Audio / Video of Classes
Math 341: Probability: Fall 2013
- Lecture 10: Monday,
September 30: Basics of pdfs and random variables
- Lecture 11: Wednesday,
October 2: Taylor series and Expected Values
- Lecture 13: Monday,
October 7: Joint Densities, Expected number of heads (Friday's class was a
guest speaker from Goldman Sachs)
- Lecture 14: Wednesday,
October 9: Linearity of Expectation, Differentiating Identities.
- Lecture 15: Friday,
October 11: Envelope Problem, Expected Value Products, Variances, Marriage /
Secretary.
- Lecture 16: Wednesday,
October 16: Convolutions, from Fibonaccis to Roulette.
- Lecture 17: Monday,
October 21: CDF Method, Monte Carlo Integration, Change of Variable Formula
and Dimensional Analysis Proof of Pythagoras
- Lecture 18: Wednesday
October 23: Standard Random Variables (Exponential, Poisson): Calculating
Moments, Seeing Algebra
- Lecture 19: Friday October 25: Gaussian Density: Normalization factor,
sums, moments.
part I
part II
- Lecture 20: Monday
October 28: The Gamma Function, revisiting sums of normal random variables
- Lecture 21: Wednesday
October 30: Chi-square random variables
- Lecture 22: Friday November 1:
Markov and Chebyshev's inequalities
- Lecture 23: Monday,
November 4: Weak law of large numbers, elementary approaches to Stirling's
formula
- Lecture 24: Wednesday, November 6:
Integral test and Stirling's formula, CLT for Poisson and Stirling's formula
- Lecture 25: Friday, November 8: Stirling's formula and Binomial to CLT
- Lecture 26: Monday, November 11: German Tank Problem, Generating
Functions: part I
part II
- Lecture 27: Wednesday, November 13: Generating Functions, Fibonacci
Numbers, MGF: part I
part II
- Lecture 28: Friday, November 15:
Moment Generating Functions (Theory, Examples); Standardization
- Lecture 29: Monday,
November 18: Complex Results for CLT, CLT for Sums of Poisson RVs
- Lecture 30: Monday,
November 20: Proof of the CLT, the Bug Problem
- Lecture 31: Monday, November 22:
Random Walk Problem, Method of Least Squares
- Lecture 32: Monday, November : Sabeetrics Lecture: Pythagorean Won-Loss
Formula
- Lecture 33: Monday, December 2: Benford's law
- Lecture 34: Wednesday, December 4: Zeckendorf Decompositions
- Lecture 35: Friday, December 6: MSTD set
Math 372: Complex Analysis: Fall 2013