discipline

MSC in Mathematics, Specializations

subject

Limit theorems of independent random variables

lecturers

György Michaletzky. prof., Dept. of Probability Theory and Statistics, Institute of Mathematics

credits

2

period

 

curriculum

Limit distribution theorems. Speed of convergence (Berry-Esseén theorem.)

Infinitely divisible distributions. Limit theorems of triangular arrays.

Stable distributions, domain of attraction.

Limit distributions of random processes. Donsker’s theorem.

literature

 

form of tuition

Lectures

mode of assessment

oral exam