HANDOUTS
:
click here for class notes and lecture slides
(
click here for handout from first day
)
REVIEW MATERIAL: Over 50 worked out calculus problems (differentiation, integration, partial derivatives, multiple integrals)
R
eview sheet
(
significantly more extensive one by Ville Satopaa
)
Write-up of solutions to HW problems
paper summaries by the class
takeaways for the course
Free textbooks:
Free probability textbook (Grinstead and Snell)
Free real analysis textbook (from William Trench)
Terry Tao:
blog post on unified way to view the mean, median and mode
blog post on a review of probability theory
blog post on Stirling's formula
Convergence rates in the Central Limit Theorem:
The Berry-Esseen Theorem
preprint by Korolev and Shevtsova
preprint by Tyurin
Uniqueness / non-uniqueness of moments:
Lin and Stoyanov (logarithmic skew-normal distributions are moment-indeterminate)
Burgin: Negative probabilities
Bridge: 8 ever, 9 never?
see also
this webpage with the calculations
Schwarzenegger veto:
veto text
sponsor's reply
article on probability
Actuarial exams
Probability:
exam
solution
Financial math:
exam
solution
Clinton and Obama tied in Syracuse primary
World record at an Atlantic City casino in craps (Ethier and Hoppe)
Blackjack:
Thorpe's original article
Thorpe's book
Baldwin et al's article on the optimal strategy in blackjack
.
Three hats, a strange probability and error correcting codes (slides from a talk by M. Bernstein)
Markov chains and cryptography
: Persi Diaconis, The Markov Chain Monte Carlo Revolution. (2008). Bull. Amer. Math. Soc. Nov. 2008
RSA reading:
Notes on abstract algebra and group theory and RSA cryptography
(from my book
An Invitation to Modern Number Theory
) as well as
some history of RSA
.
Isaac Asimov: The Relativity of Wrong
On Buffon machines and numbers:
Flajolet, Pelletier and Soria.
Probability and the Maxwell-Boltzman Distribution
(Frank W. K. Firk)
Differentiating identities handout
.
The power of expectation
Video on how to interchange summation (the method generalizes to interchanging a derivative and a sum).