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STA-2001: Stochastic processes Work Load
10 credits (ECTS) | Type of course
Theoretical subject. | Level of course/Year of study
Normally third year. | Language of instruction
Norwegian | Examination semester
Autumn
| Contents
This course builds on STA-1001 Probability and statistics 1. The course is a continuation of the probability theory presented in STA-1001 with an emphasis on construction, interpretation and analysis of probability models for simple processes or dynamic systems. Discusses conditional probability, conditional expectations, Markov chains, Poisson processes, branching processes, birth and death processes and other stochastic processes. | Recommended previous qualifications
STA-1001 Probability and statistics 1 | Form of teaching
Lectures: 40 h
Coursework: 30 h
A passing grade is required on up to 6 mandatory homework sets for permission to take the exam. | Coursework requirements
Mandatory homework sets
| Exam and assessment
Written final exam of 4 hours duration. Letter grades (A-F). | Date(s) of written examination
06.12.2007
The exam date is preliminary and may be subject to change. Definitive exam date will be announced on the notice boards at the faculties in the beginning of May for the spring semester and in the beginning of November for the autumn semester. | Contact person/lecturer
Helge Johansen, tel: 77 64 51 30, e-mail: helge.johansen@matnat.uit.no | Recommended reading/syllabus
Available on request | Course overlap
S-210 -1 10 sp | Homepage
http://uit.no/matstat/sta-2001/
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Teaching autumn 2007
Første oppmøte mandag 20.08. kl. 10.15, U.rom 4, Realfagsbygget.
Responsible teacher:F.aman. Sigrunn Holbek Sørbye |
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