MSG800/MVE170 Basic Stochastic Processes Course Mail 5

Sent: Thursday, November 17, 2011 3:45 PM

Hello!

After the lecture today Thursday 17 November several students had quest-
ions about the example I talked a lot about involving the time it takes to reach 
a certain profit in a fair game.

Therefore I have written down a few facts about these things with complete
proofs - you will find it on the attached sheet. Note that this is not mandatory
course material, but just some additional information aimed to students who 
have an interest in obtaining such info. 

Best regards, Patrik Albin