Graduate Course: Stochastic Simulation 2000
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The first course announcement was sent to the whole section (math-all with
Cc: to cs-all). This second announcement goes to mathematical statistics 
only (ms-all). There will surely be a couple of more announcements as the 
course proceeds, and these announcements will only be mailed to people who 
either have registered themselves for participation in the course with me,
or tell me (e.g., via email) that they want to receive more announcements.
(Of course, Olle H and Holger R may find it proper to send a few "general 
emails" when they take up their parts of the course.)

I had a trip planned next week 10 (6-12 March). However, this trip has been 
canceled, and I have therefore rescheduled the course so that we meet once 
during week 10 (contrary to what was indicated previously).

In addition, I have now decided on a schedule which covers my part of the
course (that is, the month of March). It goes as follows

   Lecture 1 (generation of random variables):      Thursday week 9  10-12

   Lecture 2 (random number generators):            Thursday week 10 10-12

   Exercises on Lecture 1:                          First meeting  week 11 

   Lecture 3 (testing of random number generators): Thursday week 11 10-12

   Exercises on Lecture 2:                          First meeting  week 12 

   Lecture 4 (stable Stochastic Differential Eq.):  Thursday week 12 10-12

   Lecture 5 (simulation of stable SDE):            First meeting  week 13 

   Exercises on Lectures 3 and 4:                   Thursday week 13  9-12

I have written "First meeting week xx" instead of "Tuesday week xx" in the
schedule, because I have been informed by two students (one of the "original
six" plus a new one) that they cannot come Tuesdays before noon. We should 
therefore try to agree on another day to use instead of Tuesdays, and we 
should decide either Mondays or Wednesdays before noon. I suggest that we 
use Wednesdays, and the time 10-12, or possibly 8-10. We will decide about
the change at next meeting Thursday week 10 (9 March), but people who cannot 
come that Thursday, or who dunnot like Wednesdays 10-12 or 8-10 should inform
me in advance. 
 
I will go to USA at Friday week 13, and will stay there until mid June. As 
a part of the grading procedures, there are some computer exercises that 
should be completed in connection with Lectures 3 and 5. Students should 
send me their solutions to these exercises (both results and programmes, 
together with some kind of short report), preferably by email (to palbin).

Students that cannot "make" one or more of the three scheduled exercise 
sessions should also send me their solutions to these exercises. Conven-
tional mail is probably the best here, and my adress in the US will be

   Golden Nugget Hotel, 129 E. Fremont St., Las Vegas NV 89101.

No, sorry about that, I mean
   
   School of ORIE, 206 Rhodes Hall, Cornell Univ, Ithaca NY 14853-3801, USA.

See you on Thursday

Patrik Albin