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MSG800/MVE170 Basic Stochastic Processes, Exercise Sessions

The course has seven scheduled exercise sessions. Patrik Albin will be available in the lecture room Eueler after each lecture to answer questions about the exercises. Students are also welcome to contact Patrik Albin by means of email if they have questions.

Exercise Session 1, Tuesday 2 November pdf-file, ps-file.
Exercise Session 2, Tuesday 9 November pdf-file, ps-file.
Exercise Session 3, Tuesday 16 November pdf-file, ps-file.
Exercise Session 4, Tuesday 23 November pdf-file, ps-file.
Exercise Session 5, Tuesday 30 November pdf-file, ps-file. Mathematica code for solution of computational problem on ditto nb-file, pdf-file.
Exercise Session 6, Tuesday 7 December pdf-file, ps-file.
Exercise Session 7, Thursday 9 December pdf-file, ps-file.

All exercise session are carried out by means of the written instruction provided by this web-pages and there are no class room session. Exercises are mainly selected from Hsu's book, but are also completed with a few computer exercises which give an improved understanding of the subject matter. The computer exercises can be carried out in any reasonable programming language of the students own preference or imagination. There will be one such computer exercise on the written exam. When an exercise is not accompanied by an answer that is intentional - in other words, it is a part of the exercises to be able to establish the correctness of an obtained answer. The last Exercise Session 7 contains exercises authored by Patrik Albin and is intended to mimic typical theoretical tasks that can occur on a "typtenta" (typical written exam).

Patrik Albin (Associate Professor) is responsible for the course. Welcome to contact Patrik for more information about the course.
Personal homepage:
Telephone: 031 / 772 3512
Fax: 031 / 772 3508
Room: L3072
Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden