| Meetings: TR 9:30-10:45 |
| Instructor: Timo Seppäläinen |
| Office: 419 Van Vleck |
| Telephone: 263-2812 |
| E-mail: seppalai at math dot wisc dot edu |
The topic for Fall 2008 is interacting particle systems.
Interacting particle systems is an area of probability theory that studies stochastic models of systems with interaction among a large number of components. A simple example is the exclusion process which models a collection of random walkers who influence each others' moves. The fundamental question for all interacting models is to understand how the local rules of interaction influence long time and large scale behavior.
In the course we address some basic questions using exclusion processes as central examples. Interacting particle systems are Markov processes so along the way we will cover some basics of Markov processes. As the time approaches the topics will be narrowed down further.
For an idea of the subject you can browse lecture notes from Fall 2002 available on the instructor's homepage. The plan is to continue expanding these earlier notes in conjunction with this course.
Apart from lecture notes there will be no textbook, but here is a selection of books related to the course:
Prerequisites. Some knowledge of measure-theoretic probability theory is needed but not much. The instructor will attempt to make the course work for all interested. Questions are welcome.