1.Introduction & Probability review.

2.Random variable generators

3.Output data analysis: parameter estimation, correlation

4.Variance reduction techniques

5.Validation techniques & Hypothesis testing

The course aims at providing the students with the fundamentals of experimental design techniques in Stochastic simulation. The focus is on telecom applications. After completion of the course the students should be able to

1. generate random variables of arbitrary distributions,
2. make parameter estimates based on simulation results and assess their statistical error,
3. to test hypotheses with simulations,
4. to design simulations to lower the variance of usual simulation estimators, and finally,
5. to determine whether the stochastic model chosen is consistent with a set of actual data.

The course consists of

7 video lectures

6 homework assignments with discussion seminars  (mandatory to attend, Zoom or Kista depending on the distribution of the course participants)

6 exercise sessions (voluntary to attend for a better preparation for homework assignments)

1  project - written report and oral presentation session. 

The students are expected to solve designated homework problems and send in written solutions to the problems prior to each of the weekly seminars. Further,  the students should be prepared to make oral presentations of their solutions in the seminar sessions.  The course in concluded with an individual simulation task that the student will present as a written report and in an oral presentation

Important dates

Detailed course schedule can be found at https://intra.kth.se/en/utbildning/schema-och-lokalbokning/sok-schema-1.279132 

Sheldon M. Ross, Simulation, Sixth Edition, Academic Press (pdf download is available through KTH Libraray site)

Students at KTH with a permanent disability can get support during studies from Funka:

Funka - compensatory support for students with disabilities

P, F

• EXA1 - Examination, 6.0 credits, Grading scale: P, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

Examination ( EXA1 ) 

70% of the homwework problems adequately solved 

Passed project report and oral presentation

• All members of a group are responsible for the group's work.
• In any assessment, every student shall honestly disclose any help received and sources used.
• In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.