TMA4265 Stochastic Processes, Autumn 2015
Exercises
The exercise class is given by Ioannis each Wednesday 13:15–14:00 in KJL1 (starting week 35). Here, concrete questions to the current exercise problems will be answered and new examples will be presented on the blackboard.
| Week | Problems | Solutions |
|---|---|---|
| 34-35 | Problems from the book: 1.12, 1.44, 1.13, 2.43. Read this paper and go through the ToDos. Extra exercises from exercise class: 1.18 and 2.12 from the book. | solutions.pdf , 1.18, 2.12 |
| 35-36 | Please see here, Extra exercise from exercise class: 3.49 from the book. | for 3.8, 3.24, the rest,3.49 |
| 36-37 | Please see here | for 3.49, for 3.37, the rest |
| 37-38 | Please see here | Solutions |
| 38-39 | Please see here, extra exercise 4.25 form the book. | For the solution of problem 1 of the 2008 exam, please see here, for 4.18, 4.25 see here, 4.32 see the book, Exercise 1 |
| 39-40 | From the book: 4.64, 4.66, 4.67 a-d), Problem 1d) of the Autumn 2008 exam, Problem 1 of the August 2014 exam | For the solution of problem 1d of the 2008 exam, please see here, 4.64 and 4.66 here. For 4.67 a-d) see here. For the solution to problem 1 of the August 2014 exam see here |
| 40-41 | Exercise to reversibility: Problem 2, Exam Mai 2008 , Repetition exercise to Markov chains: see here, Extra ex: 4.70 from the book. | For the soultion of problem 2 of the May 2008 exam see here, Problem 1 on the slides corresponds to problem 1 of the june 2004 exam and you find the solution here. (Note: Both solution sketches are in Norwegian. Ioannis is happy to help you, if you need any help in understanding the solution.) Here, is the solution to the chess example. The solution of 4.70 |
| 41-42 | From the book: 5.2, 5.4, 5.42, Problem 1 from here, 5.60, Extra from the book: 5.62 | Solution to 5.2 and 5.4, Solution to problem 1, Solution for 5.42, 5.60 and 5.62 |
| 42-43 | Problem 2 from Mai exam 2003 (English version here), Problem 2 from August exam 2014, from book: 6.3, 6.4. Extra exercise Problem_1_mai_2001 | Solution to Problem 2 from Mai exam 2003 is here, Solution to Problem 2 from August 2014 exam is here, Solution for 6.3 and 6.4, solution to the extra exercise here |
| 46-47 | From the book 8.1, 8.8 , 8.16, Problem 2 from Exam 2011, Problem 4 from Exam 2013 | Solution to Problem 2 Exam 2011, Solution to Problem 4 exam 2013, Solution to 8.1 and 8.8 (labelled 8.9 in pdf), Solution to 8.16 |
Project
- 23.10.2015 **HERE** is the project.
The project is important in two different ways: 1. to be admitted to the exam. 2. as part of the evaluation. Hereby it is important that:
- It is obligatory to do the work/project. The project must be found acceptable to be admitted to the exam. For this purpose, a reasonable attempt to solve all problems must be made. If you did the project in a previous year and you were admitted to the exam, you will still be admitted to the exam this semester.
- The project counts for 20% of the final grade in the course. Only projects that are done this semester will count to the final mark. If you did the project in a previous semester the points will not be transferred, i.e. you will only be able to achieve a maximum of 80%. In order to be counted to your final mark, the project has to be re-done this semester.
Further comments:
- The project has to be done in groups of two persons. If you have no partner please send an email to Ioannis ioannis [dot] vardaxis [at] math [dot] ntnu [dot] no and we try to find you a partner.
- You will get one week lecture-free in week 45 to work intensively on the project.