Olle Häggström, Matematisk statistik,
Chalmers och Göteborgs universitet:
Couplings: Old and new ideas
This is a series of
six lectures on coupling methods in probability theory. Everything
will be done from scratch, so that the lectures are suitable for
non-experts; the only prerequisite is to have some familiarity
with probability on the level that we usually require from
first-year graduate students. On the other hand, it is hoped that
the lectures will also be of some interest to experts (such as those
who attended the 1999
summer school on couplings in Ellös), because
each lecture will (towards its end) touch upon some recent twist, or
at least on some material that was neither covered in the summer
school, nor in the books by Lindvall
(1992) and Thorisson
(2000).
-
Lecture 1: Coupling of Markov chains. Monday, April 22 at 15.15-17.00
in seminar room 3733.
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Lecture 2: Coupling of random walks.
Wednesday, April 24 at 10.15-12.00 in seminar room 3721.
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Lecture 3:
Coupling of renewal processes. Monday, April 29 at 15.15-17.00 in
seminar room 3733.
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Lecture 4: Some important inequalities: Holley,
Harris and FKG. Thursday, May 2 at 10.15-12.00 at Stockholm
Univerisity Sal 11 Hus 5. OBS! Ändrad tid och plats!
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Lecture 5: Max-flow min-cut and Strassen's theorem. Monday,
May 6 at 15.15-17.00 in seminar room 3733.
-
Lecture 6: The
Propp-Wilson
algorithm and stochastic monotonicity. Wednesday, May 8
at 15.15-17.00 in seminar room 3721.
The seminar rooms are situated
at the Department of Mathematics, KTH, Lindstedtsvägen 25, floor 7.
Till seminarielistan
To the list of
seminars