Weak convergence

PhD course: Weak Convergence (7.5 points)

The course takes place in September-October 2013.
It is intended for PhD students and last year Master students.
Lecturer and examiner: Serik Sagitov

Key words: Functional central limit theorem, weak convergence in C[0,1], Skorokhod topology, tightness in D[0,1].
Prerequisite courses: Integration theory, Foundations of probability.
Literature: Convergence of probability measures, 2nd ed. by Billingsley.
Lecture notes: can be downloaded from here. The lecture notes will be constantly updated.
Timetable: 14 lectures twice a week starting from the 2nd of September.
  • Mondays 10.00-11.45 at MVF32
  • Wednesdays 10.00-11.45 at MVF32
Examination : oral examination with grades passed and not passed.
  • After the last lecture on 16th of October you should print out the Lecture Notes, and while preparing for the exam, clearly mark all the places you either don't understand or do not have time to read carefully.
  • Find a time suitable for you and me to have your oral examination. A day or two before the exam day I will send you a question to which you can prepare at home.
  • During the examination we will have a look at your copy of the Lecture Notes to evaluate the proportion covered, you present the home assignment, and then we proceed with a general discussion.
  • If you fail on the first attempt, there will be other opportunities later on. It is important then to help me with keeping track on your progress by securing your marked Lecture Notes and the list of questions we went through on the previous occasions.
Lists of students
Previous courses
2010 course page by Sergei Zuev
2002 course by Patrik Albin

Publicerad: to 12 dec 2013. Ändrad: må 21 aug 2017