General Course Information

• Course Description (pdf )  

NOTES 2005 (pdf)

********************************************THE REMAINDER IS THE 2003 VERSION OF THE WEB PAGE****************************

Table of Contents	THESE NOTES ARE THE 2003 VERSION
Chapter 1	Mathematical Prerequisites	1
Chapter 2	Measure Spaces	9
Chapter 3	Random Variables and Measurable Functions	21
Chapter 4	Integration	31
Chapter 5	Joint Distributions and Convergence	49
Chapter 6	Characteristic Functions and the Central Limit Theorem	67
Chapter 7	Conditional Expectation and Martingales	79
Chapter 8-9	Continuous Time Martingales and a few review problems	101

• Text by Rosenthal now available in the bookstore and on reserve in the Davis library Reserve (Call # QA273.R76x 2000)
• Text by Billingsley on reserve in Library UWD1580
  

• Office hours: Don McLeish, MC6138   Tuesday Dec 9, 2:30-:3:45 (changed) and 4:30-5:00

• Assignment one (Chapter 1, questions 1-29) is due in class Sept 19. Solutions on library Electronic Reserve at UWDERES014
• Assignment Two- due Friday Oct 6. Do the problems in Chapter 2 and hand in the one on the list opposite your name. Solutions
• Assignment 3. From Chapter 3. Due Friday Oct 17. Solutions now available. Question 21 corrected.
• Assignment 4 from Chapter 4. Prepare by October 24-hand in Oct 27. SOLUTIONS
• Assignment 5 from Chapter 5. Due November 6. SOLUTIONS
• Assignment 6. Due November 21. Solutions
• Assignment 7. Due November 28. Solutions
• MIDTERM TEST-FRIDAY OCTOBER 24, 10:25-11:20, PHYSICS 313. Covers up to Section 5.1 inclusive. Old Midterm.
• Final Exam- December 10 at 10 a.m. in MC 4042. Sample exam .(postscript) (pdf)Some theorems and examples you might review
  

University of Waterloo , Statistics and Actuarial Science

Last modified on October 31, 2005