prob_club_hse

Records of HSE FES Club of Probability Theory meetings.

Here we store lectures and tasks of the Club.

So far there have been following Club's meetings:

1. August 30, 2021 - Introduction to Measure Theory (Alexander Plakhin, Nikolai Averianov)

2. September 9, 2021 - Random Variables & Probability Spaces (Maksim Abrakham, Zhantu Zhumataev)

3. September 25, 2021 - Lebesgue Integral (Alexander Plakhin, Nikolai Averianov)

4. October 9, 2021 - Expectation & Variance (Deyhan Ten, Anton Makarov)

5. December 4, 2021 - Selected Probability Theory Problems

6. January 19, 2022 - 24 Problems on Lévy Processes, Part 1

7. February 15, 2022 - 24 Problems on Lévy Processes, Part 2

8. Febryary 18, 2022 - Convergence of Random Variables (Alexander Plakhin, Nikolai Averianov)

9. June 9, 2022 - Conditional Expectation (Nikita Kiselev)

10. June 25, 2022 - Martingales (Boris Demeshev)

11. July 29, 2022 - Markov Chain Monte Carlo (Nikita Kiselev, Nikolai Averianov)

12. November 25, 2022 - Continuous-time Markov Chains (Alexander Plakhin, Nikita Kiselev)

13. January 15, 2023 - Semimartingales and Girsanov's Theorem (Nikolai Averianov, Nikita Orlov)

14. September 23, 2023 - Intro to Malliavin calculus (Anton Makarov, Maksim Abraham)

15. November 11, 2023 - Neural Processes (Alexander Plakhin, Nikolai Averianov)

16. June, 2, 2024 - Partial Differential Equations from Probabilistic Perspective (Sergei Tikhonov)

Founders of the Club:

Nikolai Averianov (GitHub, Telegram)
Alexander Plakhin (GitHub, Telegram)

Current Heads:

Nikita Kiselev (GitHub, Telegram)
Alexander Plakhin (GitHub, Telegram)