We offer a wide range of graduate level basic probability and stochastic processes courses which together form a comprehensive basis for advanced study in probability. These are augmented, yearly, by advanced special topic courses.
Fall 2016/2017
- Random interface models - Louidor.
- Hydrodynamic limits - Crawford.
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Universality of exit times for random walks - Wacthel. First 3/6 lectures: (B=Bloomfield, C=Cooper - both in IE&M)
- Tuesday, 22nd of November: C-215 14:30-15:30 (one hour for the first introductory lecture).
- Tuesday, 29th of November: B-152 14:30-16:30 (two hours)
- Tuesday, 6th of December: B-152 14:30-16:30 (two hours)
- Tuesday, 10th of January: B-152 14:30-16:30 (two hours)
- Sunday, 22nd of January: B-152 14:30-16:30 (two hours)
Selection of courses from previous semesters
- Gaussian Processes (and some geometry) - Adler.
- Long range dependence and heavy tails - Owada.
- The theory of random permutations and some connections to probabilistic number theory - Pinsky.
- Levy processes and local times of Markov processes - part B - Kaspi.
- Theory of Probability - Louidor.
- Probability and Measure Theory - Ioffe
- Markov Processes - Kaspi
- Stochastic Processes - Kaspi, Ioffe
- Stochastic Processes - Pinsky
- Advanced Probability - Pinsky
- Probability and Measure Theory - Ioffe
- Spatial Stochastic Processes - Adler
- Large Scale Dynamics of Interacting Particles - Ioffe
- Directed Polymers and Random Geodesics - Ioffe
- Levy Processes - Mytnik
- Topological Methods in Electrical and Systems Engineering - Adler
- Gaussian Processes and Geometry - Adler
- Stochastic partial differential equations and measure-valued branching processes - Mytnik
- The discrete Gaussian free field and related topics - Louidor