Course 02407: Stochastic processes Fall 2024

Lecturer and instructor: Professor Bo Friis Nielsen
Instructor: Nikolaj Mathias Primault
Contact: bfni@dtu.dk

Textbook: Mark A. Pinsky and Samuel Karlin An Introduction to Stochastic Modelling - can be bought at Polyteknisk Boghandel, DTU. The bookstore offers a 10% discount off the announced price.
Supplementary text on conditional expectation: Zdzisław Brzeźniak and Tomasz Zastawniak, Basic stochastic processes : a course through exercises

Lectures are held in Building 358, Room 069 Lectures will be held tuesdays between 8.15 and 10 (E3A). Exercises and Problems sessions are held in the same room from 10 to 12.

Course plan:


Zip file with selected exercises. The style of these exercises are somewhat similar to the type of questions you can expect in the take home exam.. Zip file with selected solutions..

Deadline for reports on the take home exam is Saturday December 23nd 2024 3 pm. The exam will be available December 15 8 am in DTU Learn.

The report has to made individually or in groups of two. It is not allowed to discuss the exercise with other students or third parties. Supplementary questions can be posted on DTU Learn in relation to the message with the announcement of the exam. If you hand in as a group there will be a short supplementary oral examination in January. If it is impossible for you to be physically present at DTU, then the oral exam can be held online. The report has to be handed in electronically. If you submit a scanned version of a handwritten report I will need the original not later than January 10th. The original can be sent using ordinary mail.

Last change: 30/11 2024, by bfn