Stochastische Prozesse

Vorlesungen: Montag und Mittwoch, 9:15-11:00 in Hörsaal D103

Inhalt: Markovketten in diskrete und stetige Zeit, Poisson-Prozess, Verzweigungsprozesse, Irrfahrten, Erneuerungsprozesse.

Skript: pdf (Version von 4. Februar, letzte 2 Wochen fehlen)

Übungen: nicht obligatorisch aber empfohlen!
Woche 1, Woche 2, Woche 3, Woche 4


Lectures: Tuesday 9:15-11:00 in room S1

Summary: The objective of the course is to gain familiarity with methods of the percolation theory and to learn some of its important results. Among others, we will show FKG and BK inequalities, Theorems of Harris-Kesten, Menshikov, Burton-Keane, and, if time permits, of Smirnov.

Lecture notes: pdf

Seminar on Probability Theory

Lectures: Monday 17:00-18:00 in room D101

The seminar is a combination of research seminar and working group. The working group part of the seminar (for which one can get credit points) will start on October 22. The subject will be announced soon.

Program: see here