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Department of Mathematics
A basic graduate level course in Probability Theory and Stochastic Processes will be given at Åbo Akademi University from June 8 through June 12 and August 31 through September 4, 1998. The course is intended to meet the requirements of the Finnish doctoral programmes with specialization in probability theory and mathematical statistics. Undergraduate students with an interest in stochastics, statistics or actuarial science are also welcome to apply. A good command of advanced calculus and elementary probability theory is assumed. Real analysis is not required, however.
The course will cover measure spaces and events, random variables, independence expectation, the construction of product measures, conditional expectation and its applications, introduction to martingales, theory and applications.
Literature: David Williams: Probability with Martingales, Cambridge University Press 1991. ISBN 0 521 40455 X (hardback) 0 521 40605 6 (paperback). The participants are urged to buy/borrow the text book.
The two parts Measure Theory (June 8-12) and Martingale Theory and Characteristic Functions (August 31 - September 4) may be taken separately. The course will give a total of 5 credit points (ov/sv).
Scientific committee and teaching: Göran Högnäs (Prof., Åbo Akademi University), Paavo Salminen (Assoc. Prof., Åbo Akademi University), Juha Alho (Prof., University of Joensuu and coordinator of StatNet, the national network in statistics).
Fee: To be announced later.
Housing: A limited number of guest rooms are reserved at Domus Aboensis, Biskopsgatan 10. Cost: 450 mk for registered students.
Organizers and sponsors: The course is organized by the Department of Mathematics, Åbo Akademi University. It is mainly financed from a grant by the Rolf Nevanlinna Institute for graduate training in mathematics. A co-sponsor is the national statistical network StatNet.
Updated 21.8.98 by Ann-Mari.Dahlstrom@abo.fi