STAT 502 - Cheng Ouyang
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STAT502 Probability Theorey (II) (Spring 2019)

Instructor: Cheng Ouyang

Office Hours:

Time: Monday: 3:30-5pm; Friday: 2:30-4pm (or by appointment)
Location: SEO 502

Syllabus


Announcement:


Course Schedule (updated weekly):

Weeks Sections Brief Description
01/14 - 01/18 6.1-6.3; 6.5; 6.6 Review of various concepts of convergence; L^p convergence; More on L^p convergence.
01/21 - 01/25 No Class(Monday); 7.1, 7.2; 7.2 Truncation and equivalence; A general weak law of large numbers
01/28 - 02/01 7.3; 7.3 ; 7.3 Almost Sure Convergence of Sums.
02/04 - 02/08 7.4; 7.5; 7.6 Strong law of large numbers; SLLN for IID sequences; The Kolmogorov three series theorem
02/11 - 02/15 7.6; 8.1; 8.2 The Kolmogorov three series theorem; Basic definitions; Scheffe's lemma.
02/18 - 02/22 8.2; 8.3 Scheffe's Lemma; Skorohod Theorem.

Homework (updated weekly):

  • HW 1 (due on Jan 30): 6.7-1(a)(d), 4, 15.
  • HW 2 (due on Feb 06): 6.7-2, 7, 8
  • HW 3 (due on Feb 15): 7.7-1, 23(part before "Now define..."), 39.
  • HW 4 (due on Feb 22): 7.7-5 (a), 6, 17.

Relevant Course Materials:


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