In recent years I have written many small notes to keep a record for myself and
to keep track of some things that interest me:
Sometimes they are expanded versions of handouts written for courses I have taught.
Sometimes they are first drafts of material intended for a book (such as Pttm).
More often they are summaries, with comments and conjectures and complaints, of
ideas I have found in various books and papers that I have been studying.
Some notes are just wrong or incomplete. Sometimes I got distracted and
forgot to include bits and pieces scribbled on sheets of paper. The notes are not complete papers. Caveat lector.
Please let me know if any links are broken---I often change the name of my files in an effort to
remember their true purpose.
If you find any of these notes useful and decide to borrow some of the ideas
it would be nice if you acknowledged the source.
A rearrangement of Talagrand's construction of
approximating sets for a gaussian process indexed by an
ellipse. Might be included in Pttm chapter Majorizing.
An expanded version of Appendix A from my UGMTP book. It
provides a self-contained account of the inner measure
approach to the construction of measures. Some Sections
are currently just placeholders for material that I
intend to add someday.
Notes made for discussion with Sekhar and Tim regarding
multivariate extensions of Stein's method for
establishing normal approximations. Mostly rearrangements
and simplifications of matrerial from Stein's 1986
lecture notes.