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Weak Convergence

Course
Master’s level
7,5 credits (ECTS)
Study pace
50%
Time
Day
Location
Göteborg
Study form
Campus
Language
English
Duration
-
Application open
-
Application code
GU-21761
Tuition
Full education cost: 14 875 SEK
First payment: 14 875 SEK

No fees are charged for EU and EEA citizens, Swedish residence permit holders and exchange students.

More information about tuition fees

Cancelled

About

The course deals with weak convergence of probability measures on Polish spaces. Here the principal examples of Polish spaces are the space C = C[0,1] of continuous trajectories and the space D = D[0,1] of cadlag trajectories. Main topics: - Portmanteau and mapping theorems - Tightness and Prokhorov theorem - Functional central limit theorems on C and D - Empirical distribution functions and the Brownian bridge - Weak convergence on D[0, infinity)

For
more information

Prerequisites and selection

Requirements

The prerequisite for the course is the equivalent of the courses MSA150 Foundations of probability theory and MMA110 Integration theory.

Selection

All eligible applicants who have applied before the deadline will be granted a place.

Facilities

Mathematical
Sciences is a joint department of Chalmers/University of Gothenburg. Your
education takes place in the spacious and bright premises of Mathematical
Sciences at the Chalmers campus Johanneberg, where there are lecture halls,
computer rooms and group rooms. Here you can also find student lunch room and
reading room, as well as student counsellors and student office.

Maps for
Campus Johanneberg