MA8704 Probability Theory and Asymptotic Techniques

MA8704 Probability Theory and Asymptotic Techniques

(Fall 2021)


Messages:

16.09.21: Lectures record is below.
20.08.21: The schedule has been changed (see below). Respectively, the first lecture will be on Wednesday 25.08.2021 (8:15-10:00).
19.08.21: The first lecture will be on Thursday 26.08.2021.
11.08.21: The course will be given in Zoom. We have to elaborate the schedule. Please let me know what time is NOT convenient for you.
11.05.21: Welcome to the home page of MA8704 Probability Theory and Asymptotic Methods. All participants are requested to send an e-mail to the lecturer (to know their e-mail addresses).


Teaching material

Main book:
Allan F.Karr. Probability. 1993. Springer Verlag.
The book can be downloaded from NTNU freely from Springer Link
http://link.springer.com/book/10.1007%2F978-1-4612-0891-4
Supplement:
Jean Jacod and Philip Protter. Probability Essentials. Second Edition. Springer-Verlag Berlin Heidelberg, 2004.
The book can be downloaded from NTNU freely from Springer Link
https://link.springer.com/content/pdf/10.1007%2F978-3-642-55682-1.pdf

Corrections to the main textbook: here.
Additional corrections to the main textbook: here.


Lecturer   
Nikolai Ushakov http://www.math.ntnu.no/~ushakov


Reference group:
Martin Outzen Berild (martin.o.berild@ntnu.no)
Name (address)
Name (address)

Lectures:
Wednesday 8:15-10:00
Friday 10:15-12:00



Plan:

Week 34: Chapter 1
Week 35: Chapters 1,2
Week 36: Chapter 2
Week 37: Chapter 3
Week 38: Chapters 3,4
Week 39: Chapter 4
Week 40: Chapter 4, Exercises and Repetition
Week 41: Chapter 5
Week 42: Chapters 5,6
Week 43: Chapter 6
Week 44: Chapter 7
Week 45: Chapter 7
Week 46: Chapter 7, Exercises and Repetition
Week 47: Exercises and Repetition


Progress:

Lecture 1.
(25.08.21)
Chapter 1 (1.1-1.3).
Exercises: 1.3
Lecture 2.
(27.08.21)
Chapter 1 (1.3-1.5).
Exercises: 1.9, 1.10, 1.18, 1.19
Lecture 3.
(01.09.21)
Chapter 1 (1.5), Chapter 2 (2.1-2.2).
Exercises: 2.1, 2.2, 2.5
Lecture 4.
(03.09.21)
Chapter 2 (2.2, 2.3, 2.5).
Exercises: 1.21, 2.3, 2.4, 2.11, 2.12, 2.17
Lecture 5.
(08.09.21)
Chapter 2 (2.4), Chapter 3 (3.1, 3.2, 3.4).
Exercises: 3.1, 3.2
Lecture 6.
(10.09.21)
Chapter 3 (3.1, 3.2, 3.4).
Exercises: 3.5, 3.7, 3.10, 3.13
Lecture 7.
(15.09.21)
Chapter 3 (3.6).
Exercises: 3.24
Lecture 8.
(17.09.21)
Chapter 3 (3.6), Solved exercises 2.4, 2.5, 2.11a

Lecture 9.
(22.09.21)
Solved exercises 2.11b, 2.12, 2.17, 3.10, 3.13, Chapter 4 (4.1)

Lecture 10.
(24.09.21)
Chapter 4 (4.1).
Exercises: 4.3
Lecture 11.
(29.09.21)
Chapter 4 (4.1, 4.2).

Lecture 12.
(01.10.21)
Chapter 4 (4.2-4.5), Chapter 5 (5.1).
Exercises: 3.9, 4.2, 4.14, 4.16, 4.19
Lecture 13.
(06.10.21)
Chapter 5 (5.1-5.2).
Exercises: 5.1, 5.2, 5.5
Lecture 14.
(08.10.21)
Chapter 5 (5.2-5.3).
Exercises: 5.6, 5.11, 5.15, 5.27
Lecture 15.
(13.10.21)
Chapter 5 (5.3-5.4), Chapter 6 (6.1).
Exercises: 6.5
Lecture 16.
(15.10.21)
Chapter 6 (6.2-6.4).
Exercises: 6.7, 6.11, 6.12
Lecture 17.
(20.10.21)
Chapter 6 (6.4), Chapter 7 (7.1).
Exercises: 6.20
Lecture 18.
(22.10.21)
Solved exercises 3.9, 4.2, 4.19, 5.1, 5.5
Exercises: Problems from previous exams (part 1)
Lecture 19.
(03.11.21)
Solved exercises 5.6, 5.11, 5.27, 6.12; Chapter 7 (7.1).
Exercises: Problems from previous exams (part 2)
Lecture 20.
(05.11.21)
Chapter 7 (7.1, 7.2).
Exercises: Problems from previous exams (part 3)
Lecture 21.
(10.11.21)
Chapter 7 (7.2, 7.3).
Exercises: Problems from previous exams (part 4)
Lecture 22.
(12.11.21)
Chapter 7; Solving exercises 6.5, 6.7.
Exercises: 7.2, 7.3, 7.9
Lecture 23.
(24.11.21)
Solving exercises.
Exercises:
Lecture 24.
(26.11.21)
Exercises and repetition
Exercises:




Lectures record:
Lecture 1 Part 1
Lecture 1 Part 2
Lecture 2 Part 1
Lecture 2 Part 2
Lecture 3 Part 1
Lecture 3 Part 2
Lecture 4 Part 1
Lecture 4 Part 2
Lecture 5 Part 1
Lecture 5 Part 2
Lecture 6 Part 1
Lecture 6 Part 2
Lecture 7 Part 1
Lecture 7 Part 2
Lecture 8 Part 1
Lecture 8 Part 2
Lecture 9 Part 1
Lecture 9 Part 2
Lecture 10 Part 1
Lecture 10 Part 2
Lecture 11 Part 1
Lecture 11 Part 2
Lecture 12 Part 1
Lecture 12 Part 2
Lecture 13 Part 1
Lecture 13 Part 2
Lecture 14 Part 1
Lecture 14 Part 2
Lecture 15 Part 1
Lecture 15 Part 2
Lecture 16 Part 1
Lecture 16 Part 2
Lecture 17 Part 1
Lecture 17 Part 2
Lecture 18 Part 1
Lecture 18 Part 2
Lecture 19 Part 1
Lecture 19 Part 2
Lecture 20 Part 1
Lecture 20 Part 2
Lecture 21 Part 1
Lecture 21 Part 2
Lecture 22 Part 1
Lecture 22 Part 2
Lecture 23
Lecture 24 Part 1
Lecture 24 Part 2


Exam

Oral. Grade: Passed/Failed
Syllabus:
  • 1.1-1.5
  • 2.1-2.5
  • 3.1-3.4, 3.6
  • 4.1-4.5
  • 5.1-5.4, 5.6
  • 6.1-6.4
  • 7.1-7.6