MVE170 / MSG800 Basic stochastic processes Autumn 20
As the course is digitally tutored on distance there will likely be a few changes of this course home page during the course.
If such a change is of importance students will be alerted by Canvas message about it asap.
Introduction Zoom meeting
Wednesday 4 November 3.15 PM. Zoom-link and password have been sent to students by Canvas message.
Course PM
Course PM pdf-file.
Handouts etc
The first two lectures consist of the following crash course in probability theory and useful facts from math pdf-file.
List of Errata for Hsu's book (version 14 November 2020) pdf-file.
Lecture program
Week 1: Crash course pdf and movie part 1, movie part 2. Sections 5.1-5.4 in Hsu pdf and movie.
Week 2: Section 5.5 in Hsu pdf and movie. Sections 5.6-5.7 in Hsu pdf and movie.
Week 3: Section 5.8 in Hsu pdf and movie. Sections 6.1-6.3B in Hsu pdf and movie.
Week 4: Chapter 9 in Hsu pdf and movie. Sections 6.3C-6.5 in Hsu pdf and movie.
Week 5: Sections 6.1-6.4 in G&S pdf and movie.
Week 6: Sections 6.5, 6.8-6.9 and 6.11 in G&S pdf and movie.
Week 7: Exercises Sections 6.1-6.5 in G&S pdf and movie part 1, movie part 2. Exercises Sections 6.8-6.9 and 6.11 in G&S pdf and movie.
Zoom consultation meetings for lectures
Wednesdays 3.15 PM weeks 2-7.
Friday 3.15 PM week 8 (=8 January 2021).
Zoom-link and password has been communicated to students by Canvas message.
Exercises
Link to Exercises.
Zoom exercise sessions
Fridays 3.15-5 PM weeks 2-7.
Zoom-link and password has been communicated to students by Canvas message.
Week 2: Problems for own work Exercise Session 1.
Week 3: Problems for own work Exercise Session 2.
Week 4: Problems for own work Exercise Session 3.
Week 5: Problems for own work Exercise Session 4.
Week 6: Problems for own work Exercise Session 5.
Week 7: Problems for own work Exercise Session 6.
Zoom consultation meetings for exercises
Thursdays 10 AM weeks 2-8.
Zoom-link and password has been communicated to students by Canvas message.
Student representatives
Børge Lund lundborge@gmail.com .
Andreas Wikström andviks@student.chalmers.se .
Old Exams
Link to Old Exams.
Program
The schedule of the course is in TimeEdit.
Additional information about the course can be found at Chalmers Student Portal.
Course summary:
Date | Details | Due |
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