Medley of Advanced Probability Autumn
webpage of the course
is the public webpage of the course “A Medley of Advance
Probability”. This page contains only basic
information/presentation about this course – more details, links to
the videos of the lectures and to the lecture notes – can be found
other WEBPAGE accessible to the registered students only.
will review various topics of probability theory, with the goal to
provide a short self-contained introduction to each of them, and try
to describe the type of ideas and techniques that are used.
covered will be: Lévy processes (and continuous-state branching
processes), large deviation theory, large random matrices.
goal is for each of the topics that will be covered to provide:
A general introduction to the subject
- An example of one of
the main statements, and some of the ideas that go into the proof
of the course
Markov chains, Brownian motion and stochastic calculus.
course will be delivered online.
of the lectures will be posted on the website each week. At the end
of each of the three chapters, an exercise sheet will be posted, and
a virtual exercise “class” will be organized in weeks 6, 10 and
14. All this is accessible only to registered students.