Course data

Instructor: Lasse Leskelä

Course data in Korppi:

This course replaces the old course MATS252 Stochastic processes 1.


Learning outcomes

After completing the course the participant:


The lectures shall closely follow the textbook

See links for other recommended material.

Handouts and solutions

There will be no separate lectures notes distributed, except possibly for selected topics which are not covered in Häggström's excellent textbook. The students are encouraged to write down and distribute their own notes with each other. The same goes for exercise solutions. Because written solutions to the exercises shall not be systematically delivered, it is a good idea to compare and share written solutions with other students.


The primary language of the lectures is English. The primary language of the exercises will be Finnish, while English may be used as a secondary language.


The course is completed by passing a written exam and two project assignments. A successful completion of the project assignments is a prerequisite for attending the exam. The course grade is obtained from the formula

  g = min(floor(max(x+y+z-14,0)/3),5),
  x = points from the final exam (max 24)
  y = points from the project assignments (max 6)
  z = bonus points from the weekly exercises (max 6)
The threshold for the maximum grade is 29 points, and the course can be passed with 17 points.


The weekly exercises are not compulsory, but they are strongly recommended. Indeed, obtaining the maximum grade without any bonus points from the exercises will be rather difficult.

Five solved problems yields one bonus point, so that the bonus points from the exercises are given by

  z = min(floor(w/5),6),
where w is the total number of exercises marked as solved.

Course workload

The major part of the workload consists of independent study (solving the exercises, finding out how things work, etc.). Passing the course successfully requires allocating sufficient weekly time for independent study.

Weekly independent study  (6 x 8 h) 48 h
Lectures                 (10 x 2 h) 20 h
Exercise classes          (6 x 2 h) 12 h
Project work              (2 x 5 h) 10 h
Preparing for the exam    (1 x 8 h)  8 h
Computer labs             (1 x 2 h)  2 h
Reading seminar           (1 x 4 h)  4 h
Exam                      (1 x 4 h)  4 h
Total                              108 h
1 cr amounts to 27 h total work -> 4 cr equals 108 h of work.


Elementary probability (e.g. MATA271 Stochastic models or TILA120 Probability A) and linear algebra (e.g. MATA121 Linear Algebra and Geometry 1). The course MATA261 Introduction to stochastics is recommended but not mandatory.