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

Due to the lack of interest, the lectures of this course are cancelled! Ditto for the course itself. The Exercises are still going on.

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 Cancelled! 		12-14 F345
Lecture Cancelled! 		12-14 F454 Exercise 7:
11.1, 11.3, 12.1, 12.3
Week 10
14-16 F345 Lecture 14:
Lecture Cancelled! 		14-16 F345 Lecture:
Lecture Cancelled! 		12-14 F454 Exercise 8:
13.2, 13.4, 14.1, 14.5
Week 11
16-18 F345 Lecture:
Lecture Cancelled! 		14-16 F425 Lecture:
Lecture Cancelled! 		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