| S2F2 | Hauptseminar Stochastische Prozesse und Stochastische Analysis - Wahrscheinlichkeit auf Bäumen und Netzwerken | Patrick Ferrari
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| 20182 611102012 Hauptseminar SWS |
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| Do 14-16 | N 0.008 - Neubau, Endenicher Allee 60
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| Link to Basis |
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| S4F1 | Graduate Seminar on Probability Theory: Probability in high dimensions | Anton Bovier
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| 20182 611501022 Hauptseminar SWS |
| Termine: |
| Di 16-18 | SemR 0.011, Endenicher Allee 60
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| Kommentar: |
The topic of the seminar will be "Probability in high dimensions". A first meeting to distribute the talks will take place on Friday, July 13, 14h c.t. in room 4.050. More information can be found on the webpage https://wt.iam.uni-bonn.de/bovier/teaching/graduate-seminar-ws-201819/
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| Literatur: |
Ramon van Haendel, Probability in high dimensions, Lecture Notes.
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| Anforderungen: |
Good knowledge of probability theory at least on the level of the course "Stochastic processes".
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| Link to Basis |
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| S4F2 | Graduate Seminar on Stochastic Analysis - Mean-field models | Andreas Eberle
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| 20182 611501024 Hauptseminar SWS |
| Termine: |
| Di 14-16 | SemR 1.007, Endenicher Allee 60
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| Link to Basis |
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| S4F3 | Graduate Seminar on Applied Probability - Random Matrices, Spin Glasses and Deep Learning | Torben Krüger
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| 20182 611503023 Hauptseminar SWS |
| Termine: |
| Fr 12-14 | N 0.007 - Neubau, Endenicher Allee 60
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| Link to Basis |
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| S5G1 | Master´s Thesis Seminar |
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| 20182 611500101 Seminar für Examenskandidaten SWS |
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| - | - | woech appointments with examiners according to prior agreement
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| Do 14-16 | SemR 0.011, Endenicher Allee 60
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| Link to Basis |
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| V2F1/MB10 | Einführung in die Wahrscheinlichkeitstheorie | Patrick Ferrari
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| 20182 611100701 Vorlesung SWS |
| Termine: |
| Di 08-10 | Kleiner Hörsaal, Wegelerstr. 10
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| Fr 10-12 | Kleiner Hörsaal, Wegelerstr. 10
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| Link to Basis |
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| V2F1/MB10 | Übungen zu Einführung in die Wahrscheinlichkeitstheorie | Patrick Ferrari
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| 20182 611300701 Übung SWS |
| Termine: |
| Mo 08-10 | SemR 0.011, Endenicher Allee 60
| Gruppe 1
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| Do 08-10 | SemR 0.011, Endenicher Allee 60
| Gruppe 5
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| Mo 10-12 | SemR 0.011, Endenicher Allee 60
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| Do 12-14 | SemR 0.011, Endenicher Allee 60
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| Mo 14-16 | SemR 0.011, Endenicher Allee 60
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| Mo 16-18 | SemR 0.011, Endenicher Allee 60
| Gruppe 4
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| Link to Basis |
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| V3F2/F4F1 | Übungen zu Grundzüge der Stochastischen Analysis / Exercises to Foundations of Stochastic Analysis | Andreas Eberle
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| 20182 611300704 Übung SWS |
| Termine: |
| Mo 08-10 | SemR 0.006, Endenicher Allee 60
| Gruppe 1
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| Mi 10-12 | SemR 0.006, Endenicher Allee 60
| Gruppe 3
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| Mo 10-12 | SemR 0.006, Endenicher Allee 60
| Gruppe 2
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| Do 12-14 | SemR 0.006, Endenicher Allee 60
| Gruppe 4
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| Link to Basis |
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| V3F2/F4F1 | Grundzüge der Stochastischen Analysis / Introduction to Stochastic Analysis | Andreas Eberle
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| 20182 611100704 Vorlesung SWS |
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| Link to Basis |
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| V4F2 | Markov Processes | Anton Bovier
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| 20182 611500702 Vorlesung SWS |
| Termine: |
| Di 12-14 | Kleiner Hörsaal, Wegelerstr. 10
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| Do 12-14 | Kleiner Hörsaal, Wegelerstr. 10
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| Link to Basis |
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| V4F2 | Exercises to Markov Processes | Anton Bovier
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| 20182 611700702 Übung SWS |
| Termine: |
| Mi 08-10 | N 0.008 - Neubau, Endenicher Allee 60
| Gruppe 1
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| Mi 16-18 | N 0.008 - Neubau, Endenicher Allee 60
| Gruppe 2
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| Link to Basis |
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| V5F1 | Advanced Topics in Probability Theory - Integrable Probability |
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| 20182 611500703 Vorlesung SWS |
| Termine: |
| Mi 12-14 | N 0.008 - Neubau, Endenicher Allee 60
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| Fr 14-16 | N 0.003 - Neubau, Endenicher Allee 60
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| Link to Basis |
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| V5F3 | Advanced Topics in Stochastic Analysis - Functional inequalities and stochastic analysis on manifolds | Kazumasa Kuwada
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| 20182 611500708 Vorlesung SWS |
| Termine: |
| - | - | Mo woech Uhrzeit wird noch entschieden
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| Do 14-16 | SemR 0.006, Endenicher Allee 60
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| Kommentar: |
Content:
In this course, we will study functional inequalities in connection with stochastic analysis on smooth Riemannian manifolds. Concrete topics include (some of) the following:
- Constructions of stochastic processes on a differentiable manifold (stochastic differential equation, Dirichlet form etc.). It also serves ways to study stochastic processes
- Stochastic analysis of Brownian motion or diffusion processes on Riemannian manifold and its connection with curvature of the space.
It includes applications of coupling methods in stochastic differential geometry.
- Functional inequalities involving a diffusion semigroup or its invariant measure (Harnack Type inequalities, Poincare type inequalities, log-Sobolev type inequalities etc.)
Most of these topics come from ”Functional inequalities, Markov semigroups and spectral theory” and ”Analysis for diffusion processes on Riemannian manifolds”
by F.-Y. Wang, and ”Analysis and geometry of Markov diffusion operators” by D. Bakry, I. Gentil and M. Ledoux (and references therein).
Students are expected to be familiar with basic stochastic analysis on Euclidean spaces (e.g. continuous-time martingales, Euclidean Brownian motion, It^o formula, stochastic differential equation).
Some notions in Riemannian geometry and functional analysis as well as their basic properties will be introduced briefly when we require them.
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| Link to Basis |
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