MSF600 Advanced topics in probability Spring 25

Should you need to contact me, my email address is steif@chalmers.se

 

The topics covered in this course vary from year to year: this year the course will be on Brownian Motion

 

This page contains the topics which will be covered in the course: Other information, such as learning outcomes, teachers, literature and examination, are in a separate course PM (but everything is on this page that you need).

Program

The schedule of the course is in TimeEdit

Tuesdays 10.00-11.45 MVH11

Thursdays 13.15-15.00 EF

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Topics that I plan to cover and associated reading

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Examination Information

This is a pass-fail course for all students.

To pass, one needs to do an adequate job on the three homeworks and pass a short oral exam where  the homeworks and different parts of the course are briefly discussed.

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Since integration theory is a prerequisite, I thought I would put up my notes from that course here so people can look up some things should they be needed.

 

Integration Theory Notes

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Various notes will be placed here if we have any.

Kakutani's paper on no double points in 5 dimensions

 

Notes on second moment method

 

handwritten solution to problem 1c in second homework

 

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The lecture notes that the students are putting together can be found in the following link. As of now, it covers the first 6 lectures. 

 

https://www.overleaf.com/read/mtjwxrrjsndr#563703

 

 

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Homework will be placed here.

 

First homework

Second homework

Third homework

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Course summary:

Course Summary
Date Details Due