Further Topics in Probability, Spring 2016
| Márton Balázs | ||
| Email: | m.balazs@our_city.ac.countrycode | |
| Tel: | +44 (0)117 928-7991 | |
| Office: | Maths 3.7 | |
| Drop in Sessions: | Tuesdays 10:30 - 11:30 on teaching weeks, Maths 3.7 | |
| except for the 8th of March, which is cancelled. | ||
| Q&A Session: | Friday 20th May, 10:00am, SM2. |
|
Below is a detailed schedule. Topics of future events are plans, and can change. Topics of past events serve as log.
Homeworks are/will also be posted here: just click those with a link below. They are due in class, or in the blue locker with my name on the ground floor of the Main Maths Building.
Homework solutions will appear on Blackboard, please email me if you have problem accessing these.
I was thinking about going over the ingenious proof of the SLLN by N. Etemadi, but decided to stay with the classical way instead. You are welcome to check out his way of doing it!
Came across this illustration of Jensen's inequality: square-root of the average ≠ average of the square-root.
| Day | Topics | Homework due: |
|---|---|---|
| Mon 25 Jan | Review of the unit, basic discrete distributions | -- |
| Tue 26 Jan | Convolution (discrete cases) | -- |
| Thu 28 Jan | Ex. Class (Neg.bin., Poi., Uniform convolutions) | -- |
| Mon 1 Feb | Normal distribution, Convolution (Gaussian) | -- |
| Tue 2 Feb | Convolution (Cauchy) | -- |
| Thu 4 Feb | Convolution (Cauchy, Exponential) | HW1 (sol. on Bb.) |
| Monday's class rescheduled to Tuesday | ||
| Tue 9 Feb | Poisson process, Chi square | -- |
| Tue 9 Feb | Generating functions (properties; examples; of convolutions) | -- |
| Thu 11 Feb | Ex. Class (Moran's example, neg.bin.+combi. generating fcts) | -- |
| Mon 15 Feb | Generating functions (random no. of summands) | -- |
| Tue 16 Feb | Generating functions (Galton-Watson process) | -- |
| Thu 18 Feb | Generating functions (Critical G-W process; random walk: level 1 hitting time) | HW2 (sol. on Bb.) |
| Mon 22 Feb | Generating functions (random walk) | -- |
| Tue 23 Feb | Generating functions (Weak convergence, Poisson approximation) | -- |
| Thu 25 Feb | Ex. Class (Generating functions: Catalan example, two sixes problem) | -- |
| Mon 29 Feb | Weak convergence examples, Weak Law of Large Numbers | -- |
| Mon 29 Feb | Weak Law of Large Numbers, Stirling's formula | -- |
| Tue 1 Mar | Stirling's formula, DeMoivre Laplace CLT | -- |
| Thu 3 Mar | Ex. Class (Generating functions: RW probabilities) | HW3 (sol. on Bb.) |
| I'm away | ||
| Mon 14 Mar | DeMoivre Laplace CLT | -- |
| Mon 14 Mar | Measure Theory (basic notions, probability) | -- |
| Tue 15 Mar | Measure Theory, Probabilistic tools | -- |
| Tue 15 Mar | Probabilistic tools | -- |
| Thu 17 Mar | Probabilistic inequalities; types of convergences | HW4 (sol. on Bb.) |
| Easter vacation | ||
| Mon 11 Apr | Convergences | -- |
| Tue 12 Apr | Strong Law of Large Numbers (Kolmogorov's ineq., Kolmogorov-Khinchin) | -- |
| Thu 14 Apr | Ex. Class (Gen. fcts; convergence types) | -- |
| Mon 18 Apr | Toeplitz, Kronecker; Kolmogorov's Thm, SLLN | -- |
| Tue 19 Apr | Characteristic Functions | -- |
| Thu 21 Apr | Characteristic Functions (Inversion formula) | HW5 (sol. on Bb.) |
| Mon 25 Apr | Inversion formula and its consequences | -- |
| Tue 26 Apr | Weak Convergence, CLT (Prokhorov's Thm) | -- |
| Thu 28 Apr | Ex. Class (Characteristic functions) | -- |
| Mon 2 May | Bank holiday | |
| Tue 3 May | Weak Convergence, CLT (Continuity Lemma) | -- |
| Wed 4 May | Weak Convergence, WLLN, CLT | -- |
| Thu 5 May | Weak Convergence, CLT (Comments on the CLT) | HW6 (sol. on Bb.) |
If you have any questions, please contact me (see on top). Below is my schedule.
To the teaching page