MA8704 Probability Theory and Asymptotic Techniques

MA8704 Probability Theory and Asymptotic Techniques

(Fall 2023)

Messages:

26.09.23: There are changes in the schedule. See below.
22.08.23: The first lecture will be on Friday 25.08.2023, room 822.
27.07.23: 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 (SB2)
Friday 13:15-15:00 room 656 (SB2)


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.
(25.08.23)		 Chapter 1 (1.1-1.3).
Exercises: 1.3
Lecture 2.
(30.08.23)		 Chapter 1 (1.3-1.4).
Exercises: 1.9, 1.10, 1.18, 1.19
Lecture 3.
(01.09.23)		 Chapter 1 (1.4-1.5), Chapter 2 (2.1).
Exercises: 2.1, 2.5
Lecture 4.
(06.09.23)		 Chapter 2 (2.1, 2.2).
Exercises: 1.21, 2.2, 2.3, 2.4, 2.17
Lecture 5.
(08.09.23)		 Solving exercises 1.18, 2.1, 2.4, 2.17, Chapter 2 (2.3)
Exercises: 2.11, 2.12
Lecture 6.
(13.09.23)		 Chapter 2 (2.5), Chapter 3
Exercises: 3.1, 3.2
Lecture 7.
(15.09.23)		 Chapter 3.
Exercises: 3.5, 3.7, 3.10, 3.13
Lecture 8.
(20.09.23)		 Chapter 3 (3.6).
Exercises: 3.9, 3.24
Lecture 9.
(22.09.23)		 Chapter 3 (3.6), Chapter 4 (4.1).
Exercises: 4.3
Lecture 10.
(27.09.23)		 Chapter 4 (4.1).
Exercises: 4.9
Lecture 11.
(29.09.23)		 Chapter 4 (4.1, 4.2).
Exercises: 4.2
Lecture 12.
(04.10.23)		 Chapter 4 (4.2-4.5), Chapter 5 (5.1).
Exercises: 4.14, 4.16, 4.19, 5.1, 5.2
Lecture 13.
(06.10.23)		 Chapter 5 (5.1, 5.2).
Exercises: 5.5, 5.6, 5.11
Lecture 14.
(11.10.23)		 Chapter 5 (5.2, 5.3).
Exercises: 5.15, 5.27
Lecture 15.
(13.10.23)		 Chapter 5 (5.3, 5.4), Chapter 6 (6.1).
Exercises: 6.5, 6.11, 6.12
Lecture 16.
(18.10.23)		 Chapter 6 (6.2-6.4).
Exercises: 6.20
Lecture 17.
(20.10.23)		 Chapter 6 (6.4), Chapter 7 (7.1).
Exercises: Problems from previous exams (part 1)
Lecture 18.
(25.10.23)		 Chapter 7 (7.1).
Exercises: Problems from previous exams (part 2)
Lecture 19.
 Record 1 Record 2 Record 3 Record 4
Lecture 20.
(01.11.23)		 Chapter 8 (8.1).
Exercises: 7.2, 7.3, 7.9
Lecture 21.
(03.11.23)		 Chapter 8 (8.1).
Exercises: Problems from previous exams (part 3)
Lecture 22.
(10.11.23)		 Chapter 8 (8.1-8.3).
Exercises: Problems from previous exams (part 4)
Lecture 23.
(15.11.23)		 Chapter 8 (8.3-8.4).
Exercises: 8.2, 8.7


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
  • 7.1-7.4
  • 8.1-8.4