Semester page for STK-MAT3710 - Autumn 2024

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 conditiona...

The solution to the assigment is now published. Please, check carefully and compare with yours.

You did a good job! The only thing that many did wrong is the step to take the infinite sum outside the integral in Problem 2a, which is actually pushing a limit out of the integral and, therefore, must be justified. Check whether you did this mistake and the solution. The step per se is not wrong, but it must be justified.

The way forward is to continue with Chapter 8 on martingales and stopping times. This is the last chapter. Then we will have a trial exam and I will publish exams from previous years.

Good luck!

I have updated the lecture notes. Things to note:

1) You have some solutions for Chapter 5. Try to solve the exercises from Chapter 5 if you have not done so, before checking the solutions.

2) Now you have everything until Chapter 6 (included). You can start trying to solve the exercises of Chapter 6 (Exercise 6.4 was solved on the blackboard yesterday).

3) I have rewritten the proof of the equivalent definition of almost sure convergence. It is the same as yesterday, but more rigorous and justifying measurability inside the probability. Also, please check the proofs of: Proposition 6.3.1 and Proposition 6.4.1.

4) Next week we will start Chapter 7 on conditional expectation and Wednesday will be devoted to solving more exercises from Chapter 5 and 6.

The mandatory assignment is now available in the menu below. You can also reach it by clicking the word assignment, not this one, but this one: assignment.

Deadline is 17th of October, at 14:30. Delivery of the assignment in canvas: canvas.uio.no in a single pdf file.

Good luck!

PS: I have also uploaded solutions to some exercises until Chapter 5.

All students are welcome to a social event on the 26th of September at 16:00 in the big room on the 12th floor.

Check the event in the link below and register if you would like to attend:

https://www.mn.uio.no/math/english/research/groups/risk-stochastics/for-students-and-alumni/meetings/MeetingSec3Fall2024.html