Reference are to the course text book KK (Keith Knight) unless otherwise statet.
Lectures so far
Lecture Wednesday 29/8:
General introduction to the course
Sections 3.1 and 3.2 in KK (Introduction)
Lecture Wednesday 5/9:
Section 3.2 and 3.3 in KK (except pg. 124-125 from "How can the weak law be proved if ..." to Section 3.4)
Section 3.4 in KK (introduction)
Lecture Wednesday 12/9:
Rest of Section 3.4 in KK.
Section 3.5 in KK (except pg. 134-136 from "The second proof ..." to "Using CLT as an approximation theorem")
Lecture Wednesday 19/9:
Section 3.6 in KK (Examples 3.10 and 3.11 were not lectured, but is included in curriculum anyway, read yourself. However, "A CLT for dependent random variables", pg. 151-152 is omitted. Furthermore "Monte Carlo integration" is only included until bottom of pg. 154, importance sampling and antithetic variables are omitted)
Section 3.7 in KK: Only the introduction of convergence with probability one until and including Theorem 3.13 Strong law of large numbers, pg. 158-160.
Start Chapther 4 until pg. 176
Lecture Wednesday 26/9:
Sections 4.2 (remainder) and 4.3 until proof of Th. 4.2.
Plans for future lectures
Lecture Wednesday 2/10:
The remainder of Section 4.3, Sections 4.4, 4.5 and possibly Section 4.6.
Lectures October:
The remained of Chapter 4
Chapter 5
Start of Chapter 6
Lectures November:
The remained of Chapter 6
Chapters 7 and 8 (as far as we get).
Ansvarlig: Sven Ove Samuelsen.
Oppdatert 13.10.11