Syllabus

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: 23.10.2023 - 13.12.2023

Teacher in charge (valid for whole curriculum period):

Teacher in charge (applies in this implementation): Eveliina Peltola

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.

Assessment Methods and Criteria

• valid for whole curriculum period:

  Exam and homework

Workload

• valid for whole curriculum period:

  Attending lectures 24h (4)
  Attending exercise classes 24h (4)
  Attending and preparing for the exam 2-32h

DETAILS

Substitutes for Courses

• valid for whole curriculum period:

  Substitutes for Courses

Prerequisites

• valid for whole curriculum period:

  Prerequisites

FURTHER INFORMATION

Further Information

• valid for whole curriculum period:

  Teaching Language : English

  Teaching Period : 2022-2023 Autumn II
  2023-2024 Autumn II

  Enrollment :

  Sisu (sisu.aalto.fi)

Description