Coupling Methods in Probability Theory, Part II

Schedule

Introductory lecture and course start: Monday November 20, 2023, at 13:15-15:00 in room MH:Gårding.
There will be five two-hour lectures, and one two-hour seminar talk. All six lectures are compulsory for PhD students.
All lectures are in MH:Gårding and are on: Nov 20 at 13:15-15, Nov 22 at 10:15-12:00, Nov 27 at 10:15-12:00, Nov 29 at 10:15-12:00 and Dec 1 at 10:15-12:00. The seminar talk is on Nov Nov 24 at 14:15-16:00 in MH:Riesz.
The seminar on November 24 will consist of one part which can be seen as a general seminar (the first 45 minutes) and after a break the second part which will give proofa and more details.

Course book

The main course literature is

Hermann Thorisson "Coupling, Stationarity and Regeneration", Springer Verlag, 2000.
Handouts and slides from the previous course (NMS002F, Coupling Methods in Probability) lectures are posted here. These should be studied before the course, this is recommended for students that have passed NMS002F and it is a prerequisite for students that have not passed NMS002F.
Those that have not taken the course previously may (should) study the following recorded lecture (London Probability Seminar 2013 Links to an external site., part 1.) which is a repetiton and overview of the content that was covered in the spring semester PhD course.
The following recorded lecture (London Probability Seminar 2013, part 2 Links to an external site.) is an overview of the material to be presented in the first week in this course.
NEW! Slides from current course: Fall 5b Shift-Coupling and Maximality. Applied Probability and Stochastic Processes, Springer-Nature.pdf Download Fall 5b Shift-Coupling and Maximality. Applied Probability and Stochastic Processes, Springer-Nature.pdf
Fall 5a. slides - Shift-coupling and Maximality.pdf Download Fall 5a. slides - Shift-coupling and Maximality.pdf
Fall 4. (37-63) Coupling slides - Imperial College 2013.pdf Download Fall 4. (37-63) Coupling slides - Imperial College 2013.pdf
Fall 3. On maximal and distributional coupling.pdf Download Fall 3. On maximal and distributional coupling.pdf
Fall 2. On Distributional Coupling.pdf Download Fall 2. On Distributional Coupling.pdf
Fall 1. Transfer.pdf Download Fall 1. Transfer.pdf

Credits

3 hp, 3 ECTS

Lecturer

Hermann Thorisson, University of Island, email: hermann AT hi.is, homepage: https://hermann.hi.is/ Links to an external site.
Contact Dragi Anevski for registration on the course and more info, dragi@maths.lth.se

Examination

The examination consists of attending all lectures, as well as take active parts in lectures.

A prerequisite for being awarded credits for the course is a passed grade on the course NMS002F, Coupling Methods in Probability.
For PhD students that have not passed NMS002F it is possible to get credits for this course by studying the videos and lecture notes (to be found in the links above) for that course and discuss that content with the PhD supervisor.

Course content

This course will give an extention to and in depth discussion of the final parts of the contens of the course NMS002F Coupling Methods in Probability, in particular to allocation, shift coupling and Palm theory.

Official Course Description (of basic course NMS002F, Coupling Methods in Probability)