MSG800/MVE170 Basic Stochastic Processes Course Mail 8
Sent: Wednesday, November 30, 2011 12:05 PM
Hello!
*) I have updated the course web-page with a Mathematica solution also to the Comp-
utational Problem on Exercise Sheet Number 2 (the Markov simulation). I think that this
is a very important simulation - not that a say that there will be a similar one on the
exam, but rather that this stochastic simulation problem captures the most important
basic ingredients of simulation ... . I would also say that Computational Problems 4 and
6 in the same fashion more or less capture much of what simulation is about, so please
try to solve AT LEAST one of these proiblems ourself ... .
*) Om tomorrows extra lecture 3.15 pm about math background etc I will first give you
all opportunity to ask questions as this was what I was originally asked by some students
to do, that is, give an extra lecture/session with teacher availability for help. First after
questions from the floor has terminated I will lecture a little on stuff like fourier, convol-
utions, dirac etc - whatever you might be interested in. So please prepare questions - per-
haps the best questions might be found by means of cooperating a few students to phrase
them, but what do I know about that?
Best regards, Patrik Albin