MSF500/MVE410: Weak Convergence (7.5 points)
The course takes place in March-June 2015.
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.
(You might also find useful my extended lecture notes for another course: Stochastic processes.)
Timetable: 7 lectures, once a week starting from the 24th of March (weeks 13,14, 17-22).
Examination. Instructions for the oral examination (a date to be fixed between you and me)
- Tuesdays 10.00-11.45 at MVL15
- after the last lecture print out the updated lecture notes,
- in the lecture notes mark all the places that you do not fully understand and bring this copy of the lecture notes to the exam,
- one day before we meet you will get a question to prepare for,
- during the exam meeting we start with the home question and proceed with other parts of the course,
- I expect to get a count of hours you spend on reading the lecture notes and the book.
Lists of students
2013 course page
2010 course page by Sergei Zuev
2002 course by Patrik Albin