| 1 |
Class: Most of Chapter 1
Homework: Make Exercises 1.5 (read Section 1.3), 1.6, 1.9 |
| 2 |
Class: Chapter 3 up to Lemma 3.13 (without the proof)
Homework: Make Exercises 3.1, 3.3, 3.5, read the proof of Lemma 3.13 and have a quick look at Theorem 3.15 |
| 3 |
Class: Sections 4.1, 4.2 up to Theorem 4.18
Homework: Make Exercises 4.2, 4.4, 4.6 and read parts of the lecture notes that I skipped (like linearity of the integral) |
| 4 |
Class: Sections 4.4, 4.5, 4.6 up to Theorem 4.34 and an intro to Chapter 5
Homework: Read section 4.3 and make Exercises 4.9, 4.10, 4.11 |
| 5 |
Class: Sections 5.1, 5.2, and a bit of 6.3, 6.4
Homework: Look at Proposition 6.4 (prove it for yourself, if you like), make Exercises 5.2, 5.7, 6.5 (the sentence in parentheses is just a remark) |
| 6 |
Class: Sections 6.5, 8.1 up to Theorem 8.6 and Theorem 8.7(i)
Homework: Make Exercises 6.9, 8.1, 8.2 |
| 7 |
Class: Remainder of Section 8.1, most of Sections 9.1, 9.2, 10.1
Homework: Make Exercises 9.3, 9.4, 9.5 and read Proposition 7.3 |
| 8 |
Class: Sections 7.2, 10.2, Proposition 10.21
Homework: Make Exercises 10.4, 10.5, 10.7 |
| 9 |
Class: Section 10.3, Theorem 10.23, Section 11.1 up to Proposition 11.3
Homework: Make Exercises 10.8, 10.12, 10.13 The assumptions of Exercise 10.12 were incomplete. The original version of the lecture notes now contains the corrected exercise. In Exercise 10.13: $M_n=\prod_{k=1}^n Z_k$ (the product $Z_1\cdots Z_n$). I am terribly sorry! |
| 10 |
Class: Section 11.1 from Theorem 11.4 up to Proposition 11.10 (Theorem 11.6 skipped), Section 12.1 up to Proposition 12.2
Homework: Make Exercises 11.1, 11.4, 11.9 |
| 11 |
Class: Remainder of Section 12.1, Section 12.2, Lemma 12.13 briefly
Homework: Make Exercises 12.2, 12.4 (in 12.4a you are allowed to differentiate under the integral), 12.5. Exercise 12.2(b) was not consistently formulated and has caused some confusion. Use the new version (last update 27 Nov, 16:15). You are allowed to use the result of exercise 5.6 (which is not difficult to prove), where you have to read in (a) and (b) $\mu$ as $\mu_Y$. |
| 12 |
Class: Sections 11.2 and 12.3
Homework: Make Exercises 11.10, 12.7 (you are allowed to use the results of Exercise 12.6 without proving them, but it will do no harm if you give it a try for yourself), 12.8 (in (c) you read $\mathbb{P}U_{nj}$ as the expectation of $U_{nj}$ and you may assume $0 < p_n < 1$). |
| 13 |
Class: Survey of Chapter 13
Homework: You can make Exercises 13.1, 13.5, 13.6, if you are interested. This assignment will not be graded! |