Brownian Motion in Python
If you’ve studied continuous time stochastic processes, you know how pathological their sample paths can be. Each path of the Wiener process is continuous everywhere yet nowhere differentiable a.s. Explicit constructions of such functions in an analysis course may have given you headaches at some point in your mathematical education so it might come as…
Renewed Effort and New Directions
Well, I’m almost finished with my PhD (I hope). I definitely need to buckle down and WRITE. I will continue to post here about probability theory/stochastic analysis topics. But in the meantime, since I had so much free time, I decided to go out and get a full time job in the financial industry. I’m…
Prob. Lecture 4
My most recent probability video. A note: I mention covariance briefly at the very end, however I will revisit the topic after I have presented material on independence.
Shameless Self Promotion
I actually started a YouTube lecture series before I began writing this blog. I have posted a link to my blog on my youtube page, and will include the videos here as well. Got to have that cross site synergy.
Over the Great Firewall
With the COVID outbreak, a lot of meetings/seminars that would normally be face to face are taking place online (obviously). My friend’s advisor was invited to give a virtual talk on optimal control problems to Southern University of Science and Technology. In Shenzhen, I believe. My friend slipped me an invite. The entire talk was…
An Abridged History
I genuinely do enjoy talking about math and interacting with people at all levels of mathematics education. I also spend a lot of time stalking the internet. I join forums, discord servers, subreddits concerned with math and related fields. I talk with undergrads, graduate students, mathematicians and hobbyists. Visitors often wander in to these spaces…
Screaming into the void
This blog came about for a number of reasons. In undergrad I could be reasonably sure of finding supplementary lectures on YouTube for whatever math class I was enrolled in. Unsurprisingly, as I entered grad school this type of resource became increasingly scarce. I noticed this drought especially in the area of probability as well…
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