Vorlesung + Übung: Advanced Discrete Probability (Fortgeschrittene Themen der diskreten Wahrscheinlichkeitstheorie) - Details

Vorlesung + Übung: Advanced Discrete Probability (Fortgeschrittene Themen der diskreten Wahrscheinlichkeitstheorie) - Details

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Allgemeine Informationen

Veranstaltungsname Vorlesung + Übung: Advanced Discrete Probability (Fortgeschrittene Themen der diskreten Wahrscheinlichkeitstheorie)
Veranstaltungsnummer MTH-2700, MTH-2708
Semester WS 2025/26
Aktuelle Anzahl der Teilnehmenden 9
Heimat-Einrichtung Stochastik und ihre Anwendungen
Veranstaltungstyp Vorlesung + Übung in der Kategorie Lehre
Nächster Termin Dienstag, 09.12.2025 12:15 - 13:45, Ort: (L/1009)
Teilnehmende The course is open to Master students of Mathematics, Wi-Mathe, MRM, Data Science. Perfectly suited for Math + Computer Science track, also interested PhD students are welcome to attend.
Voraussetzungen Probability (e.g. Stochastik I/II) + Linear Algebra.
Lernorganisation Two lectures per week plus exercise session
Leistungsnachweis Oral exam
Veranstaltung findet in Präsenz statt / hat Präsenz-Bestandteile Ja
Hauptunterrichtssprache englisch
Literaturhinweise [LPW] L. Levin, Y. Peres, E. Wilmers: Markov chains and mixing times. Second edition. AMS 2018.
[Gri] G. Grimmett: Probability on graphs. Second edition. Cambridge University Press 2018.
[LP] R. Lyons, Y. Peres: Probability on graphs and networks. Cambridge University Press 2016.
[DC] H. Duminil-Copin: Introduction to percolation theory. Lecture notes 2017.
[HH] M. Heydenreich, R. van der Hofstad: Progress in high-dimensional percolation and random graphs. Springer 2017.
[Hof] R. van der Hofstad: Random graphs and complex networks. Cambridge University Press 2017.
[Gri99] G. Grimmett: Percolation. Second Edition. Springer 1999.
[KP] J. Komjathy and Y. Peres: Topics in Markov chains: Mixing and escape rate.
Proceedings of Symposia in Pure Mathematics, Volume 91. AMS 2016.
[Häg] O. Häggström: Finite Markov Chains and Algorithmic Applicatons, LMS Student Texts 52, Cambridge University Press 2002.
Note: The sources [LPW], [Gri], [LP], [DC], [Hof] are available as linked pdf on author's homepages.
Sonstiges For further information see https://sites.google.com/view/dominik-schmid/advanced-discrete-probability

Räume und Zeiten

(L/1009)
Dienstag: 12:15 - 13:45, wöchentlich (14x)
(L/1007)
Dienstag: 14:00 - 15:30, wöchentlich (15x)
(L/3008)
Donnerstag: 12:15 - 13:45, wöchentlich (15x)

Modulzuordnungen

Kommentar/Beschreibung

We discuss a number of special topics in the theory of discrete probability theory, with a focus on exclusion processes. These are among the most studied examples of interacting particle systems over the last five decades, and play a key role in modern research areas like integrable probability and for the KPZ universality class.

For further information see https://sites.google.com/view/dominik-schmid/advanced-discrete-probability
Simulations for exclusion processes can be found at https://sites.google.com/view/dominik-schmid/simulations/sep-open-boundaries