"An Asymptotic Theory for Randomly-Forced Heat Equations"
(Guanajuato; March 09; CIMAT)
"SPDEs without PDEs"
(Madison May 08)
"Lévy processes and stochastic partial differential equations"
(Copenhagen Aug 07)
"Dynamical processes"
(Colorado May 07)
"On some applications of stable processes"
(Houston May 07)
"Slices of the Brownian sheet"
(Seattle August 06); David Levin's movie (avi)
(67.3 MB)
"Two tutorials on additive Lévy processes"
(Seattle August 06)
"Two lectures on additive Lévy processes"
(WPA May 06; Taipei)
"Exceptional Times and Invariance
for Dynamical Random Walks"
"Estimates for the laws of functionals of a Brownian sheet:
recent progress and open problem,"
Swiss Probability Seminar
Expository Talks
"Good Statistics,"
University of Utah, Teachers' Math Circle.
"Random Bits and Pieces: An Introduction to Symbolic Dynamics,"
University of Utah, Undergraduate Colloquium, November 2006.
"Remarks on Randomness,"
University of Utah, Summer Program.
"What does a typical normal number look like?,
and other enchanting tales,"
University of Utah, Undergraduate Colloquium.
"Stirling's Formula and Laplace's Method OR
How to put your calculus to good use,"
University of Utah, Department of Mathematics,
Undergraduate Colloquium.
Course Materials
"Linear Models (Math 6010; Fall 2011)
"Lévy Processes
(Math 7880, Spring 2011)
"Introductory Lectures on Stochastic Calculus"
(Math 7880, Spring 2008)
"Summer School on Lévy Processes and Their Applications"
(5 lectures at the Sandeberg Manor, Aug '07):
Lecture 1: Measure and Dimension
Lecture 2: The Range of a Lévy Process
Lecture 3: Harmonic Analysis
Lecture 4: More on the Range
Lecture 5 [Terminus]: Capacity
Handout on Riesz kernels
"Tutorial on SPDEs" (Utah VIGRE Minicourse May '06)
"Lecture notes on mathematical statistics" (Math 6070):
Introduction to Probability.
Introduction to Statistics.
Chi-Squared Tests.
Empirical Processes, and the Kolmogorov-Smirnov Statistic.
Density Estimation.
"Lecture notes on the ergodic theorem" (Math 7880)
"Lecture notes on Donsker's invariance principle" (Math 7880)
"Lecture notes on linear statistical models" (Math 6010):
Assessing Normality,
Least Squares and Projections,
Simple Linear Regression.
"Mathematical Probability," (Math 6040), The
University of Utah.
REU Notes on "Random Walks," The University of Utah.
"Lectures on Multiparameter Processes," EPF-Lausanne.
"Lectures on the Brownian sheet," U. Wisconsin-Madison.
"An Asymptotic Theory for Randomly-Forced Heat Equations"
(Guanajuato; March 09; CIMAT)