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Course information, HT 2021

 

MAI0090 Probability theory, part 2 (graduate course)

Contents

 Martingales in discrete time; Markov chains in discrete time; stationary and ergodic random sequences; Brownian motion, definition and basic properties.

Course literature

Durrett, R. (2019). Probability: theory and examples, 5th ed. Cambridge University Press.

Organisation

12 lectures. Time and venue: Wednesdays at 15.15 (see below for dates), in Hopningspunkten (MAI, House B, ground floor), unless otherwise indicated.

Examination

Home assignments (see below).

Teacher

Lecturer and examiner: Torkel Erhardsson. Tel nr: 281478, email: torkel.erhardsson@liu.se

Lecture plan

For each lecture, the corresponding sections of Durrett, 5th ed., are indicated. The plan is tentative, and may be subject to changes.
L 1 (15/9): 4.1-2.
L 2 (22/9): 4.3-4.
L 3 (29/9): 4.5-6.
L 4 (6/10): 4.7-8.
L 5 (13/10): 5.1-2.
L 6 (3/11): 5.2-3.
L 7:(10/11): 5.3-5.
L 8:(17/11): 5.5-6.
L 9:(24/11): 6.1-2.
L 10:(1/12): 6.2-3.
L 11:(8/12): 7.1.
L 12:(15/12): 7.2.

Home assignments

The list of home assignments contains 24 problems. Each solution to a problem will be marked with 1 point (satisfactory), 0.5 points, or 0 points. A total of 16 points is required for a passing grade. All solutions should be handed in (at the latest) by: Monday, 30 May 2022, at 17.00.