STAT 523: Advanced Probability

Spring Quarter 2020

Lecture Notes

• Lecture 0,   PfS-Section 8.7,   PfS-Section 12.5
  
• Lecture 1,   PfS-Section 12.6-12.8,  
• Lecture 2
  
• Lecture 3
  
• Lecture 4
  
• Lecture 5
  
• Lecture 6
  
• Lecture 7
  
• Lecture 8
  
• Lecture 9
  
• Lecture 10
  
• Lecture 11
  
• Lecture 12
  
• Lecture 13
  
• Lecture 14
  
• Lecture 15
  
• Lecture 16
  
• Lecture 17
  

Links to Recorded (Zoom) Lectures

• Wednesday, 7 April
• Friday 10 April
• Monday, 13 April
• Wednesday, 15 April
• No lecture Friday, 17 April (due to Seattle Light power outage)
• Monday 20 April
• Wednesday 22 April
• Friday 24 April
• Monday 27 April
• Wednesday 29 April
• Friday 1 May
• Monday 4 May
• Wednesday 6 May
• Friday 8 May
• Monday 11 May
• Wednesday 13 May
• Friday 15 May
• Monday 18 May
• Wednesday 20 May
• Friday 22 May
• Wednesday 27 May
• Friday 29 May
• Monday 1 June
• Wednesday 3 June

Handouts, links, and further information

• Day 1 handouts:
  • Course Syllabus;   Revised Course Syllabus
  • Tentative course outline
  • Project/Paper: Information and possible topics
  • Project Suggestions
• Further handouts
  • Oblaj, Survey of Skorokhods paper.
  • Zhai (2018) PTRF paper.
  • Diagonalization Method applied to Skorokhod embedding.
  • A probabilistic proof of the Lindeberg-Feller CLT
    (from The American Mathematical Monthly, 116 (2009), 45-60; by Larry Goldstein.
  • Some Notes on Stein's method
  • Chapter 2 of Chen, Goldstein, and Shao (2011)
  • Chapter 3 of Chen, Goldstein, and Shao (2011)
  • Chapter 4 of Chen, Goldstein, and Shao (2011)
  • References for stochastic integration, 2020
  • Arcsin laws and Feynman-Kac
  • Diffusion Equations and Geometric Inequalities
  • Klartag and Lehec
  • Gardner (2002) review paper