STAT 3120 Probability and Stochastic Processes (5 ECTS), Spring 2019

NB: Lectures on Wednesday 30 January start at 10:45.

Teachers

Lecturer: Tommi Sottinen
Exerciser: Foad Shokrollahi

Contents and Schedule

We use the lecture notes

Probability and Stochastic Processes with a Twist of GNU Octave towards Queuing.

The numbers in exercises refer to the exercises in the lecture notes.

Tuesday Wednesday Thursday
Week 2 12-14 F345 Lecture 0:
Orientation and Introduction
14-16 F345 Lecture 1:
Conditioning Tricks for Means
12-14 F454 Exercise 0:
Guidance for 1.1, 1.2, 1.3, 1.4
Week 3 16-18 F345 Lecture 2:
Conditioning Tricks for Variances
08-10 F425 Lecture 3:
Conditioning Tricks for Distributions
12-14 F454 Exercise 1:
1.1, 1.2, 1.3, 1.4
Week 4 16-18 F345 Lecture 4:
Analytical Tools
14-16 F345 Lecture 5:
Binomial Distribution
16-18 F454 Exercise 2:       
2.1, 2.2, 3.1, 3.2
Week 5 16-18 F345 Lecture 6:
Poisson Distribution
10:45-12 F345 Lecture 7:
Exponential Distribution
16-18 F454 Exercise 3:
4.1, 4.3, 4.4, 4.6
Week 6 14-16 F345 Lecture 8:
Gaussian Distribution
10-12 F345 Lecture 9:
Markov Chains as Matrices
16-18 F454 Exercise 4:
5.1, 6.1, 6.4, 7.1
Week 7
16-18 F345 Lecture 9 bis:
Markov Chains as Matrices
16-18 F345 Lecture 10:
Classification of Markovian States
12-14 F454 Exercise 5:
8.1, 8.2, 9.1, 9.2
Week 8
12-14 F425 Lecture 11:
Markovian Long Run and Ergodicity
14-16 F345 Lecture 12:
Poisson Process
12-14 F454 Exercise 6:
9.3, 10.1, 10.2, 10.5
Week 9
12-14 F345 Lecture 13:
Queuing: Palm, PASTA, and Little
12-14 F345 Lecture 14:
Markovian Queues
12-14 F454 Exercise 7:
11.1, 11.3, 12.1, 12.3
Week 10
14-16 F345 Lecture:
Measure Theory
14-16 F345 Lecture:
More Measure Theory
12-14 F454 Exercise 8:
13.2, 13.4, 14.1, 14.5
Week 11
16-18 F345 Lecture:
Mock Exam: A.3, A.15, A.29, A.49
14-16 F425 Lecture:
Wrap-Up
10-12 F454 Exercise 9:
A.1, A.11, A.27, A.45

Exams

Grading

Your grade will be given by the formula

where

and a is your percentage of points from the exam and b is the percentage of the exercises you have made.

The additional exercise points b are not transferable beyond the above-mentioned final exams, i.e., b=0 if you take an exam not listed above.

Some Previous Exams