Forskarutbildningskurser 2005-2006

Principles and Practice of Analysis of Multivariate Data,  5p


Course coordinator:  Nanny Wermuth

Percolation Theory,   5p


Course coordinator: Jeff Steif

Sannolikheter och väntevärden,  5p

september - oktober


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

 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


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
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