MA8704 Probability Theory and Asymptotic Techniques

MA8704 Probability Theory and Asymptotic Techniques

(Fall 2022)

Messages:

20.09.22: Because of illness the lecture on Wednesday (21.09.22) is cancelled. Use the records below (see Progress).
14.09.22: The lecture on Friday (16.09.22) is cancelled.
27.08.22: The new schedule: Wednesday 10:15-12:00 room 822, Friday 10:15-12:00 room 822.
23.08.22: Since there are two new students and since some of you have troubles with the existing schedule, let us discuss the schedule again. Please let me know what time is not convenient for you. So far I have received this information only from Guillermina.
17.08.22: The first lecture will be on Tuesday 23.08.2022, room 822.
02.08.22: We have to elaborate the schedule. Please let me know what time is not convenient for you.
23.07.22: 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:
Name (address)
Name (address)
Name (address)

Lectures:
Wednesday 10:15-12:00 room 822
Friday 10:15-12:00 room 822


Plan:

Week 34: Chapter 1
Week 35: Chapters 2
Week 36: Chapter 3
Week 37: Chapter 3,4
Week 38: Chapters 4
Week 39: Chapter 5
Week 40: Chapter 5,6
Week 41: Chapter 6
Week 42: Chapters 7
Week 43: Chapter 7
Week 44: Chapter 7,8
Week 45: Chapter 8
Week 46: Chapter 8
Week 47: Repetition

Progress:

Lecture 1.
(23.08.22)		 Chapter 1 (1.1-1.3).
Exercises: 1.3
Lecture 2.
(26.08.22)		 Chapter 1 (1.3-1.4).
Exercises: 1.9, 1.10, 1.18, 1.19
Lecture 3.
(31.08.22)		 Chapter 1 (1.4-1.5), Chapter 2 (2.1).
Exercises: 2.1, 2.5
Lecture 4.
(02.09.22)		 Chapter 2 (2.2, 2.3).
Exercises: 1.21, 2.2, 2.3, 2.4, 2.11, 2.12, 2.17
Lecture 5.
(07.09.22)		 Chapter 2 (2.3-2.5), Chapter 3.
Exercises: 3.1, 3.2
Lecture 6.
(09.09.22)		 Chapter 3.
Exercises: 3.5, 3.7, 3.10, 3.13
Lecture 7.
(14.09.22)		 Chapter 3 (3.6).
Exercises: 3.24
Lecture 8.
 Record 1 Record 2 Record 3
Lecture 9.
 Record 1 Record 2
Lecture 10.
(28.09.22)		 Chapter 4 (4.1).
Exercises: 3.9
Lecture 11.
(30.09.22)		 Chapter 4 (4.2-4.5).
Exercises: 4.2, 4.3, 4.14, 4.16, 4.19
Lecture 12.
(05.10.22)		 Chapter 4 (4.4), Chapter 5 (5.1).
Exercises: 5.1, 5.2
Lecture 13.
(07.10.22)		 Chapter 5 (5.1-5.3).
Exercises: 5.5, 5.6, 5.11
Lecture 14.
(12.10.22)		 Chapter 5 (5.4), Chapter 6 (6.1).
Exercises: 5.15, 5.27, 6.5
Lecture 15.
(14.10.22)		 Chapter 6 (6.1-6.2).
Exercises: 6.7, 6.11, 6.12
Lecture 16.
(19.10.22)		 Chapter 6 (6.3-6.4).
Exercises: 6.20
Lecture 17.
(21.10.22)		 Chapter 7 (7.1).
Exercises: Problems from previous exams (part 1)
Lecture 18.
(26.10.22)		 Chapter 7 (7.1).
Exercises: Problems from previous exams (part 2)
Lecture 19.
(28.10.22)		 Chapter 7 (7.2).
Exercises: 7.2, 7.3
Lecture 20.
(02.11.22)		 Chapter 7 (7.3).
Exercises: 7.9
Lecture 21.
(04.11.22)		 Chapter 7 (7.4-7.6), Chapter 8 (8.1).
Exercises: Problems from previous exams (part 3)
Lecture 22.
(09.11.22)		 Solving exercises 2.17, 3.5, 3.9, 3.13, 4.2.
Exercises: Problems from previous exams (part 4)
Lecture 23.
(11.11.22)		 Chapter 8 (8.1).
Exercises: 8.2
Lecture 24.
(reading)		 8.1.4, 8.1.5, 8.1.6.
Lecture 25.
(18.11.22)		 Chapter 8 (8.2, 8.3).
Exercises: 8.7
Lecture 26.
(23.11.22)		 Chapter 8 (8.4), Solving exercises.
Lecture 27.
(25.11.22)		 Solving exercises, repetition.


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
  • 8.1-8.4