Joe P. Chen's Teaching Page

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

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)

MATH 214 (Sections A & C): Linear Algebra

MATH 487: Real Analysis II

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.


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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