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Instructors: Dr. rer. nat. Lorenzo Taggi
Event type:
Lecture & Exercise
Org-unit: Dept. 04 - Mathematics
Displayed in timetable as:
Random Walk
Subject:
Crediting for:
Hours per week:
3
Language of instruction:
German and English
Min. | Max. participants:
- | -
Course Contents:
The course is about Random walk on graphs and potential theory. The main goal is to understand how the properties of the random walk (e.g., transience or recurrence, number of visits at one vertex, probability that two random walk intersect, typical distance reached by the walk after n steps, "speed" of the walk) depend on the structure of the underlaying graph. Potential theory develops powerful methods for achieving this goal.
The content of the lectures is based on Chapter 2 of the book by Lyons and Peres, Probability on Trees and Networks. The book can be downloaded here: http://mypage.iu.edu/~rdlyons/prbtree/prbtree.html. We will start following the book from the third or fourth lecture. The first three lectures will be an introduction to random walk.
There will be exercise sessions. Time and date of such sessions have to be fixed. You will receive a paper with exercises. You will have to solve them on your own and hand in the solutions.
There are no fixed office hours. Students who have questions can visit my office at any time. However, if you want you might send me an e-mail and take an appointment.
Change of room: from Lecture 2, we will meet in room S215-301
Literature:
Probability on Trees and Networks, Lyons and Peres.
Free download here: http://mypage.iu.edu/~rdlyons/prbtree/prbtree.html.
Preconditions:
Wahrscheinlichkeitstheorie
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