Stat 9914
Notes\LecturesOneNote\Lecture 01 - Jan 07 2016.pdf
Notes\LecturesOneNote\Lecture 02 - Jan 11 2016.pdf
Notes\LecturesOneNote\Lecture 03 - Jan 14 2016.pdf
Notes\LecturesOneNote\Lecture 03 - Jan 18 2016.pdf
Notes\LecturesOneNote\Lecture 03 - Jan 21 2016.pdf
Notes\LecturesOneNote\Lecture 03 - Jan 25 2016.pdf
Notes\LecturesOneNote\Lecture 03 - Jan 27 2016.pdf
Notes\LecturesOneNote\Lecure08-Feb1-2016..pdf
Notes\LecturesOneNote\Lecure09-Feb8-2016..pdf
Notes\LecturesOneNote\Lecure10-Feb11-2016..pdf
Notes\LecturesOneNote\Lecure09-Feb25-2016..pdf
Notes\LecturesOneNote\Lecure12-Feb29-2016..pdf
Notes\LecturesOneNote\Lecure13-March3-2016..pdf
March 28 2016 : In our discussion of the inversion formula
for characteristic functions we used Lemma 11.1.3. This integral is also known as
the Dirichlet
integral.
The proof in Rosenthal uses
a change of order of iterated integration.
This argument needs care. An
alternative to evaluating this integral
is based on complex
integration and Cauchy's integral formula.
An article that is available online dealing with this and evaluates the Dirichlet
integral is http://www.math.harvard.edu/~knill/teaching/residues_1996/residue.pdf See page3 and 4
Notes\LecturesOneNote\Lecure14-March7-2016..pdf
Notes\LecturesOneNote\Lecure15-March10-2016..pdf
Notes\LecturesOneNote\Lecure16-March14-2016..pdf
Notes\LecturesOneNote\Lecure17-March17-2016..pdf
Notes\LecturesOneNote\Lecure18-March21-2016.pdf
Notes\LecturesOneNote\Lecure19-March24-2016.pdf
Notes\LecturesOneNote\Lecure20-March28-2016.pdf
Notes\LecturesOneNote\Lecure21-March31-2016.pdf
Notes\LecturesOneNote\Lecure22-April4-2016.pdf