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


Probability Theory (MSc Math)

Probability, Part 2, for Mathematicians, Autumn 2016

Stochastic Processes (graduate course in mathematics) (spring 2014)

Probability for undergraduate students in mathematics (autumn 2013)

Probability for PhD students (autumn 2012)

Brownian motion seminar

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