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!

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

The book can be downloaded from NTNU freely from Springer Link

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 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 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

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