Course Syllabus (pdf file) (ps file)

    Lectures

            Monday, Wednesday 1:30 - 2:45
            304 Whitehead Hall
 

    Office hours:

            Dan Naiman -
                    Tuesday  1-3 or by appointment
                    Room 200 Whitehead Hall

            Xiaoling Wu
                    Monday 12:30 - 1:30, Wednesday 2:45 - 3:45
                    Room 203A Whitehead Hall
 

    Lectures :

            Lecture #1     Monday January 28th                Simple limit theorems (Chung 5.1) WLLN (Chung 5.2)
            Lecture #2     Wednesday January 30th         Convergence of series, Kolmogorov's maximal inequality and 3 series theorem (Chung 5.3)
            Lecture #3     Monday February  4th               Kronecker's Lemma, Strong law of large numbers (Chung 5.4)
            Lecture #4     Wednesday February 6th          Strong Law of Large numbers and applications (Glivenko-Cantelli theorem, Renewal theorem)(Chung 5.4, 5.5)
            Lecture #5     Monday February 11th              Characteristic functions and inversion (Chung 6.1, 6.2)
            Lecture #6     Wednesday February 13th        Convergence of charateristic functions (Chung 6.3)
            Lecture #7     Monday February 18th               Miscellaneous results related to characteristic functions (Chung 6.3, 6.5, 6.6, Billingsley Section 29)
            Lecture #8     Wednesday February 20th        Liapounov's theorem, Lindeberg Feller Theorem (Chung 7.1, 7.2, 7.3)
            Lecture #9     Monday February 25th              Lindeberg-Feller  Theorem (continued)
            Lecture #10   Wednesday February 27th        Lindeberg-Feller Theorem (continued)
            Lecture #11   Monday March  4th                   Lindeberg-Feller Theorem
            Lecture #12    Wednesday March 6th            Berry-Esseen Theorem (Chung 7.4) Large deviations theorems, Hoeffding's inequality (hoeffding.pdf)
            Lecture #13    MondatyMarch 11th                Chernoff's Theorem and Exponential Centering/Tilting (chernoff.pdf)
            Lecture #14    Wednesday March 13th          Introduction to (Sub-,Super-)Martingales, Stopping times, Kolmogorov's inequality  (Billingsley 35)

  Homework problems:

            Assignment #1  Due Wednesday Feb 13th (pdf file) (ps file)
            Hints for Problem 5.2 #5 from HW#1 (pdf file) (ps file)
            Assignment #2 Due Wednesday Feb 27th (pdf file) (ps file)
            Assignment #3 Due Wednesday March 27th (pdf file) (ps file)
            Assignment #4 Due Mondaty April 30th (pdf file)(ps file)
 

    Contact Daniel Naiman daniel.naiman@jhu.edu