Stationary Stochastic Processes, PhD-course
Centre for Mathematical Sciences
Lund University with
Lund Institute of Technology
- 7 points (10.5 ECTS credits)
- Georg Lindgren
Tel no: (046) 222 8547
- The course will met once or twice a week during September - December 2002.
- Examination: Take home examination and oral test.
- Course material:
- Lecture notes:
Lectures on Stationary Stochastic Processes; a course for
PhD students in mathematical statistics and other fields
Lund, May 1999, (Corrected and expanded version).
A new expanded version will be available at the course start.
These lecture notes, available in postscrip format,
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.