Week |
Tuesday |
Thursday |
1 |
Sept. 4th Topic: Measure Theory/Probability. Distributions. Readings: 1.1-1.2. |
Sept. 6th Topic: More on Random variables. Integration and expectations. Readings: 1.2-1.4. |
2 |
Sept. 11th Topic: Integration and expectations. Readings: 1.4-1.7. |
Sept.
13th HW 1 Due 1.4-1.7. |
3 |
Sept. 18th 2.1, 2.1.1. |
Sept. 20th 2.1.2 - 2.1.4, 2.2 |
4 |
Sept. 25th 2.2 |
Sept. 27th HW 2
Due 2.2, 2.3 |
5 |
Oct. 2nd 2.3. |
Oct.
4th HW 3 Due 2.3, 2.4. Includes renewal theory. |
6 |
Oct. 9th 2.4 (Renewal Theory and Glivenko-Cantelli theorem). |
Oct. 11th 3.1. |
7 |
Oct. 16th 3.2 Matlab code from lecture is here. |
Oct. 18th HW 4
Due 3.2 |
8 |
Oct. 23rd 3.2, 3.3 |
Oct. 25th 3.3. Characteristic functions and the inversion formula. |
9 |
Oct. 30th No class. |
Nov. 1st Midterm Exam Handed out. HW 5 Due. 3.3, 3.4. |
10 |
Nov. 6th 3.4: Lindeberg-Feler and applications. |
Nov. 8th Midterm
Exam Collected. Finish 3.4, Berry-Esseen bound, start section 3.6. |
11 |
Nov. 13th Section 3.6. |
Nov. 15th Chapter 3.6. |
12 |
Nov. 20th Poisson processes. Slides. |
Nov. 22nd NO CLASS: THANKSGIVING |
13 |
Nov. 27th Section 3.6 and 3.9. |
Nov. 29th Topic : Conditional expectation. Readings : Section 5.1. |
14 |
Dec. 4th Topic : Martingales and their convergence. Readings : Section 5.2. |
Dec. 6th HW 6
Due. Section 5.3. |
15 |
Dec. 11th Chapter 5. |
Dec. 13th Chapter 5. |