Probability Coupling (STAT 602b)
Instructor: David Pollard
Time: Tuesday, Thursday 10:30-12:00
Place: 24 Hillhouse main classroom

Some of the most striking advances in probability theory have involved coupling: the representation of distributional relationships by means of deterministic properties of specially created joint distributions. The course explores the method through applications such as quantile coupling; almost sure representations for convergence in distribution; problems of mass transportation; Strassen's theorem and stochastic ordering; Wasserstein distances; rapidly mixing Markov chains; interacting systems of particles; the Hungarian (KMT) strong approximations; Poisson approximation; distances between statistical models (Blackwell/Le Cam theory). Acquaintance with measure theoretic probability would be an advantage, but all topics are made accessible to students with a knowledge of probability at the level of STAT 541a.
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[DIR]Parent Directory  -
[   ]1984-chap4.pdf14-Jan-2007 14:44 1.2M
[   ]CarterPollard2004.pdf14-Jan-2007 21:46 148K
[DIR]Homework/05-Jul-2008 09:56 -
[   ]MmaxThm.pdf01-Mar-2007 09:32 220K
[DIR]TeX/05-Jul-2008 09:56 -

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