Stationary Stochastic Processes, PhD-course

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

12 ECTS credits
Georg Lindgren
office: MH:220
Tel no: (046) 222 8547
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

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.

Georg Lindgren (