Messages - Page 2

Published Feb. 16, 2009 12:46 AM

  • New note up (updated Mon 16th at 11:40), includes problems. Solution to previous set to be published soon (I hope).

  • February 27th (again). To keep things in order (the extreme value theory stuff might build a bit on the Poisson process), I propose that the March 03 and March 10 lectures be moved to February 27 and March 03. March 10 will then be lecture-free except for those who have Maths 4 and need the extra material (though everyone is of course welcome). Q: OK?

Published Feb. 11, 2009 2:51 PM

Quite a few messages, please read:

  • Exam: Seems to me that none of you have exams between Friday June 5th at noon and Wednesday 10th. This indicates an exam period of Friday June 5th to Tuesday June 9th (14:00 both days). For the record, "indicates" means you will have to check for a final announcement.

  • Weeks 13+14: By request, the lectures during these two weeks, coinciding with the second pulse of ECON5210/9210, will be upheld, but moved in time. Suggestion: Friday March 27th and April 3rd postponed two hours until 12:15--14:00. I have booked the Frisch room. Q: OK?

  • Extra material to avoid overlap with Maths 4: May I suggest extreme value theory? This is the theory of the distribution of extreme events. Feel free to suggest otherwise though.

  • February 27th: Since March 27th and April 3rd are upheld, we do not hav...
Published Feb. 10, 2009 3:02 AM

  • A correction: Aperiodicity does not mean that P_ii>0, but that (P^n)_ii>0 for all n large enough.

  • Problems from TK IV: 1.3, 1.10, 1.12, 3.2, 4.1, 4.4. Problem 3.2 contains theory -- you should note the result whether or not you are able to prove it.

  • I have gotten my TeX back working, but I did not manage to complete neither the note on reducibles nor the solutions to previous problems. Hopefully I will have them out tomorrow, although I am not at the university until the afternoon.

Published Feb. 4, 2009 7:52 PM

To prepare for Friday's lecture, you might want to check the Perron--Frobenius theorem for nonnegative matrices . (This -- and section IV 1.1 -- might also serve as a hint for TK III problem 2.1.)

Published Feb. 1, 2009 10:48 PM

Problems for next week are available.

Published Jan. 29, 2009 1:06 PM

There will have to be changes in the lecture schedule, due to a time conflict with ECON5210 (which is taught as an intensive course in two pulses) in March--April. Q: Does anyone of you attend that course?

Furthermore, the arrangements for those of you with Maths 4 is up to discussion (preferred topics?). Also, the exam date is up to discussion though time conflicts might be unavoidable.

For tomorrow: T&K II.5 will not be covered tomorrow. It was by mistake put up both then and March 13.

Published Jan. 23, 2009 4:51 PM

It is now clear that master students and PhD students will have the same home exam: there will be two papers to write, one half-way and one at the end of the course (dates to be fixed soon). Master students will receive a final grade, while PhD students must pass (sufficiently). Those with ECON5150 (Math 4) that want 10 points for ECON5160 must read some extra material (to be decided).

Published Jan. 19, 2009 12:39 PM

A selection of problems and exercises for 23.01 is out.

Published Jan. 13, 2009 5:09 PM

The first two lectures will be by Tore Schweder (16.01 and 23.01). The first lecture will refresh, and perhaps expand, your knowledge of probability distributions. Please take a look at Taylor & Karlin Chapter I, and also the first four chapters of the compendium Schweder (2009) (available for download).

Published Jan. 12, 2009 4:20 PM

Welcome to the course.

The main part of the syllabus will be taken from Taylor & Karlin: An Introduction to Stochastic Modeling, which we understand that some (most?) of you already have used in Mathematics 4. As of now, the Akademika bookstore only has two copies left, and both you and they would want to know of any excess demand to be satisfied.

Also, due to the Markov chain content of Mathematics 4, there will be some discussion on the course content at the first lecture this Friday.