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Interacting Particle Systems

LocationVrije Universiteit
Weeks37 - 51
LectureTuesday, 10:15 - 13:00
Provider Stochastics (Star)
LinksCourse page (requires login)


[Fall 2020]


Elementary probability (as in e.g. the first chapter of Grimmett and Welsh). Basic abstract analysis and measure theoretic probability (as given e.g. in the mastermath course ``measure theoretic probability’’).

Content of the course
This course provides and introduction to the theory of interacting particle systems, a class of interacting Markov processes used to model many real-world phenomena such as the spread of an infection (contact process), the evolution of opinions in a population (voter model), transport phenomena, and (non)-equilibrium statistical physics.
The course treats the following basic techniques

1. Learn the basic techniques of interacting particle systems and Markov process theory.
2. Being able to apply these techniques in the exclusion process and related models.
3. Being able to read a research paper with up to date techniques in this area and give a presentation about it.

Lecturer and Educational method

Instructor: Luca Avena (MI,Leiden)

The plan is to offer two hours of lecture per week, and two hours of time to start reading the project paper (in the beginning we might start with two week of 4 hours lecture, so that the acquired basic techniques are sufficient to start reading).

Since the course will be online, the lectures will be based on a mixture between recorded lectures prepared by Frank Redig in 2018 for the same mastermath course and lectures in streaming by Luca Avena.