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 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

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

2018-10-19, Bo Henry Lindqvist