STK2130 – Modelling by Stochastic Processes

Schedule, syllabus and examination date

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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 at UiO register for courses and exams 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 

STK1100 – Probability and Statistical Modelling, MAT1100 – Calculus, MAT1110 – Calculus and Linear Algebra and MAT1120 – Linear algebra.

Overlapping courses

Teaching

3 hours lectures and 2 hours exercise sessions every week of the semester.

Examination

1 mandatory assignment.

Final written examination.

Examination support material

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.

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) Feb. 28, 2020 9:20:35 PM

Facts about this course

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