Trial Exam Wednesday November, 20th.

The trial exam will start in room 126 at 14:00 and continue in room 1020 (10th floor) from 16:00 to 18:00.

Remember that no aids or extra material is allowed. Bring something to write with. I will bring the exam printed and some paper.

The trial exam (as well as the exam) will be structuted as follows: four exercises where the first one will be of theoretical nature and the rest applied. The content of the exercises will be:

Problem 1 (Theory): define or outline some concepts, results or theorems.

Problem 2 (Random variables): usual stuff about random variables and convergence.

Problem 3 (Conditional expectation): mainly conditional expectation, but it can also contain things from random variables and convergence.

Problem 4 (Martingales): anything related to martingales and/or stopping times from the last chapter.

Note that Problem 2 and 3 deal with random variables, convergence and conditional expectation. Hence, it is natural that they cover similar topics. There is not clear border between them.

A solution with grading guidelines will be handed out after the trial exam.

Good luck!