Milestone map
Milestone map
2 milestones
Do the problem sets and write them up
7–14 weeks (10–12 hrs/week)
Take Theory of Probability for free and do the problem sets on measure, integration, independence, laws of large numbers, the central limit theorem and martingales. Write every solution up in LaTeX and keep the source and the PDF in one public repo as you go.
Proof required
Link your public repo with the LaTeX source and the PDF of the problem sets on measure, integration, independence, laws of large numbers, the central limit theorem and martingales, and show your self-check (Self-check without an answer key).
What gets checked
- Every proof is complete and correct.
- Each limit theorem used has its conditions checked.
- Examples are checked by simulation where they can be.
Common mistakes
- Copying posted solutions: verifiers read the reasoning and the history.
- A proof that skips the hard step.
- Asking for review before the self-check.
Powstik Guide
A public repo with your LaTeX write-ups of the problem sets on measure, integration, independence, laws of large numbers, the central limit theorem and martingales.
Steps
- Make a public repo for this course.
- Do one problem set at a time; typeset it in LaTeX and commit.
- Self-check: The course has no answer key. For each problem, name the definition or theorem every step uses; a step you cannot name is a gap. Then swap write-ups with a study partner before you ask for review.
- Fix what the self-check shows, and say what you fixed.
- Ask three people who know the topic to check it.
Template
README Course: Theory of Probability (MIT OpenCourseWare) What is here (problem sets, PDF): Self-check result: The hardest proof and why:
What gets sent back
- Answers with no reasoning.
- Photos of handwriting instead of typeset work.
- Self-check not shown.
Resources
Foundationstart here
Depthgo deeper
What a verifier looks for
- Every proof is complete and correct.
- Each limit theorem used has its conditions checked.
- Examples are checked by simulation where they can be.
- Pick two proofs and check every step: each argument must be correct and complete, not just present.
- Ask about one step; the answer should be clear.
You'll sign in first, then come straight back here.
Prove a limit theorem and watch it work
1–3 weeks (5–8 hrs/week)
Use what you learned. Make an expository write-up that proves the strong law of large numbers (fourth-moment version) and shows it with simulations, including a case where a condition fails. Typeset it in LaTeX (or a notebook with LaTeX maths) in your public repo.
Proof required
Link an expository write-up that proves the strong law of large numbers (fourth-moment version) and shows it with simulations, including a case where a condition fails, in your public repo.
What gets checked
- The proof is complete.
- The failing case really breaks the condition.
- Simulations match the theorem.
Common mistakes
- A gap in the main argument.
- A result stated but not proved.
Powstik Guide
An expository write-up that proves the strong law of large numbers (fourth-moment version) and shows it with simulations, including a case where a condition fails.
Steps
- Write one line: what you will prove or show.
- Draft it, then read it cold the next day.
- Ask someone to read it and mark the first step they doubt.
- Fix it and typeset the final version.
- Ask three people to check it.
Template
Title: What this shows: Main result (statement): Proof: What I would look at next:
What gets sent back
- A main step left unproved.
- Not clearly the person's own work.
- Claims more than it proves.
Resources
Foundationstart here
Depthgo deeper
What a verifier looks for
- The proof is complete.
- The failing case really breaks the condition.
- Simulations match the theorem.
- Every argument must be correct and complete; mark the first gap you find.
- Check that the work is the person's own.
You'll sign in first, then come straight back here.