##### October 2019: My boardwork on the Poisson limit theorem, as delivered in Colgate MATH 316.

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I have taught a wide variety of courses in real and complex analysis; probability and stochastic processes; and linear algebra and spectral theory.

I also can teach courses on ordinary/partial differential equations (though have not had the chance to do so in recent years).

Some research-related themes on which I can give a pedagogical minicourse include:
• **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*

## Teaching (Spring '24)

Information is posted on the Colgate Moodle for registered students.

## Actuarial advising

From 2016 through 2022---with the exception of 2018-19---I served as the **actuarial exam advisor** for Colgate undergrads.

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.

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.

## Resources

**For students:** Requesting a recommendation letter

LaTeX template for department letter based on 2018 Colgate visual identities (zipped file)

L-shaped membranes and the MATLAB Logo: Read about it from the originator, Cleve Moler, in this 4-part blog post.
Part 1,
Part 2,
Part 3,
Part 4.

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