TMA4265 Stochastic Processes, Autumn 2015
Messages
- 10.12.2015: The formulas entitled "Formulas for TMA4265 Stochastic Processes" that you find at the end of the exams in the latest years, will also be attached (in English) at the end of this year's exam, see for example here on pages 5-7
- 07.12.2015: To the exam you can bring one yellow, stamped A5 sheet with own handwritten formulas and notes (on both sides), see here.
- 03.12.2015: For those who did not already do so, we encourage you to pick up your corrected project at Ioannis office.
- 25.11.2015: Please, see here the results of the project. We encourage you to pick up your project at Ioannis office, to see the corrections and comments. Ioannis should be there tomorrow 10 to 16 and Friday 10 to 17:30, however, to be sure please send an email to him when you plan to come. If you have any question to your correction or the result list please contact Ioannis as soon as possible! (ideally when you pick up the project). The list with points will be given to the administration in the morning of Tuesday 01.12. To all students who did not hand in a project this semester: If you were admitted to the exam in an earlier semester (that means your project was approved earlier) you will still be admitted to the exam this semester. The final mark, however, will only consist of the exam, i.e the maximum number of points that can be achieved is 80 out of 100.
- 19.11.2015: The learing objective for the whole course are specified here
- 19.11.2015: The exam from last year can be found here
- 19.11.2015: A summary of the third reference group meeting can be found here.
- 13.11.2015: The last reference group meeting will be on Wednesday, 18.11 at 11:15. Please provide your feedback regarding what you liked/did not like in the course to the members of the reference group. You can also provide your feedback via this link.
- 12.11.2015: Exercise problems for continuous-time MC and queuing theory are given here. Questions to their solutions will be answered in the exercise class next week on Wednesday. I will put up the solutions on Monday.
- 11.11.2015: Project: Please submit your solutions with your studentnumbers.
- 11.11.2015: Project: If you use MATLAB, be aware that the function exprnd (the function to sample from an exponential distribution) takes as parameter the mean, i.e. 1/lambda, and not the rate lambda!
- 11.11.2015: Please fill out this general course survey, see here. You will also get some tiime during the lecture hours next week to do it.
- 10.11.2015 Office hours tomorrow a bit later from 9:45 til 10:30. In the exercise class tomorrow will also be two persons helping with questions regarding the project, so just come there if you have questions.
- 27.10.2015 IMPORTANT The exercise class tomorrow (28.10) has to be cancelled. There will be also no office hour tomorrow. If you have any questions regarding the project please send an email to Ioannis (with copy to me). He (or me) will try to answer as soon as possible.
- 23.10.2015 HERE is the project.
- 09.10.2015: Please see **the updated learning objectives** which now also include the Poisson process.
- 06.10.2015: A summary of the second reference group meeting can be found here.
- 06.10.2015: Please find the R-code to simulate the fishing example from today here. Here, we estimate the expected total number of fish caught as well as the total fishing time in the setting given in the lecture. There was some confusion regarding the expected total number of fish. From the simulation the first presented solution is supported, namely: 2*0.6 + P(N(2) = 0)*1. We can discuss this on Friday.
- 06.10.2015: The second reference group meeting will be today at 16:15. Please provide your feedback regarding all matters of the course to the members of the reference group. You can also provide your feedback via this link.
- 02.10.2015: Please see **the learning objectives** for discrete Markov chains. Checking that you understood and can work with all the points might be a good exam preparation. (The last point regarding simulation, will be clearer after the project).
- 22.09.2015: New office hour: Wednesday 09:15-10:00, see below. For questions focused on the exercises please contact Ioannis.
- 21.09.2015: Haakon Bakka will lecture for you tomorrow.
- 15.09.2015: IMPORTANT: Coming Friday (18.09) you have to study yourself. There is no lecture. Please go through Section 4.5.1 and 4.7, see here TODO list . Here, is some additional material for Section 4.5.1
- 14.09.2015: Hei! The solutions to the fourth set of exercises is out see here. Please compare them with your own solution.
- 07.09.2015: Hei! The solutions to the third set of exercises is out see here. Please compare them with your own solution.
- 07.09.2015: A summary of the first reference group meeting can be found here. The week to work intensively on the project (without new lectures) will be the first week of November (week 45), see here.. Lectures will be shifted to Nullrommet 380A during this time, where students can work on the project and questions to project problems will be answered.
- 02.09.2015: Haakon Bakka will lecture for you coming Friday.
- 02.09.2015: The first reference group meeting will be on Monday 7th of September. Please provide your feedback regarding all matters of the course to the members of the reference group. You can also provide your feedback via this link.
- 01.09.2015: Hei! The solutions to the second set of exercises is out see here. Please compare them with your own solution. Questions will be answered tomorrow in the exercise class. If there are no questions new examples will be shown.
- 28.08.2015: Thank you for filling out the questions on itsLearning. Based on your answers, we created a reference group out of four students. You find their names and email addresses here. The first reference group meeting will be on Monday, 7th of September. Please provide your comments and feedback regarding lectures and exercises to the members of the reference group as soon as possible and before this date so that we can discuss them during the meeting.
- 31.07.2015: In the first lecture week we will repeat quickly basic probability theory and random variables. However, this is assumed to be already known. If you are not familiar with these concepts it is highly recommended to work through chapter 1 and 2 of Ross 2014 before the lectures start.
- 23.07.2015: Please spend a few minutes answering the questions provided on itsLearning named "Start-up TMA4265". These will help us to organize the course and get an idea about the background of the participants.
- 18.07.2015: Welcome to the home page of TMA4265 Stochastic Processes for the autumn semester 2015. The first lecture will be on Tuesday August 18 at 10:15-12:00 in room KJL5. The lectures in this course will be in English.
INFORMATION REGARDING THE PROJECT
- 23.10.2015 HERE is the project.
- IMPORTANT DATES: You will get the problems for the project on Friday, 23.10, and the due date will be Monday, 16.11.
- PRACTICAL THINGS: The exercise class on 04.11 will be cancelled and we will use the lecture hours on the 3.11 and 6.11 to assist you with theoretical and practical questions regarding the project. For this we will use the computerlab Nullrommet 380A. Of course, you are also welcome to ask questions outside these hours.
- TODO: If you belong to a study programme that does not already give you a user account (access) to the computer lab, and you did not already do so please send an email as soon as possible and latest until 19.10 to Andrea andrea [dot] riebler [at] math [dot] ntnu [dot] no containing your name, student number, student programme, email address. (Comment: All students from industrial mathematics should automatically have a user account and access to the computer lab).
- TODO: The project has to be done in groups of two. If you do not already have a partner and need help finding one please send an email as soon as possible and the latest until 19.10 to Ioannis ioannis [dot] vardaxis [at] math [dot] ntnu [dot] no
IMPORTANCE OF THE PROJECT (also relevant for students who would like to to redo the exam)
The portfolio of this course comprises a final exam and a work (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. 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.
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!
Office hour: Wednesday 9:15-10:00.
Exercises and Project
Ioannis Vardaxis, room 1126, 11th floor, Sentralbygg II, ioannis [dot] vardaxis [at] math [dot] ntnu [dot] no
NB!! Please use TMA4265 in the subject header of all emails concerning the course!
Lectures
- Tuesday 10:15–12, KJL5
- Friday 08:15–10, KJL5
Exercises
- Wednesday 13:15–14:00, KJL1