exercises for 3 March to 16 March_澳门葡京手机版app下载

emilas
2025-03-12T19:39:37.596Z
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www.uio.no

An updated version of the book chapters are available as
PartOne_12mars2025.pdf

The last two weeks we have proved the Lindeberg clt for independent random variables; taken the material we have worked with in one dimension, to several dimensions, proving the Lindeberg clt for random vectors. Along the way we proved uniqueness of c.f.s for random vectors and the Cramer--Wold device. We after also, after some effort, proved a martingale clt.

Please read through the martingale clt note I put out, and please inform me about mistake and typos.

Exercises: 2.40, 2.41, 2.43, 2.44, 2.45, 2.46, these numbers refer to PartOne_12mars2025.pdf