This course is replaced by STK2130 - Modelling by Stochastic Processes.

STK1130 - Modelling by stochastic processes

Schedule, syllabus and examination date

Choose semester

Course content

Definition and examples of stochastic processes. Markov processes with finite and countable state space in discrete and continuous time.

Learning outcome

The course gives the background for simple analytical derivation and numerical calculations for stochastic processes in discrete and continuous time.

Admission

Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.

If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.

Prerequisites

Formal prerequisite knowledge

In addition to fulfilling the Higher Education Entrance Qualification, applicants have to meet the following special admission requirements:

One of these:

  • Mathematics R1
  • Mathematics (S1+S2)

And and in addition one of these:

  • Mathematics (R1+R2)
  • Physics (1+2)
  • Chemistry (1+2)
  • Biology (1+2)
  • Information technology (1+2)
  • Geosciences (1+2)
  • Technology and theories of research (1+2)

The special admission requirements may also be covered by equivalent studies from Norwegian upper secondary school or by other equivalent studies. Read more about special admission requirements (in Norwegian).

Recommended previous knowledge

STK1100 - Probability and statistical modelling, MAT1100 - Calculus, MAT1110 - Calculus and linear algebra, MAT1120 - Linear algebra

Overlapping courses

9 credits with ST114.

*The information about overlaps is not complete. Contact the department for more information if necessary.

Teaching

3 hours of lectures, 2 hours of lexercises/datalab in groups under guidance and 1 hour of topics examined in plenum.

Examination

One compulsory assignments need to be passed within given deadlines to be allowed to take the final exam. Final mark based on written examination at the end of the semester. Letter grading (A-F).


Rules for compulsory assignments at the mathematical institute (norwegian only)

Examination support material

Permitted aids at the exam: Approved calculator and formula lists for STK1100/ STK1110.
Information about approved calculators (Norwegian only)

Language of examination

Subjects taught in English will only offer the exam paper in English.

You may write your examination paper in Norwegian, Swedish, Danish or English.

Explanations and appeals

Resit an examination

This subject offers new examination in the beginning of the subsequent term for candidates who withdraw during an ordinary examination or fail an ordinary examination. Deferred examinations for students who due to illness or other valid reason of absence were unable to sit for their final exams will be arranged at the same time. (These valid reasons has to be documented within given deadlines.)

For general information about new and deferred examination, see
/studier/admin/eksamen/sykdom-utsatt/mn/index.html

More information about examination at the Faculty of Mathematics and Natural Sciences can be found here

Facts about this course

Credits

10

Level

Bachelor

Teaching

This version of the course will be held for the last time Spring 2009. STK2130 - Modelling by Stochastic Processes will still be held.

Examination

Teaching language

English

The course is given in English. If no students have asked for the course in English within the first lecture, it may be given in Norwegian.