Sumários

Lecture TP16

13 Novembro 2020, 13:30 • Telmo Peixe

  1. General stochastic processes.
  2. Sums of iid processes: limit theorems.
  3. Resolution of exercises: 9.1 and 9.8.

Lecture TP15

11 Novembro 2020, 14:30 • Telmo Peixe

Resolution of exercises: 5.32, 6.4, 6.6, 6.14, 6.15, and 7.8.

Lecture TP14

6 Novembro 2020, 13:30 • Telmo Peixe

  1. Conditional expectation and conditional probability.
  2. Resolution of exercises 6.1.

Lecture TP13

4 Novembro 2020, 14:30 • Telmo Peixe

  1. Resolution of exercises 5.30 and 5.31.
  2. Independence: of events, random variables and sigma-algebras.

Lecture TP12

30 Outubro 2020, 13:30 • Telmo Peixe

  1. Distributions: classification of distributions, convergence in distribution, and characteristic functions.
  2. Examples and resolution of exercises.