STK2130 – Modelling by Stochastic Processes

Schedule, syllabus and examination date

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Changes in the course due to coronavirus

Autumn 2020 and Spring 2021 the exams of most courses at the MN Faculty will be conducted as digital home exams or oral exams, using the normal grading scale. The semester page for your course will be updated with any changes in the form of examination.

Please note that there may be changes in the form of examination for some courses taught Spring 2021. We aim to bring both the course description and the semester page of all courses up to date with correct information by 1 February 2021.

See general guidelines for examination at the MN Faculty autumn 2020.

Course content

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.

Learning outcome

After completing 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.

Admission to the course

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.

Special admission requirements

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 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 

Overlapping courses

Teaching

3 hours lectures and 2 hours exercise sessions per week throughout the semester.

Examination

Final written exam 4 hours which counts 100 % towards the final grade. 

This course has 1 mandatory assignment that must be approved before you can sit the final exam.

Examination support material

Approved calculator and formula lists for STK1100/ STK1110.

Information about approved calculators (Norwegian only)

Language of examination

Courses taught in English will only offer the exam paper in English. You may write your examination paper in Norwegian, Swedish, Danish or English.

Grading scale

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.

Resit an examination

This course offers both postponed and resit of examination. Read more:

Special examination arrangements, use of sources, explanations and appeals

See more about examinations at UiO

Last updated from FS (Common Student System) Jan. 25, 2021 9:21:06 PM

Facts about this course

Credits
10
Level
Bachelor
Teaching
Spring
Examination
Spring
Teaching language
Norwegian (English on request)