Archive for June, 2005

Good Old Data Protection Act

29 June 2005

Someone recalled a book I really need. It’s a really good book called “Controlled Diffusion Processes” by N.V. Krylov and I’m using it a reference book on stochastic control.

Someone from our repartment decided they need the book and so they recalled it trough the library system. I can’t imagine it’s anyone doing very much work on stochastic control; me and my supervisor are the only ones. Hence it’s someone, probably MSc. student writing his thesis, who needs something like two pages from the book. I’m going away for a month or so and I wanted to take the book with me.

I thought, well, that’s easy, I’ll go to the library, ask who’s the person who needs the book, let him have it for a few days and then I’ll have it back in no time. I was even thinking I can do the photocopying for them. So I wen’t down to the library to ask for the person’s name. And thanks to the “Data Protection Act, the librarian couln’t tell me the persons name and I had to return the book.

And the librarian couldn’t tell me the person’s name, because of Data Protection Act. Now I’m all for privacy and everything, but isn’t this taking it a bit too far? Why would anyone care that someone knows that they want to read a book about stochastic control? Sometimes I get the feeling that common sense should come first. But then I guess that my common sense isn’t everyone’s and that’s why we need all these annoying laws.

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Time for summer holiday, well almost.

27 June 2005

Hurray, I’ve now done my end of year report talk. I really didn’t like the idea of having to do it. The reason? It was meant to cover all of what I’ve been working on for a year and it wasn’t meant to last more than 30 minutes.

I haven’t managed to finish in 30 minutes (I don’t know who came up with this time limit). My talk still lasted nearly an hour and yet I could go into any detail with most things. I guess the only thing I can now do with the slides is to put them online. I’m sure I’ll be able to recycle them soon enough.

So now I only have to finish the end of year report and I’m ready to have a holiday. Unfortunately, that might not be so easy, because I uncovered a slight innacuracy in one of my proofs. So what I have here and probably here is not strictly speaking correct (the problem is that p_0, as I have it there, is not measurable with respect to the sigma algebra F_t_0, but rather F_t_1). I still maintain, that it’s just a technical wrinkle that can be ironed out easily enough. It’s just annoying that it was in one of the proofs that I wanted to go into more detail during the talk, because I quite like it.

Trusted digital signatures for Mail in OS X

18 June 2005

Having read this nice article, I decided I also want a digital signature certified by a certification authority (CA). Most of them you have to pay for, but Thawte is offering personal email signatures for free.

The process of applying for one is straightforward enough. You first register with Thawte, provide them with details like date of birth etc. and choose a password. Choosing a strong password is important, as you will be reminded anyway. Now you need to request the certificate and that’s where things get a wee bit complicated for Mac users. First, you should use Firefox or Mozilla for dealing with thawte.com, from now on. When you request a certificate, choose a netscape one and then follow the instructions. Once it’s ready an email will tell you so. Now, on the website in “view certificate status, click on the certificate. A new page will load, at the bottom of which you can press fetch. Firefox won’t appear to have done anything. Then in Firefox Preferences, go to Certificates, find your certificate, export it to a file and double click on it in Finder. This will import it into your Macs keychain manager. Now delete the file and the certificate from firefox.

And that’s it, you can now use Mail to sign your emails. For more details see this lengthy tutorial

Generalizing the previous result, step 2

7 June 2005

I finally have the generalization that will show that randomized stopping can’t give better results than optimal stopping. It can be found here. While in the previous post I only claimed I can do it for step functions, here I show that it can be done for any continous and adapted function satisfying a basic integrability condition. I think one could also drop the assumption on continuity. This could probably be done in the same way as it is done in the construction of the Ito integral. I don’t think I’ll have to time to look into that any time soon though.

Generalizing the previous result, step 1

6 June 2005

It seems that the previous note is just a result of a more general principle. This is the first post attempting to figure out this generalization. So there you go, the step 1 is: here. So far it only works for adepted processes which also must be step-wise. And it’s only the part showing that randomized stopping can’t be better than optimal stoping.