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MSG800/MVE170 Basic Stochastic Processes, Exercise Sessions

Exercises on Hsu's book

Exercise Session 1 pdf-file, ps-file.

Exercise Session 2 pdf-file, ps-file.

Exercise Session 3 pdf-file, ps-file.
Some non-mandatory extra theoretical considerations that relate to the computational problem on ditto pdf-file, ps-file.

Exercise Session 4 pdf-file, ps-file.
Alternative solution of Problem 6.26 on ditto pdf-file, ps-file.

Exercise Session 5 pdf-file, ps-file.

Exercise Session 6 pdf-file, ps-file.

The problems for own work in Hsu's book and computer problems for own work are discussed by Claes Andersson during the exercise sessions.

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.

Exercises on G-S's book

Exercises on G-S's book pdf-file, ps-file.
Solution of Problems 6.3.4, 6.9.10, 6.11.4 and the computational problem on ditto pdf-file, ps-file.
Information (in Swedish) about how to calculate matrix function (matrix powers) more efficiently than my mean of diagonalization pdf-file, ps-file.

The exercises on Grimmett and Strirzaker's book are discussed by Patrik Albin during lectures.

Additional initial exercises

There is also an initial Exercise Session 0 pdf-file, ps-file on Chapters 1-4 in Hsu's book intended for students who feel they have week skills in probability theory and that they need to strengthen those skills. These exercises are not discussed during lectures or exercise sessions. Mathematica solution of Problem 3.68 on ditto nb-file, pdf-file.

As the course has as many as 12 hours of scheduled teaching each week there is sufficient time for students to have their questions answered during these teachning sessions. Teachers do not offer help in person, by email or by any other means outside these hours.

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