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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 Euler 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, Thursday 1 November pdf-file, ps-file. Mathematica solution of Problem 3.68 on ditto nb-file, pdf-file.

Exercise Session 2, Thursday 8 November pdf-file, ps-file. Mathematica solution of the computational problem on ditto nb-file, pdf-file.

Exercise Session 3, Thursday 15 November pdf-file, ps-file.

Exercise Session 4, Thursday 22 November pdf-file, ps-file. Mathematica solution of the computational problem on ditto nb-file, pdf-file. Some non-mandatory extra theoretical considerations that relate to the computational problem on ditto pdf-file, ps-file.

Exercise Session 5, Thursday 29 November pdf-file, ps-file. Alternative solution of Problem 6.26 on ditto pdf-file, ps-file. Mathematica solution of the computational problem on ditto nb-file, pdf-file.

Exercise Session 6, Thursday 6 December pdf-file, ps-file. Mathematica solution of the computational problem on ditto nb-file, pdf-file.

Exercise Session 7, Wednesday 12 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.
www: http://www.chalmers.se/math/SV/organisation/matematisk-statistik/personal/larare-och-forskare/albin-patrik
Personal homepage: http://www.math.chalmers.se/~palbin
Email: palbin@chalmers.se
Telephone: 031 / 772 3512
Fax: 031 / 772 3508
Room: L3072
Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden


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