Non-stationary dynamics (Topics in Probability and Statistics, Spring 2024)

Non-stationary dynamics (Topics in Probability and Statistics, Spring 2024)

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  Course_information.pdf Course_information.pdf       1

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Lecture slides

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Lecture slides 2439194  

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  Stat 260 Lecture 1: Introduction and FCLT Stat 260 Lecture 1: Introduction and FCLT       1

      attachment 17009199 0

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  Stat 260 Lecture 2: Ito integrals Stat 260 Lecture 2: Ito integrals       2

      attachment 17019578 0

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  Stat 260 Lecture 3: Autoregressions and Unit Roots Stat 260 Lecture 3: Autoregressions and Unit Roots       3

      attachment 17025980 0

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  Stat 260 Lecture 4: Cointegration I Stat 260 Lecture 4: Cointegration I       4

      attachment 17037119 0

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  Stat 260 Lecture 5: Cointegration II Stat 260 Lecture 5: Cointegration II       5

      attachment 17040703 0

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  Stat 260 Lecture 6: Stochastic Differential Equations Stat 260 Lecture 6: Stochastic Differential Equations       6

      attachment 17044255 0

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  Stat 260 Lecture 7: reflections and TASEP Stat 260 Lecture 7: reflections and TASEP       7

      attachment 17048589 0

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  Stat 260 Lecture 8: Bessel processes and Dyson Brownian Motion Stat 260 Lecture 8: Bessel processes and Dyson Brownian Motion       8

      attachment 17051755 0

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  Stat 260 Lecture 9: Pitman 2M-B and RSK Stat 260 Lecture 9: Pitman 2M-B and RSK       9

      attachment 17054318 0

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  Stat 260 Lecture 10: Multilevel TASEP and relatives Stat 260 Lecture 10: Multilevel TASEP and relatives       10

      attachment 17056606 0

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  Stat 260 Lecture 11: KPZ equation and universality class Stat 260 Lecture 11: KPZ equation and universality class       11

      attachment 17060886 0

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  Stat 260 Lecture 12: PCA and spurious factors Stat 260 Lecture 12: PCA and spurious factors       12

      attachment 17063110 0

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