The presentation I wrote for this video is available through my webpage at math.la.asu.edu/~lanchier/files/chapter-01.pdf. This video is part of the playlist th-cam.com/play/PLV3oHJg9b1NTq__sC8VTReaDs-1nWFx9z.html that covers my book Stochastic Modeling (Springer).
Former student here. Thank you very much for making these videos. The diagrams of how different concepts feed into eachother helps so much for remembering the details of this subject. Probability is my favorite subject so I’m looking forward to reviewing this material and following along with these lectures! Best!
THANK YOU Pr. Lanchier for this latest set of videos. I've learned so much from your prior set of whiteboard videos, and really look forward to brushing up on these topics in this latest release.
Hi professor Lanchier I hope you are doing well, this is the greatest channel I have ever come across and your explanation on the stuff are awesome. If you could make the other videos with subtitles too I think all the viewers would really appreciate, and thank you for the effort that you put in to make these videos. I am going to share this channel to all my friends. Wish you all the best
Thank you for your comment. I am glad you like my channel. I understand that the lack of subtitles is the main shortcoming of those videos. I tried to use subtitles auto-generated by various AIs but they are extremely inaccurate (because of my accent but also because AIs do not understand math expressions), and more misleading than helpful. I am glad to hear that the subtitles in this particular video are helpful. That's because I typed them myself, but it takes me about 10-12 hours to type the subtitles per hour of video, which is very time consuming, and of course I am a math professor at Arizona State University (not a TH-camr) busy writing research papers and books, supervising PhD students, teaching courses, etc. so I just don't have enough time to write subtitles for all my videos. But I am going to write manually the subtitles for the next 8 videos (that will cover chapters 3-10 of my textbook) and I can also write the subtitles for 5-6 videos at the undergrad level that cover the theory (combinatorial analysis, conditional probability, random variables, etc.). Not surprisingly, the videos that cover the theory (as opposed to the ones that focus on a particular exercise) are by far the most popular so I will focus on those ones to write subtitles. Thanks again for your comment. Take care.
Glad you found my video. One of the best, yet not too complicated, reference in measure theory is the first Chapter of Real and Complex Analysis by Walter Rudin.
Thanks! I prepared 10 presentations like this one (limit theorems, stochastic processes, martingales, Markov chains, etc.) to teach the qualifying course in probability and stochatic processes at ASU so there should be 9 videos like this one following. But it's going to take some time ...
Amazing thanks for sharing, I will be taking class FE610 Stochastic at Stevens Institute in Autumn semester, part of my Msc FInancial Engineering. I am currently prepping up as it is the toughest class on the program
Thank you for your comment and good luck for your coming stochastic class. If this can help, have in mind that I have many more shorter videos (more than 250) covering all my textbook. I recorded these videos quickly on a small white board during Covid to teach remotely so the quality is not nearly as good as this last video. But these videos cover important topics like limit theorems, discrete-time Markov chains, etc. that might appear in the class you are going to take. Good luck!
Good question! Originally, I had 18 sections corresponding to 18 playlists. Playlists 1-6 cover undergrad level probability, while playlists 7-18 cover my first book = grad level probability. More recently, I added a playlist that has currently 7 videos (but more to come). This new playlist and the older playlists 7-18 cover similar material with a few exceptions: playlists 7-18 cover in addition some practice problems, while the most recent playlist goes a little bit deeper in the theory. The main difference is not really is what they cover but more in the design. I recorded the playlists 7-18 (but also 1-6) quickly during Covid on a small white board for my students at that time. Now that Covid is over and I don't have to run anymore, I am redoing the essential of the theory (and in fact a little bit more) but using much more technology: instead of writing on this small white board, I wrote those nice Beamer presentations with pictures and simulations on a big TV screen, instead of a bunch of small videos, now that devices can store more info I can do those long videos, one long coherent video per chapter instead of a bunch of small ones, and I also spent some time writing the subtitles for the more recent videos. In short, the new stuff covers more or less the same math as the old stuff but using a nicer technology. I hope this answers your question.
@@theprobabilitychannel-prof8089 This certainly answers my question, thank you for the very fast and detailed response! I hope more people view your videos, there's a lot to appreciate about the way you teach and the effort you put in.
@@Top_Maths Thanks. I am trying to use TH-cam to make higher education free (at least in the topic I know) like it is in France 🙂Students should not have to pay thousands of dollars to have access to what mathematicians across the world built together centuries/decades ago.
@@theprobabilitychannel-prof8089 You're doing a great job. I just finished your intro probability theory lectures 01-06 to review, and they were excellent.
I try to make my lectures/videos self-contained so with your knowledge of undergrad probability you should be fine if you watch the videos in the order since most of the videos in this playlist rely in part on things I proved in the previous videos. I use measure theory (in particular the monotone and dominated convergence theorems) a lot and some combinatorics but I state and even prove all that in the first video. I also use some real/complex analysis and basic topology here and there but I clearly state the properties I am using (without proof though). In the last video about discrete-time Markov chains (and what will be video 10 of the playlist about continuous-time Markov chains), one more thing that appears is linear algebra and you need to know basic things like matrix, eigenvalue, eigenvector.
I am glad the subtitles help. I type them manually (text but also timings), which takes a while, but at least I can review what I said exactly, and I noticed that sometimes I make small mistakes, one word instead of another one or one letter instead of another one, like random variable X instead of random variable Y. I corrected all that in the subtitles. The subtitles do not show what I said, but what I should have said.
The presentation I wrote for this video is available through my webpage at math.la.asu.edu/~lanchier/files/chapter-01.pdf.
This video is part of the playlist th-cam.com/play/PLV3oHJg9b1NTq__sC8VTReaDs-1nWFx9z.html that covers my book Stochastic Modeling (Springer).
Former student here. Thank you very much for making these videos. The diagrams of how different concepts feed into eachother helps so much for remembering the details of this subject. Probability is my favorite subject so I’m looking forward to reviewing this material and following along with these lectures! Best!
Great. Thanks!
THANK YOU Pr. Lanchier for this latest set of videos. I've learned so much from your prior set of whiteboard videos, and really look forward to brushing up on these topics in this latest release.
You're welcome.
Great stuff, thank you for sharing it with the world! Merci a vous , Prof. Lanchier
Merci. Bon courage pour tes etudes ou recherches.
Hi professor Lanchier I hope you are doing well, this is the greatest channel I have ever come across and your explanation on the stuff are awesome. If you could make the other videos with subtitles too I think all the viewers would really appreciate, and thank you for the effort that you put in to make these videos. I am going to share this channel to all my friends. Wish you all the best
Thank you for your comment. I am glad you like my channel. I understand that the lack of subtitles is the main shortcoming of those videos. I tried to use subtitles auto-generated by various AIs but they are extremely inaccurate (because of my accent but also because AIs do not understand math expressions), and more misleading than helpful. I am glad to hear that the subtitles in this particular video are helpful. That's because I typed them myself, but it takes me about 10-12 hours to type the subtitles per hour of video, which is very time consuming, and of course I am a math professor at Arizona State University (not a TH-camr) busy writing research papers and books, supervising PhD students, teaching courses, etc. so I just don't have enough time to write subtitles for all my videos. But I am going to write manually the subtitles for the next 8 videos (that will cover chapters 3-10 of my textbook) and I can also write the subtitles for 5-6 videos at the undergrad level that cover the theory (combinatorial analysis, conditional probability, random variables, etc.). Not surprisingly, the videos that cover the theory (as opposed to the ones that focus on a particular exercise) are by far the most popular so I will focus on those ones to write subtitles. Thanks again for your comment. Take care.
Thanks for the video.I've been searching videos which can explain measure theory for a year.
Glad you found my video. One of the best, yet not too complicated, reference in measure theory is the first Chapter of Real and Complex Analysis by Walter Rudin.
