• Random structures induced by Laplacian determinants (spanning trees, unicycles, abelian sandpiles). See this version delivered in Bielefeld in Fall '18.
• Stochastic differential equations, with a focus on gradient models and Gibbs measures. Oodles of applications to statistical physics (spin systems under Glauber dynamics) and machine learning (stochastic gradient descent). Under development
• Interacting particle systems, coarse-graining lemmas, and the potential analysis thereof. (These are geared toward a specialized audience, probably not suitable for undergraduates.) Always under development in lockstep with my research progress
My Calc III will be run on-line, with both asynchronous (recorded video lectures) and synchronous (problem-solving) components.
My FSEM class will be run in person as much as conditions permit.
Since 2016 (except 2018-19 when I was on leave) I have served as the actuarial exam advisor for Colgate undergrads.
I am also serving as the faculty sponsor for the Colgate Actuarial Society, led by Jonathan Aguilera '21 (jaguilera@).
What is an actuary?
Exam info: Probability & Financial Math.
To take Exam P, you need a solid knowledge of calculus-based probability at the level of MATH 316, which is offered every fall (Fall '16 listing here).
My Exam P impressions + advice (November 2016).
Colgate does not offer a course that prepares for Exam FM, but a study guide (Broverman) is available at the Case-Geyer Library.