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)

Lists of students

List-2015, List-2013

Previous courses

2013 course page
2010 course page by Sergei Zuev
2002 course by Patrik Albin