====== MA8704 Probability Theory and Asymptotic Methods (Fall 2015) ======



===== Messages =====
  * [19.11] Oral exam will be Monday November 30.
  * [24.09] The lectures on October 6 and 7 are cancelled. (Lecturer is abroad)
  * [18.09] The lecture on Tuesday September 22 will start at 11:15 due to Petter Arnesen's trial lecture at 10:15-11:00.
  * [02.09] The lecture on Wednesday September 9 must be completely cancelled due to collision With trial lecture and interview With applicant to Onsager Fellowship.
  * [25.08] The lectures on Tuesdays is moved to 10:15-12 in room 656.
  * [20.08] The lectures will be on Tuesdays and Wednesdays 9:15-11:00, starting next week. See below for room. Note that room 656 is not available on September 22, 23. Room for these days will be announced.    
  * [17/08] If you will take the course, but is not able to come to the first meeting on Thursday, then please send me an email before the meeting.
  * [22/06] Welcome to the home page of MA 8704 Probability Theory and Asymptotic Methods. Our first meeting will be Thursday, August 20 in room 822, Sentralbygg 2, at 14:15. Welcome! 


===== Textbook =====

Alan F. Karr. Probability, 1993, Springer Verlag.

The book can be downloaded from NTNU freely from Springer Link 

http://link.springer.com/book/10.1007%2F978-1-4612-0891-4




===== Curriculum =====

   * Chapter 1: 1.1-1.5
   * Chapter 2: 2.1-2.6
   * Chapter 3: 3.1-3.4, 3.6
   * Chapter 4: 4.1-4.5
   * Chapter 5: 5.1-5.5
   * Chapter 6: 6.1-6.6
   * Chapter 7: 7.1-7.3, 7.4 (knowledge of main results only), 7.5.1-7.5.3
   * Knowledge of main ideas of exercises studied in the lectures



===== Lectures (X = cancelled) =====


^ Date     ^ Topic       ^ Textbook   ^Exercises ^           
| 25.08   | Probability  | Chapter 1.1-1.2  |1.3,1.9 |
| 26.08   |  | Chapter 1.3-1.5  | 1.10, 1.18, 1.19, 1.21|
| 01.09X   | Random variables  | Chapter 2 (self-study) | |
| 02.09   |  | Chapter 2 (until Sec. 2.2.4) | |
| 08.09  |  | Chapter 2 (rest, except 2.7) | 2.1, 2.2, 2.3, 2.5, 2.11, 2.12  |
| 09.09X  | Independence| Chapter 3 (self-study) | |
| 15.09  |    | Chapter 3 (except 3.5, 3.7)  | | 
| 16.09  | Expectation  | Chapter 4 from beginning to Theorem 4.8  |3.5, 3.7, 3.9, 3.10, 3.13, 3.14 [[http://www.math.ntnu.no/~bo/MA8704/Solution-3.5.pdf|Solution 3.5]] | 
| 22.09  |    | Chapter 4 from Theorem 4.9 to Theorem 4.19 | | 
| 23.09  |    | Exercises Ch. 3  (1 hr)                                       | |  
| 29.09  |    | Chapter 4 finish chapter  |4.2, 4.14, 4.16, 4.19 [[http://www.math.ntnu.no/~bo/MA8704/Solution-4.2.pdf|Solution 4.2]]|
| 30.09  | Convergence of random variables | Chapter 5 from beginning to proof of Theorem 5.8 |    |
| 06.10X  |    | Self study Chapter 5  |  |
| 07.10X |    |Self study Chapter 5    |  |
| 13.10  |    |Chapter 5 (until Section 5.2.4)  | |
| 14.10 |    | Chapter 5  (rest) | 5.1, 5.2, 5.5, 5.6, 5.7, 5.11, 5.15, 5.27    |
| 20.10  | Characteristic Functions   |Chapter 6  | |
| 21.10 |    | Chapter 6  |   |
| 27.10X |    | Self study Chapter 6 |  ||
| 28.10 |    | Chapter 6  |   |
| 03.11 |    | Finish Chapter 6  | 6.5, 6.7, 6.11, 6.12  |
| 04.11 | Classical Limit Theorems   | Chapter 7  |  |
| 10.11 | | Chapter 7  |  |
| 11.11 | | Chapter 7  |  |
| 17.11 | | Chapter 7  | 7.2, 7.3, 7.9, 7.12, 7.25|
| 18.11 | Final lecture| Chapter 1-7 |  |




===== Lecturer =====

Professor Bo Lindqvist. Office: 1129, Sentralbygg 2. Email: bo@math.ntnu.no

===== Schedule =====

  *  Tuesdays 10:15-12:00, Room 656, SB2  
  *  Wednesdays   9:15-11:00,  Room 656, SB2



===== Corrections to textbook =====

[[http://www.math.ntnu.no/~bo/MA8704/Trykkfeil.pdf|Corrections Ch 1-7]]