(courses, lecture notes, seminars: relatively new, old, and very old)

Probability Theory (graduate course in mathematics)

Stochastic Processes (graduate course in mathematics)

Markov Processes (graduate course in mathematics)

Probability (second undergraduate course in mathematics)

Probability (PhD course in mathematics)

Brownian motion (PhD seminar course in mathematics)

Bayesian statistics and computation

Random matrices (January-March 2011)

Elements of Markov chains and random walks

Lecture notes on complex analysis

Foundations of mathematics

Stochastic stability, large deviations, and coupling methods (co-taught with Serguei Foss, Tolya Puhalskii, and Hermann Thórisson)

Some probability notes for SMTSC

Survival models

Lévy processes seminar

Stochastic analysis minicourse (co-taught with Patrick Cheridito, Freddy Delbaen, and Marc Yor)

Introduction to large deviations

Feedback control

Circuit theory