Beskjeder

The grading is finished, but I'm not quite sure when the grades will be available. Here is at least the distribution:

A: 4

B: 6

C: 12

D: 6

E: 2

F: 1

The exam seems to have worked reasonably well, except that the two hardest problems 2c) and 3e) may have been a little too much in combination. We therefore changed the scale by pretending that the exam consisted of 13 problems instead of 14. This lead to the following scale:

A: 140 ¨C 118

B: 118 ¨C 99

C: 98 ¨C 75

D: 74 ¨C 59

E: 58 ¨C 52

F: 51 ¨C 0 

My main complaint about the exam papers is that many were messy to the extent of being almost unreadable, and that even some of the better ones lacked explanations. I suppose I have to take part of the blame by making an exam that was a little too long.

Wishing you a nice summer

Tom

Here are the exam problem (I have corrected an error on the last problem ¨C it counts 50 points and not 40) and the suggested solutions.

The syllabus for the final exam is basically chapters 1, 2, 3, and 4 in Durretts book plus the note on Brownian motion. Even if there have been questions about definitions and proofs from the syllabus on earlier exams, such problems will not be given this year. It is, however, always an advantage to be familiar with standard ways to reason. 

Some parts of chapters 1-4 will not be tried on the exam. They include:

Subsection 1.5.2 on the Metropolis-Hastings Algorithm.

Subsection 3.2.2 on Cost Equations.

Section 3.3 on Age and Residual Life.

Section 4.2.1: It suffices to know about the Yule process.

Section 4.6: Forget everything from Example 4.30 onwards.

The section on It?'s formula in the note on Brownian motion will not be tried on the exam.

This ...

If you want to test yourself before the exam, you may try to solve the exam from August 2023 ("konteeksamen") under realistic conditions.  This exam will be the topic of the last problem session (May 22nd). There is a set of solutions here, but don't look before you have given the problems a good try.

Also this lecture will consist of prerecorded videos.

Tom

Unfortunately, I have to cancel the physical lecture Wednesday, April 24th, due to illness in the family. I'll try to make a recording instead, but I don't know yet when I shall have time and opportunity to do it.

Tom

I have uploaded a note on Brownian motion which covers the last part of the course.

Unfortunately, I have to cancel the physical lecture on Wednesday, April 17th, but it will be replaced by prerecorded videos. See the "Before the lectures" page.

Here is the solution.

Here are the informal and handwritten notes from the canceled problem session: Notes

Due to illness we have to cancel the physical problem session April 3rd, but it will hopefully be replaced by a zoom session at the same time. The zoom coordinates are:

https://uio.zoom.us/j/63572067633

Meeting ID: 635 7206 7633

I have now managed to restore the last half of the video from March 13th (the sound of the first half is lost forever). If you are not able to open this link, you should find the video in Canvas under the Panopto menu (left margin). Also, remember that there are no lectures or problem sessions in STK2130 next week (midterms).

Tom

I plan to return to physical lectures from Wednesday, March 13th, but with one caveat: It's still not safe for me to go out when it's slippery, and lectures may be canceled on short notice (and replaced by recordings). To compensate for the uncertainty this may create, I'll try to record the physical lectures, but as we have a new (and much more complicated) recording system this semester, I cannot guarantee that I will succeed on first attempt.

Tom

I have had a Zoom meeting with the student representatives. They seemed reasonably satisfied with what has been going on so far, but wanted more contact with the other students in the course. If you have remarks, questions, or just want to contribute, get in touch with

Fruna Alami: frunaa"at"uio.no
Erik Didriksen: erikdid"at"student.matnat.uio.no
Matheus Grande-Margenfeld: matheusg"at"student.matnat.uio.no

There may be a questionnaire coming, and suggestions for good question are appreciated.

Tom

We now have student representatives for the course; see further down the semester page.

Tom

I have put out the mandatory assignment (there's only one). It isn't due till April 4th, but as there is an Easter vacation in between, I thought it might be a good idea to get it out early. There are three problems. The first two are from Chapter 1, and you should be able to them already now. The third problem is from Chapter 2, mainly from Section 2.1, but for the final question it's an advantage to have read section 2.2.

Tom

We need student representatives. This is especially important for this course where the lecturer is hidden behind a screen. If you want to ba a student representative, send a mail to lindstro@math.uio.no.

Tom

At the last moment, the doctors decided not to operate me, so I'm back in business, but as I'm still relatively immobile, the digital lectures will continue as before for at least another three weeks.

Tom

It turns out I need an operation after my elegant fall on the ice a few weeks ago, and this means that there will be a period that I can't give the lectures. At the moment it is not quite clear who will step in, but we expect a return to physical lectures from Wednesday, February 21st. The physical lectures will start with Section 1.10 on exit times.

Tom

I'm on partial sick leave for the next two weeks, but will continue with the digital lectures, even if this is not optimal. Don't hesitate to contact me if you have questions! If necessary, we can set up a zoom meeting. Sorry for the inconvenience!

Tom

I fell on the ice yesterday and tore a muscle in my right thigh. I'm just barely able to move about at home, but as I will not take the chance on longer distances and icy conditions, the physical lecture today is cancelled. I'll try to make some videos to replace it, but I'm not quite sure when as even sitting is painful.

Tom 

We have had problems finding a teacher for the problem sessions in STK2130, but we are now glad to have hired Nils Hansen. To avoid collisions, this means that we had to move the sessions to a new time and a new room, and they will now be in room 108, NHA, from 8.15 to 10 on Wednesdays. We hope to start this Wednesday, January 31st.

Tom

The physical lectures on January 24th and 26th are cancelled as I am out of town, but will be replaced by recordings that will be made public before the time of the lectures.

Tom

Although this course usually have several exchange students, it seems that the semester page is set for Norwegian only, so you will have to live with a combination of Norwegian and English. The syllabus is more or less the same as previous years, but as we have a new textbook this year, buying a copy of last years textbook cheap from an older student is not a good idea. The new textbook is Richard Durrett: Essentials of Stochastic Processes, Springer 2016. An electronic copy should be available from the University Library, at least if you are hook...