Some study notes I made in preparation for the actuarial exam (P). Covers dicrete, continuous probability, expectation, random variables, and contains a summary of important distributions and their applications.
The Convergence of Stock Prices Modeled as a Sequence of Binomial Models to the distribution of Geometric Brownian Motion.
A lecture I gave on product measures. Gives detailed proofs of Fubini and Tonelli.
Some notes on stochastic analysis on manifolds based on Elton Hsu’s book. I’ve tried to fill as many gaps in the proofs as I can. Please let me know if I have any myself so I can fix it.
Course solutions to Cornell Math 4340 – Honors Introduction to Algebra, Spring 2006.
This is a collection of mathematical statements/theorems with proofs I’ve accumulated over my four years at Duke. Some are problems from textbooks, others are things I’ve thought about and decided they warranted TeX’d up proofs. They’re divided into geometry, analysis, and probability/stochastic processes. Contain a number of [I think] useful proofs, such as equivalence of norms on R^n, proof of Kolmogorov’s continuity theorem, non-existence of Lebesgue measure in infinite dimensions, and important identities of metrics and connection coefficients. Corrections welcome!
An interesting problem I stumbled upon in exploring what happens when one tries to make a discrete Markov Chain into a continuous one.
Instructor: Prakash (Kash) Balachandran.
Office: 216 Physics Building.
Office Phone: 919-660-2879.
Email: kash@math.duke.edu
Office Hours: Wednesdays, 8-10pm in 132 Carr Building or by appointment.
Lecture: West Duke 108B, MWF 01:30 PM-02:20 PM.
Laboratory: West Duke 105, Tu 08:30 AM-10:15 AM.
Textbooks: Calculus, 5th Edition by Hughes-Hallett, et al., 31L-32L Coursepack, 2009-2010 ed. (aka the Lab Manual)
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Instructor: Prakash (Kash) Balachandran.
Office: MCS 230.
Office Phone: 617-353-9543.
Email: prakashb@math.duke.edu
Office Hours: 4:30pm-6:00pm Mondays and Fridays.
Teaching Fellow: Xinyi Deng.
Office: MCS 256.
Office Phone: 617-353-5287.
E-mail: xinyi@bu.edu
Office Hours: 11:00am-12:00pm Mondays and Wednesdays.
Lecture: CAS 224, MWF 2:00pm-3:00pm.
Textbooks: Introductory Applied Biostatistics for Boston University, Volume I by R.B.D. D’Agostino, L.M. Sullivan, A.S. Beiser.
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