Probability and Stochastic Analysis - University of Bonn

Teaching

Nrnamelecturer
S2F1Hauptseminar Stochastik Patrick Ferrari
20141   611112011   Hauptseminar    SWS
Termine:
Do 14-16N 0.007 - Neubau, Endenicher Allee 60
S2F1Hauptseminar Stochastik Andreas Eberle
20141   611111011   Hauptseminar    SWS
Termine:
Di 10-12N 0.008 - Neubau, Endenicher Allee 60
S2F1Hauptseminar Stochastik Patrick Ferrari
20141   611112011   Hauptseminar    SWS
Termine:
Do 14-16N 0.007 - Neubau, Endenicher Allee 60
S2F1Hauptseminar Stochastik Andreas Eberle
20141   611111011   Hauptseminar    SWS
Termine:
Di 10-12N 0.008 - Neubau, Endenicher Allee 60
S4F1Graduate Seminar on Probability Theory Vincent Beffara
20141   611501022   Hauptseminar    SWS
Termine:
Mi 16-18SemR 0.003, Endenicher Allee 60
Kommentar:

The seminal will be on non-Markovian random structures, in particular the self-avoiding random walk. For more information see the web page of the seminar.

S4F3Graduate Seminar on Applied Probability - Analysis and probability of Boolean functions Jan Maas
20141   611501023   Hauptseminar    SWS
Termine:
Mo 08-10N 0.007 - Neubau, Endenicher Allee 60
V2F2Einführung in die Statistik Sebastian Andres
20141   611100703   Vorlesung    SWS
Termine:
Mo 12.00-14.00Großer Hörsaal, Wegelerstr. 10
Mi 12.00-14.00Großer Hörsaal, Wegelerstr. 10
V2F2Übungen zu Einführung in die Statistik Sebastian Andres
20141   611300703   Übung    SWS
Termine:
Do 12-14N 0.007 - Neubau, Endenicher Allee 60 Gruppe 2
Mi 16-18N 0.008 - Neubau, Endenicher Allee 60 Gruppe 1
Do 18-20N 0.007 - Neubau, Endenicher Allee 60
V3F1/F4F1Stochastic Processes / Stochastische Prozesse Andreas Eberle
20141   611100702   Vorlesung    SWS
Termine:
Di 08-10Kleiner Hörsaal, Wegelerstr. 10
Fr 10-12Kleiner Hörsaal, Wegelerstr. 10
V3F1/F4F1Exercises to Stochastic Processes / Übungen zu Stochastische Prozesse Andreas Eberle
20141   611300702   Übung    SWS
Termine:
Do 08-10SemR 0.003, Endenicher Allee 60 Gruppe 4
Mi 10-12N 0.008 - Neubau, Endenicher Allee 60 Gruppe 1, nicht am 14.05. und 20.06.
Mi 10-12N 0.003 - Neubau, Endenicher Allee 60 Gruppe 3
Mo 16-18N 0.003 - Neubau, Endenicher Allee 60 Gruppe 2
V4F1Stochastic Analysis Vincent Beffara
20141   611500701   Vorlesung    SWS
Termine:
Di 12-14Kleiner Hörsaal, Wegelerstr. 10
Do 12-14Kleiner Hörsaal, Wegelerstr. 10
V4F1Exercises to Stochastic Analysis Vincent Beffara
20141   611700701   Übung    SWS
Termine:
Do 14-16Zeichensaal, Wegelerstr. 10
V5F1Advanced Topics in Probability Theory Patrick Ferrari
20141   611500703   Vorlesung    SWS
Termine:
Di 10-12SemR 0.007, Endenicher Allee 60
Do 10-12SemR 0.007, Endenicher Allee 60
V5F2Selected Topics in Probability Theory - Gibbs measures and phase transitions Loren Coquille
20141   611500707   Vorlesung    SWS
Termine:
Mi 14-16SemR 0.011, Endenicher Allee 60
Kommentar:

This course will contain several topics of rigorous statistical mechanics. We will give an introduction to the mathematical study of phase transitions in lattice models, with a special emphasis on the concept of Gibbs measure. We plan to discuss the following examples:

  • Ising model (magnetization phase transition)
  • Van der Waals-Maxwell theory of Condensation (liquid-vapor phase transition)
  • The discrete Gaussian Free Field (interface model, study of thermodynamic limit of Gaussian fields)
  • The recommended prerequisites include basic probability theory (law of large numbers, central limit theorem, a little combinatorics, Gaussian vectors, random walks) and basic measure theory. We plan to introduce all the other tools in a self-contained way.

    Literatur:
  • S.Friedli and Y. Velenik, Equilibrium Statistical Mechanics of Classical Lattice Systems: a Conrete Introduction. Project of Book to be downloaded at: www.unige.ch/math/folks/velenik/smbook/index.html