Gaussian processes (Spring 2014)Tue, Thu 2:00-3:30, LH-5 (new wing, second floor, deparment of mathematics)
Description: A course in Gaussian processes. At first we shall study basic facts about Gaussian processes - isoperimetric inequality and concentration, comparison inequalities, boundedness and continuity of Gaussian processes, Gaussian series of functions, etc. Later we specialize to smooth Gaussian processes and their nodal sets , in particular expected length and number of nodal sets, persistence probability and other such results from recent papers of many authors.
Grading: Those who credit the course can get grade A by solving many exercise problems and making a presentation, grade B by failing to do some of these and grade S by doing something more.
Texts and other resources: In no particular order (I may sample material from many places) -
Notes for specific topics: