Categories
Blog Stats
 215,269 hits
Blogroll
 Almost sure
 American Mathematical Society
 Arxiv
 Cedric Villani
 Chorasimilarity
 Disquisitiones Mathematicae
 Encyclopedia of mathematics
 European mathematical society
 Images des mathematiques
 Journey Into Randomness
 Libres pensees d'un mathematicien ordinaire
 Mathematics and methemed antics
 MathOverflow
 Societe mathematique de France
 Terence Tao's blog
 That's mathematics
 The probability web
 Tim Gowers
 Wikipedia

Recent Posts
Meta
Author Archives: Fabrice Baudoin
MA5311. Take home exam
Exercise 1. Solve Exercise 44 in Chapter 1 of the book. Exercise 2. Solve Exercise 3 in Chapter 1 of the book. Exercise 3. Solve Exercise 39 in Chapter 1 of the book. Exercise 4. The heat kernel on is given by . By … Continue reading
Posted in Uncategorized
Leave a comment
MA5161. Take home exam
Exercise 1. The Hermite polynomial of order is defined as Compute . Show that if is a Brownian motion, then the process is a martingale. Show that Exercise 2. (Probabilistic proof of Liouville theorem) By using martingale methods, prove that if … Continue reading
Posted in Uncategorized
Leave a comment
MA5311. HW due April 7
Solve Exercises 10,14,15,16,18,19 in Chapter 1 of the book “The Laplacian on a Riemannian manifold”.
Posted in Differential Topology
Leave a comment
MA5311. Take home exam due 03/20
Solve Problems 1,2,8,9,10,11 in Milnor’s book. (Extra credit for problem 6)
Posted in Uncategorized
Leave a comment
MA5161. Take home exam. Due 03/20
Exercise 1. Let . Let be a continuous Gaussian process such that for , Show that for every , there is a positive random variable such that , for every and such that for every , \textbf{Hint:} You may use … Continue reading
Posted in Uncategorized
Leave a comment
MA5311. Non orientable manifolds
Here are some videos to visualize non orientability.
Posted in Uncategorized
Leave a comment
HW4 MA5161. Due February 24
Exercise. Let be a filtered probability space that satisfies the usual conditions. We denote and for , is the restriction of to . Let be a probability measure on such that for every , Show that there exists a right continuous … Continue reading
Posted in Uncategorized
Leave a comment