Thanks a million... I bought your book! I hope you make videos on stochastic differential equations
👍
Absolutely amazing thank you for teaching me this
Thanks Jacob = Angelina's friend!
amazing! great lecture
Thanks! I prepared 10 presentations like this one (limit theorems, stochastic processes, martingales, Markov chains, etc.) to teach the qualifying course in probability and stochatic processes at ASU so there should be 9 videos like this one following. But it's going to take some time ...
Amazing thanks for sharing, I will be taking class FE610 Stochastic at Stevens Institute in Autumn semester, part of my Msc FInancial Engineering. I am currently prepping up as it is the toughest class on the program
Thank you for your comment and good luck for your coming stochastic class. If this can help, have in mind that I have many more shorter videos (more than 250) covering all my textbook. I recorded these videos quickly on a small white board during Covid to teach remotely so the quality is not nearly as good as this last video. But these videos cover important topics like limit theorems, discrete-time Markov chains, etc. that might appear in the class you are going to take. Good luck!
@@theprobabilitychannel-prof8089 These videos are awesome thank you again for sharing.
@@random1-c4y You are welcome.
What is the difference between this playlist and your playlist for probability theory, specifically 07-18?
Good question! Originally, I had 18 sections corresponding to 18 playlists. Playlists 1-6 cover undergrad level probability, while playlists 7-18 cover my first book = grad level probability. More recently, I added a playlist that has currently 7 videos (but more to come). This new playlist and the older playlists 7-18 cover similar material with a few exceptions: playlists 7-18 cover in addition some practice problems, while the most recent playlist goes a little bit deeper in the theory. The main difference is not really is what they cover but more in the design. I recorded the playlists 7-18 (but also 1-6) quickly during Covid on a small white board for my students at that time. Now that Covid is over and I don't have to run anymore, I am redoing the essential of the theory (and in fact a little bit more) but using much more technology: instead of writing on this small white board, I wrote those nice Beamer presentations with pictures and simulations on a big TV screen, instead of a bunch of small videos, now that devices can store more info I can do those long videos, one long coherent video per chapter instead of a bunch of small ones, and I also spent some time writing the subtitles for the more recent videos. In short, the new stuff covers more or less the same math as the old stuff but using a nicer technology. I hope this answers your question.
@@theprobabilitychannel-prof8089 This certainly answers my question, thank you for the very fast and detailed response! I hope more people view your videos, there's a lot to appreciate about the way you teach and the effort you put in.
@@Top_Maths Thanks. I am trying to use TH-cam to make higher education free (at least in the topic I know) like it is in France 🙂Students should not have to pay thousands of dollars to have access to what mathematicians across the world built together centuries/decades ago.
@@theprobabilitychannel-prof8089 You're doing a great job. I just finished your intro probability theory lectures 01-06 to review, and they were excellent.
@@Top_Maths Thanks! 👍
hi great videos what would you say the prereqs are to follow along the whole sequence. I have taken undergrad level probability.
I try to make my lectures/videos self-contained so with your knowledge of undergrad probability you should be fine if you watch the videos in the order since most of the videos in this playlist rely in part on things I proved in the previous videos. I use measure theory (in particular the monotone and dominated convergence theorems) a lot and some combinatorics but I state and even prove all that in the first video. I also use some real/complex analysis and basic topology here and there but I clearly state the properties I am using (without proof though). In the last video about discrete-time Markov chains (and what will be video 10 of the playlist about continuous-time Markov chains), one more thing that appears is linear algebra and you need to know basic things like matrix, eigenvalue, eigenvector.
Thanks
👍
whoa!! this taught me so much❤! i absolutely love your accent. are you french😊?
Thanks Destiny = Angelina's friend!
0:15 0:17
thank you so much , with the subtitle i can learn the stochastic easily
I am glad the subtitles help. I type them manually (text but also timings), which takes a while, but at least I can review what I said exactly, and I noticed that sometimes I make small mistakes, one word instead of another one or one letter instead of another one, like random variable X instead of random variable Y. I corrected all that in the subtitles. The subtitles do not show what I said, but what I should have said.