Graduate seminar WS 2018/19:
Probability in high dimensions
Time and place: Tuesdays, 16h ct in Room 0.011
There are a lot of random structures that live in very high dimensions. Random matrices, high-dimensional Gaussian fields, spin glasses, etc. There are of number of interesting and surprising phenomena that take place in such systems, first and foremost the "concentration of measure" phenomenon. In the seminar, we will learn about a number of tools that can be used to analyse such systems.
Literature: The seminar will be based on the lecture notes of the same title by Ramon van Handel. They are very well written and the introduction gives a good overview over the topic.
Registration is closed.