Lecture Notes

Ergodic properties of Markov Processes

These lectures notes on the ergodic properties of Markov processes (especially with stochastic differential equations in mind) and applications to statistical mechanics were written at the occasion of a summer school on Open Quantum Systems held in Grenoble in the (very hot) summer of 2003.

Probability and stochastic processes graduate level class

The slides/lecture notes are used when teaching the graduate probability sequence Math 606/606. They are still under construction and will be updated regularly as I update the curriculum for the classes and polish the slides (in form and content). Several sections are mssing as of now (e.g. martingales) but will added soon.

The slides are produced using the reveal.js slides which are parts of Quarto https://quarto.org/ line of products.

Part 1: Probability (htlml slides, version Fall 2023)

Part 2: Stochastic Processes (html, version Spring 2023)