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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 ...

May 15, 2024 12:06 PM

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.

May 7, 2024 9:56 AM

Also this lecture will consist of prerecorded videos.

Tom

Apr. 24, 2024 11:26 PM