Miscellaneous Notes

  • A Short Introduction to Concentration Inequalities [pdf]
  • Stochastic Lorenz Systems are Generalized Langevin Systems [pdf]
  • Heavy-Tail Phenomena in Effective Models of Brownian Particle in Active Heat Bath [pdf]
  • A Primer on Multiscale Method for Slow-Fast SDE Systems [pdf]
  • Stochastic Processes: From Classical to Quantum [pdf]

*These notes are work in progress and will be updated from time to time. Please read them at your own risk.