Semester page for STK-MAT3710 - Autumn 2023

Text and a suggested solution is available at the end of this page.

The grading process is now complete. It may take some days to go through the system. A solution to the exam is now available here or in Exams in the menu at the bottom of the page.

The distribution of results was as follows:

STK-MAT3710: A 14%, B 29%, C 14%, D 0%, E 14%, F29%.

STK-MAT4710: A 14%, B 29%, C 0%, D 43%, E 0%, F14%.

I hope you enjoyed the course and learnt a lot of probability theory! It was a pleasure!

Merry Christmas to everyone and good luck!

You can find the exam here or in the menu below.

The grading process takes no more than 3 weeks. Hopefully, we will be finished before Christmas. We will then publish a solution to the exam with grading criteria in this website.

Have a great Christmas time!

The lectures are finished and the lecture notes and the summary of the course are updated!

I have added a couple of exercises in Chapter 7 that were missing (the two last ones). I strongly recommend that you take a look at those two.

The exam will be next Friday 8th of December. Check here for information on time and location. Remember that no examination support material is allowed, not calculator either. You will not need it either.

The exam's structure will be:

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

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 as preparing steps.

The trial exam will be on Monday 20th of November, Auditorium 2 between 14:00 and 18:00. It is completely optional to do it.

I will upload the exam at 14:00 and facilitate physical printed copies and paper which will be placed on the first row. Bring your own approved calculator (not sure you need it actually) and pen.

The idea is that you sit and work on your own as if it were the real exam. Avoid using computer or any other aids. Do what you can. Thereafter, I will upload a solution with a grading system that you can use to correct your own, or someone else's exam.

The exam structure will be as follows: 4 problems.

Problem 1: of more theoretical nature. "Prove this or that property" or "state this or that concept/definition".

Problem 2: Random variables (general or convergence)

Problem 3: Conditional expectation

Problem 4: Martingales

Good luck!