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 will consist of

5 video lectures

4  homework assignments with discussion seminars  (Zoom)

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

1.University level course in probability and statistics

2.Basic programming skills, preferably in Matlab

Sheldon M. Ross, Simulation, Fifth Edition, Academic Press, ISBN-10: 0124158250

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

Funka - compensatory support for students with disabilities

Please inform the course coordinator if you need compensatory support during the course. Present a certificate from Funka.

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.