MM513, Probability II
Generel information
Official course description
The lectures by
Niels Jørgen Nielsen will be held on Mondays 14-16 (the weeks 15 and
18-21), Thursdays 10-12 (the weeks 15 and 17-21), and Friday 8-10
in week 17.
The following rooms will be used for the lectures:
Mondays: U49D in weeks 18, 20-21, U49E in week 19.
Thursdays: U49C in weeks 18-19, 21, and U49B in week 20.
For rooms in week 17 see below.
The exercises will be held Tuesdays 10-12 in U49C in the weeks 18 and 20, and U62 in the weeks 19 and 21
For rooms in week 17 see below.
Teaching material:
Jean Jacod and Philip Protter, Probability Essentials, Springer Verlag
Notes for the lectures, pages 1-26 pdf-format.
As supplements:
David Williams, Probability with Martingales, Cambridge University Press
Additional notes will appear during the course.
The book by Williams will can be found on in the library on the shelf for MM513.
Obligatory problems
The obligatory problems can be found her
Pensum og spørgsmål til den mundtlige eksamen
I kan finde de relevante oplysninger her
Weekly Notices
Weekly Notice 1: pdf-format
Weekly Notice 2: pdf-format
Weekly Notice 3: pdf-format
Weekly Notice 4: pdf-format
Weekly Notice 5: pdf-format
Announcements:
May 21: A new version of the notes for the lectures have appeared.
The only change compared to the previous version is that a few lines have been
added on page 27 to make the end of the proof of The Strong Law of Large
Numbers more transparent (this could also be done with the similar proof in the book).
Additional notes and exercises:
Notes on Hilbert spaces and inner products, page 15-26
pdf-format.
Exercises for MM 513, 1-27
pdf-format
Obligatoriske opgaver fra 2012 pdf-format
Notes on the Radon--Nikodym Theorem 1-10 pdf-format
Lecture Notes on Metric and Topological spaces
pdf-format
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