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Weak Convergence

Master's level | 7.5 credits | Course code: MSF500
Spring 2021
50% Day
Period: 25 March 2021 - 6 June 2021
2 Opens 15 September GU-21761
2) Only EU/EEA citizens and students with approved residence permit in Sweden can apply

About the Course

The course deals with weak convergence of probability measures on Polish spaces. Here the principal examples of Polish spaces are the space C = C[0,1] of continuous trajectories and the space D = D[0,1] of cadlag trajectories. Main topics: - Portmanteau and mapping theorems - Tightness and Prokhorov theorem - Functional central limit theorems on C and D - Empirical distribution functions and the Brownian bridge - Weak convergence on D[0, infinity)

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Course Syllabus


Requirements and Selection

Requirements: The prerequisite for the course is the equivalent of the courses MSA150 Foundations of probability theory and MMA110 Integration theory.

Selection: All eligible applicants who have applied before the deadline will be granted a place.

Tuition Fee

Application fee: 900 SEK
Full course cost: 14 875 SEK
First payment: 14 875 SEK

EU/EEA citizens, Swedish residence permit holders and exchange students do not pay fees. More information on: http://www.universityadmissions.se

Study Guidance

svl.math@gu.se, tel: 031-772 3505


Department of Mathematical Sciences
41296 Göteborg

Visiting address: Chalmers Tvärgata 3

Phone: 0317721000

Page Manager: Jörgen Ölund
Last update: 2/18/2020 2:41 PM

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Page Manager: Jörgen Ölund|Last update: 10/16/2018

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