MS-C2111 - Stochastic Processes, Exam, 15.12.2021-15.12.2021

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Please note! Course description is confirmed for two academic years, which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.

LEARNING OUTCOMES

Upon completing the course, the student

1. is familiar with the most common types of stochastic processes used in the modeling of random phenomena, and is aware of their underlying assumptions,

2. can apply stochastic processes to modeling and analyzing random phenomena,

3. is prepared to extend his/her knowledge to more sophisticated models, for example using the scientific literature in the field.

Credits: 5

Schedule: 15.12.2021 - 15.12.2021

Teacher in charge (valid for whole curriculum period):

Teacher in charge (applies in this implementation): Jukka Kohonen

Contact information for the course (applies in this implementation):

CEFR level (valid for whole curriculum period):

Language of instruction and studies (applies in this implementation):

Teaching language: English. Languages of study attainment: English

CONTENT, ASSESSMENT AND WORKLOAD

Content

  • valid for whole curriculum period:

    Random vectors and random processes. Markov chains. Branching processes. Random point patterns and Poisson processes. Population models, queues, and gambling.

DETAILS

Study Material

  • valid for whole curriculum period:

    • L Leskelä. Stochastic processes. Lectures notes 2019.
    • DA Levin, Y Peres. Markov Chains and Mixing Times. American Mathematical Society 2017.
    • P Brémaud: Markov Chains, Springer 1999.
    • VG Kulkarni. Modeling and Analysis of Stochastic Systems. Chapman and Hall/CRC 2016.

Substitutes for Courses
Prerequisites

FURTHER INFORMATION

Further Information

  • valid for whole curriculum period:

    Teaching Period:

    2020-2021 Autumn II

    2021-2022 Autumn II

    Course Homepage: https://mycourses.aalto.fi/course/search.php?search=MS-C2111

    Registration for Courses: In the academic year 2021-2022, registration for courses will take place on Sisu (sisu.aalto.fi) instead of WebOodi.

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