. If you find any other problems in the R-code please send an email to Andrea.
  • 12.09.2014:
    1. As announced the project has to be done in groups of two. It is NOT possible to do it individually. If you need help to find a team partner please send an email to Petter, Petter [dot] Arnesen [at] math [dot] ntnu [dot] no, until 26th of September.
    2. If not done so far, please do not forget to send an email to Andrea, andrea [dot] riebler [at] math [dot] ntnu [dot] no, with your name, studentnumber, and study programme if you have, due to their study programme, not yet access to the nullrommet 380A. To be sure that you get access we need this information until 26th of September.
  • 03.09.2014: A summary of the first reference group meeting can be found here.
  • 26.08.2014:
    1. Remember: There is NO LECTURE TOMORROW, instead you should work through chapter 3.4 yourself, see Lecture plan.
    2. Dates for the reference group meetings are set, see here.
  • 25.08.2014:
    1. Coming Wednesday (27.08.2014) you have to work through chapter 3.4 yourself, see Lecture plan. There will be no lecture.
    2. Next week there will be the first reference group meeting. Please give your feedback to the members of the reference group.
    3. The tutorial sessions for the project will take place in the computer lab nullrommet 380A. All persons who have due to their study programme not yet access to the nullrommet 380A, please send me an email with your name, studentnumber, and study programme.
  • 20.08.2014: The first exercise problems are out. Questions will be answered by the teaching assistent in the exercise hour on Monday. There you will also see similar examples computed on the blackboard.
  • 19.08.2014: Good news: It seems that within the NTNU network the 11th edition of the Ross book is freely available online (chapterwise). Here is the link. As far as I have seen it is the complete book (without the table of contents). In my printed version there is also an error. They included the preface from the 10th edition instead of the one for 11th edition. I am not sure if this is the case for all printed books, but it seems fixed in this online version.
  • 04.08.2014: Welcome to the home page of TMA4265 Stochastic Processes for the autumn semester 2014. The first lecture will be on Monday August 18 at 10:15-12:00 in room R9. The lectures in this course will be in English.

Lecturer

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

Petter Arnesen, room 1026, Sentralbygg II, Petter [dot] Arnesen [at] math [dot] ntnu [dot] no
NB!! Please use TMA4265 in the subject header of all emails concerning the course!

Lectures

  • Monday 10:15–12, R9
  • Wednesday 10:15–12, R9

Exercise/Project class

  • Monday 9:15–10, S1
2014-12-18, Andrea Riebler