STK2130 - Modelling by Stochastic Processes
Schedule, syllabus and examination date
The concept stochastic process is introduced. Markov processes in discrete and continuous time with discrete and continuous state space are defined and several examples using stochastic processes for model building are given.
After completion of the course you will:
- understand what a stochastic process is and be familiar with some of the most common techniques for analyzing such processes.
- know the basic properties of Markov chains in discrete time such as periodicity, recurrence, transcience and null-recurrence.
- have seen some applications of Markov chains in discrete time.
- be familiar with Poisson processes and understand the relation to the exponential distribution.
- have been introduced to some of the most basic discrete Markov chains indexed by continuous time.
- understand what a Brownian motion is and have seen some examples of the use of such processes.
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.
Formal prerequisite knowledge
In addition to fulfilling the Higher Education Entrance Qualification, applicants have to meet the following special admission requirements:
Mathematics R1 (or Mathematics S1 and S2) + R2
And and in addition one of these:
- 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 (in Norwegian).
Recommended previous knowledge
- 10 credits overlap with STK1130 - Modelling by stochastic processes (continued)
- 9 credits overlap with ST104
- 6 credits overlap with ST104A
9 credits with ST114.
*The information about overlaps is not complete. Contact the department for more information if necessary.
3 hours of lectures, 2 hours of exercises/datalab in groups under guidance and 1 hour of topics examined in plenum.
The number of groups offered can be adjusted during the semester, depending on attendance.
Final written examination.
Examination support material
Approved calculator and formula lists for STK1100/ STK1110.
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.
Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.
Explanations and appeals
Resit an examination
This course offers both postponed and resit of examination. Read more:
Withdrawal from an examination
It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.
Special examination arrangements
Application form, deadline and requirements for special examination arrangements.
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.