Improbably Still Going
Latest from the Blog
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.
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