The main theme of this course is to study notions of convergence in (measure-theoretic) probability theory, with an emphasis on statistical applications. The goal is to cover the main limit theorems: WLLN, SLLN (weak and strong laws of large numbers) and CLT (central limit theorem) for real-valued random variables, and to look at the counterparts of these for stochastic processes.
Instructor: Hanna Jankowski
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Office: N621B Ross
Office hours: Wednesdays 1-2pm, or by appointment. No drop-ins, please.
[Syllabus] Updated April 2.
[Exercises 1] This is a list of the exercises (of varying difficulty) that I've been mentioning during the lectures, plus some extras. Updated Jan.16 - no more updates.
[Exercises 2]. Updated Feb.6 - no more updates.
[Exercises 3]. Updated March 10 - no more updates.
[Exercises 4]. Updated March 24 - no more updates.
[Exercises 5]. Updated March 31 - no more updates.
[Lecture Notes]. Updated March 31.
Assignment 1: Problems 5,6,8,9,10,12,and 14 from Exercises 1 above. Due: January 28th, 2008.
Assignment 2: Questions 2,4,5,7, 8, 12, 13 and 14 from Exercises 2 above, due February 20th.
Assignment 3: Questions 3,5,6,8,10, 11, 12, and 14 from Exercises 3 above, due March 17th.
Assignment 4: Your last assignment will be due on Monday, March 31st. Questions 2, 3, 5, 7, 8, and 9 from Exercises 4 above, plus Exercises 2, 3 from the Lecture Notes.
Reminder: All assignments are due at the beginning of lecture, no late assignments will be accepted.