Graduate Seminar on Probability Theory, WS 2009/2010
|Time, room||Thursday, 14-16, LWK 1.008|
|Start||First week of the semester|
|Supervision||Patrik Ferrari (LWK 347)|
Seminar on Interacting particle systems
The main part will be based on T. Liggett's book Interacting Particle Systems:
• Chapter 1.1,1.2: Markov processes, their semigroups and generators
• Chapter 1.3: Construction of generators for particle systems
• Chapter 1.4: Applications of the construction
• Chapter 2.1,2.2: Coupling, monotonicity and positive correlations
• Chapter 2.3,2.5: Duality and reversibility
• Chapter 3: Applications of couplings and duality to spin systems
Depending on the numbers of participants one might also use the Lecture notes on probability theory, Springer Lecture Notes in Mathematics 1608 by R. Durrett.
For an example of interacting particle systems, see this Animation.