MSG800/MVE170 Basic Stochastic Processes Course Mail 11

Sent: Thursday, December 08, 2011 11:44 AM

Hello!

Unfortunately I have discovered an inconvenient additional typo in Hsu's book
that have some effect on a few other things - it is formula 11 on page 414 in
Table B-2 of Fourier transforms that is wrong - the correct right hand side is

X(w) = (pi/a) x e^{-a |w|}

I will go through the course material this evning and make the adjustements
that this makes necessary. However, you can feel assured that a few wrong
constants here and there do not in anyway affect for example my grading of 
your exams, so in fact, if you haven't noticed this error yourself already, then 
you can just neglect it, as for exam purposes. (Should you need to use the
mentioned formula to build bridges and similar activities though, then you
must correct the formula first. (Also, in the latter case. please tell which brid-
ges you have built ... :))

Best regards, Patrik Albin