Examination

MSG800 (GU), MVE170 (EM) Basic Stochastic Processes, 7.5 credit points

The examination consists of two take home problem-solving examinations and a written examination in the theory.

The take home examinations are strictly individual assignments. Submissions that bear signs of being collective efforts will be disregarded.

MSG860 (F) Basic Stochastic Processes, TMS125 Stochastic Processes, 4.5 credit points

The examination consists of two take home problem-solving examinations.

The take home examinations are strictly individual assignments. Submissions that bear signs of being collective efforts will be disregarded.

Take home examination 1

Solution to the take home examination 1

Take home examination 2

Solution to the take home examination 2

The written examination in MVE170 and MSG800 will take place on December 17, 8:30-10:30, house V. The students will have to answer two theoretical questions from the List of theoretical questions.

Observe that on December 17, 8:30-13:30, a written examination in the old course TMS125 will be held as well.

The results of the examination may be seen in the student portal
The teacher will be available for discussions regarding the examination results after January 13, 2008.

Evaluation of the course

MSG800 (GU), MVE170 (EM)
Basic Stochastic Processes, 7.5 credit points

There are totally 30 points in the examination, 9 for each take home examination and 12 for the written examination.

To pass the course, the cumulative number of points from the take home examinations and also the number of points earned from the written examination should be at least 6.

For Chalmers students, 12 points altogether are needed for grade 3, 18 for grade 4, and 24 for grade 5.

For GU students, 12 points altogether are needed for grade G and 21 for grade VG.

MSG860 (F) Basic Stochastic Processes,
TMS125 Stochastic Processes, 4.5 credit points

There are totally 18 points in the examination, 9 for each take home examination.

To pass the course, the number of points from each take home examination should be at least 4.

For Chalmers students, 8 points altogether are needed for grade 3, 11 for grade 4, and 15 for grade 5.

For GU students, 8 points altogether are needed for grade G and 13 for grade VG.