Stationary Stochastic Processes, PhD-course

Credits: 7 points (10.5 ECTS credits)
Lecturer: Georg Lindgren
e-mail: georg@maths.lth.se
office: MH:220
Tel no: (046) 222 8547
Meetings:: 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.