MSG800/MVE170 Basic Stochastic Processes Course Mail 9

Sent: Saturday, December 03, 2011 12:48 PM

Hello!

*) The formula Eq 9.22 in Hsu's book which we talked a little about the last lecture 
(Friday 2 Dec 10 am) is technically somewhat complicated to derive - see Problem
9.12 where this is done. As this problem is not among the problems I have listed
for your consideration you need not go into these technicalities unless you should
have a special interest in them. They will appear again in Problem 9.18 that I have
listed for you though, but you can take it a little easy on that and focus on other
things should you feel uncomfortable with them ... .

*) A lot of additional smallish errata in Hsu's book continue to arrive in email - I am 
very grateful to you for this and do corresponding updates of the Errata list (see the 
course www-page). However, I will not inform you explicitely about these updates 
unless I judge them to be likely to cause any serious confusion ... .

*) Note that there is a big mistake in Problem 9.16 in Hsu's book (see the Errata list)
that affects many things that come after it - make sure that you check the Errata
list for these things. I am confident that all serious errors that are caused by this
were discovered during lasts years course as far as it concerns the problems that I
have listed for you, but it is likely that undiscovered such errors remains in problems
that are not on my list ... .    

*) I will grade the written exam already on Tuesday 13 December (the day after it is
given). The grading is anonymous, but that same Tuesday I will send you all an email
where you can see the results with your names replaced by your exam codes. So if
you remember your exam codes from the exam you can have your results already on
Tuesday 13 December. (Otherwise you have to wait until they appear in Studieportalen/
Ladok ... .)   

After the exam results have appeared in Studieportalen/Ladok (but not before that!)
you can go and fetch your exam at our (Math Sciences, that is) expedition open week-
days 9 am - 1 pm. However, it is likely that they have shut down the expedition for the
xmas holidays before this happens, so that in practice you have to wait until after Ephi-
phany (? - "trettonhelgen", that is) to get your exam back.

Good luck, best regards, Patrik Albin