Notes on Probability, Processes & Analysis
Abstract
This is the home of my teaching. Here you will find lecture notes, problem sets, recorded lectures and carefully chosen resources for my courses — written for students who want to understand not only how, but why.
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Courses — a table of contents.
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The Library — notes, lectures, references.
Definition 2.1 (Lecture Notes).
Typeset notes and problem sets for every course, organised by topic and available as PDF.
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Definition 2.2 (Lectures on Video).
Recorded lectures and short explainers, each paired with the notes it follows.
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Definition 2.3 (Resources).
Books, courses, simulations and tools I recommend, with a sentence on why each one matters.
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“The theory of probability is at bottom nothing but common sense reduced to calculus.” — P.-S. Laplace, 1812