Stationary Stochastic Processes, PhD-course

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

Credits

12 ECTS credits

Lecturer

Georg Lindgren
e-mail: georg@maths.lth.se
office: MH:220
Tel no: (046) 222 8547

Meetings:

I have put together a scheme with 2-4 hours per week until Christmas; some of these may be cancelled:

Vecka 44	Friday, 3/11, 10.15-12.00
Vecka 45	Thursday, 9/11, 15.15-17.00	Friday, 10/11, 10.15-12.00
Vecka 46	Thursday, 16/11, 15.15-15.00	Friday, 17/11, 10.15-12.00
Vecka 47	Thursday, 23/11, 15.15-17.00	Friday, 24/11, 10.15-12.00
Vecka 48	Thursday, 30/11, 15.15-17.00	Friday, 1/12, 10.15-12.00
Vecka 49	Thursday, 7/12, 15.15-17.00	Friday, 8/12, 10.15-12.00

Where?

The conference room, Mh 329

Examination: Take home examination and oral test. br>

Course material:

Lecture notes: Lectures on Stationary Stochastic Processes; a course for PhD students in mathematical statistics and other fields Lund, October 2006, extended version from previous years:
Download as ps (2.8Mb) or pdf (1.5Mb).

These lecture notes are based on material from the classical book with the same title by Cramér and Leadbetter, and on additional material from Breiman: Probability and other books. Some knowledge of the mathematical foundations of probability theory helps, but are not absolutely necessary.