Graduate Course: Stochastic Simulation 2000
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The schedule for the first part of the course (the month of March=my part of
the course) have now been finalized: It goes like this

Lecture 1 (generation of random variables):      Thursday  2/3 10.15-12   S1

Lecture 2 (random number generators):            Thursday  9/3 10.15-12   S1

Exercises on Lecture 1:                          Tuesday  14/3  3.30-5.30 S4 

Lecture 3 (testing of random number generators): Thursday 16/3 10.15-12   S1

Exercises on Lecture 2:                          Tuesday  21/3 10.15-12   S1 

Lecture 4 (stable Stochastic Differential Eq.):  Thursday 23/3 10.15-12   S1

Lecture 5 (simulation of stable SDE):           Wednesday 29/3 10.15-12   S4

Exercises on Lectures 3 and 4:                   Thursday 30/3  9.15-12   S1

(Please, no more objections to the schedule are wellcome.)

Note that the place is S4, wherever that is, Tuesday 14/3 (that is, next 
time we meet), as well as Wednesday 29/3.

Also note that it is not a lecture but an exercise session you face next 
time we meet, Tuesday 14/3 3.30-5.30 in S4.

This means that students are supposed to have worked through at least half 
or so of the exercises (in the lecture notes). At the beginning of the 
exercise I hand out a form where you put a mark for each exercise you have
completed, and then I send people to the blackboard to demonstrate their 
solutions. This is great fun.

As have been said before, people who are unable to come to the exercise
sessions, or have not solved sufficiently many exercises (half or so) suff-
iciently well, will have to show me solutions to the exercises. For
example, you can put solutions in my mail-slot (keeping a set of "safety-
copies"), and I will take a good look at them.  

Some hints for the solution of a few of the exercises are handed out during 
the lectures. Thus it can be rewarding to stay awake.

Best regards, Patrik Albin