Forskarutbildningskurser 2005-2006



Principles and Practice of Analysis of Multivariate Data,  5p


September-October

Course coordinator:  Nanny Wermuth






Percolation Theory,   5p

September-October

Course coordinator: Jeff Steif



Sannolikheter och väntevärden,  5p

september - oktober

Kursinnehåll:

Mått och sannolikheter, integraler och väntevärden, betingning.
Litteratur: David Williams, Probability with martingales. Cambridge Univ Press, 1991.
Kursomfattning: Kap 1 - 9, och delar av appendix. 
Kursansvarig: Olle Nerman 



Study circle on financial modelling with jump processes


Starting November 9, running until the end of February

Course coordinator: Patrik Albin




Analytiska metoder i sannolikhetsteorin,  5p

november - början av januari

Kursinnehåll: 
 Svag konvergens, tranformer, centrala och lokala gränsvärdessatser 
Litteratur: Richard Durrett: Probability: Theory and Examples,  3rd ed., Duxbury Press 2005.
Kursomfattning: Kap. 2 i  Durrett, plus kompletterande material
Kursansvarig: Peter Jagers


Random walk in random environment

February-April


Literature: Lecture notes on random walks in random environment, by Ofer Zeitouni, available on his homepage (see his notes from the XXXI:th summer schhol in probability in St Flour).

For students wishing to receive credits for this course, this can be negotiated and arranged.

Course coordinator: Antar Bandyopadhyay


Survival Analysis,  5p

end of January -

Literature:  Andersen, Borgan, Gill and Keiding: Statistical Methods besed on Counting Processes. Springer.

About the course: it covers survival analysis, based on the counting processes approach. This leads to powerful results on the standard estimators of the basic estimands, such as the survival function and cumulative hazard function, in the nonparametric case, and for the analogous estimators as  well as for the finite-dimensional paramaters in the semiparametric models case (e.g. the Cox proportional hazards and Aalen's additive hazards models). We treat nonparametric tests, frailty models, and nested case-control sampling methods.

Course coordinator: Dragi Anevski




 


 


 
 
 
 
 
 
 


Informationsansvarig: Olle Häggström
Senast uppdaterad