MSG800/MVE170 Basic Stochastic Processes Course Mail 12

Sent: Thursday, December 08, 2011 5:24 PM

Hello!

1) As mentioned i Course Mail 11 earlier today there is a typo in formula 11 on 
page 414 in Table B-2 of Fourier transforms in Hsu's book  - the correct right hand 
side is in formula 11 is

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

2) The above mentioned typo means that I have had to correct the solution to Task
5 of the written exam 28 April 2011 once more.

3) A typo in the solution to Task 6 of the written Exam 28 April 2011 has been cor-
rected- instead of K it should be K+1 in an exponent - everything else in the solution
remain correct ... .

Best regards, Patrik Albin