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.

Examination : oral examination with grades passed and not passed.

Lists of students


Previous courses

2010 course page by Sergei Zuev
2002 course by Patrik Albin