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Probability reading group

The probability reading group provides a chance to learn about an area of probability at a post-graduate level, and will also let participants practice presenting maths to a small audience. More detailed information will appear here soon!


For further information please contact paw at warwick dot ac dot uk.

Current topic


Topics previously covered

Spring 2018 (Wednesdays 11-12 in room C1.06) -- Random processes with reinforcement

Some references:
A survey of random processes with reinforcement (Robin Pemantle) : https://arxiv.org/pdf/math/0610076.pdf
Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model (Christophe Sabot and Pierre Tarres) : https://arxiv.org/pdf/1111.3991.pdf

Fall 2017 (Mondays 15-16 in room C0.08) -- First-passage percolation

Main reference:
50 years of first passage percolation (Antonio Auffinger, Michael Damron, Jack Hanson) : https://arxiv.org/abs/1511.03262

Spring 2017 (Thursdays 12-1 pm in room B3.01) -- Random Maps.
Main reference:
Aspects of Random Maps (Grégory Miermont). Preprint on the webpage of the author:
http://perso.ens-lyon.fr/gregory.miermont/coursSaint-Flour.pdf

Fall 2016 (Thursdays 10-11 in room B1.01) -- Random Interlacements.
Main references:

Spring 2016 - The Loop-Soup Model
Main reference:
Loop Measures and the Gaussian Free Field. G. F. Lawler and J. Perlman.
 
Autumn 2015 - Percolation and Unimodularity.
Main reference:
Percolation on Trees and Networks. R. Lyons and Y. Peres.

Spring and Summer 2014 - Random walks
Main references:
Principles of Random Walk. F. Spitzer.
Random walks on graphs. M. T. Barlow.
Markov chains and mixing times. D. A. Levin, Y. Peres, E. L. Wilmer.

Spring 2013 - Gaussian Processes and local times
Main reference:

Autumn 2012 - Gaussian processess

Main reference:
Gaussian processes.
T. Hida, M. Hitsuda.

Autumn 2011 and Spring 2012 - Probability on graphs

Main reference:
Probability on graphs. G. R. Grimmett.

Summer 2011 - Local times

Main reference:
Continuous martingales and Brownian motion. D. Revuz, M. Yor.

Autumn 2010 and Spring 2011 - Lévy processes
Main references:
Lévy processes. J. Bertoin.
Questions from our sessions appear here: Sheet 1, Sheet 2, Sheet 3.

Autumn 2009 and Spring 2010 - Fluctuation theory for Lévy processes

Summer 2009 - Optimal stopping
Main reference:
Autumn 2008 and Spring 2009 - Large deviations
Main references:
Large deviations. F. den Hollander.
Large deviations. J.-D. Deuschel, D. W. Stroock
 
Spring 2008 - Analytic inequalities and random walks on graphs
Main references:
 
Autumn 2007 - Fragmentation and coagulation.
 
Summer 2007 - Random walks in a random environment.
Main reference:

Spring 2007 - Schramm-Loewner evolution.
Main references:
 
Autumn 2006 - The concentration of measure phenomenon.
Main reference:
The concentration of measure phenomenon. M. Ledoux.