University of Vaasa Department of Mathematics and Statistics
Faculty of Technology




STAT 3120 Probability and Stochastic Processes (5 ECTS), Spring 2018

Teachers

Lecturer: Tommi Sottinen
Exerciser: Foad Shokrollahi

(Somewhat Preliminary) Contents and Schedule

We use the (still somewhat unfinished; check for updates regularly) 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 Friday
Week 2 14-16 F140 Lecture 0:
Orientation and Introduction
14-16 F140 Lecture 1:
Conditioning Tricks for Means
12-14 F454 Exercise 0:
Guidance for 1.1, 1.2, 1.3, 1.4
Week 3 14-16 F140 Lecture 2:
Conditioning Tricks for Variances
14-16 F140 Lecture 3:
Conditioning Tricks for Distributions
12-14 F454 Exercise 1:
1.1, 1.2, 1.3, 1.4
Week 4 14-16 F140 Lecture 4:
Analytical Tools
14-16 F140 Lecture 5:
Binomial Distribution
10-12 F454 Exercise 2:       
2.1, 2.2, 3.1, 3.2
Week 5 14-16 F140 Lecture 6:
Poisson Distribution
14-16 F140 Lecture 7:
Exponential Distribution
10-12 F454 Exercise 3:
TBA
Week 6 14-16 F140 Lecture 8:
Gaussian Distribution
14-16 F140 Lecture 9:
Markov Chains as Matrices
10-12 F454 Exercise 4:
TBA
Week 7
14-16 F453 Lecture 9 bis:
Markov Chains as Matrices
14-16 F453 Lecture 10:
Classification of Markovian States
10-12 F454 Exercise 5:
TBA
Week 8
14-16 F140 Lecture 11:
Markovian Long Run and Ergodicity
14-16 F425 Lecture 12:
Poisson Process
10-12 F454 Exercise 6:
TBA
Week 9
14-16 F345 Lecture 13:
Queuing: Palm, PASTA, and Little
14-16 F425 Lecture 14:
Markovian Queues
08-10 F454 Exercise 7:
TBA
Week 10
10-12 F425 Lecture 14:
TBA
08-10 F140 Lecture 15:
TBA
08-10 F454 Exercise 8:
TBA
Week 11
16-18 F345 Lecture 16:
Mock Exam
08-10 F425 Lecture 17:
Wrap-Up with Q & A
10-12 F454 Exercise A:
TBA

Exams

  • Fri 23-03-2018 at 12-15
  • Fri 04-05-2018 at 12-15

Grading

Your grade will be given by the formula

    round( max( 0, min(10p-4, 5) ) )

where

    p = a + 0.5(1-a)b

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