MATH-519 / 5 crédits

Enseignant:

Langue: Anglais

Remark: pas donné en 2023-24

## Summary

This year we will be looking into probabilistic study of some models of mathematical physics.

## Keywords

High-dimensional probability, concentration of measure, Gaussian processes, phase transitions, universality

## Required courses

Mathematics Bachelor's level knowledge of analysis, linear algebra and probability.

## Recommended courses

Knowledge of basic measure theory will simplify your life a lot. Interest in mathematical physics, combinatorics and geometry is of use.

## Important concepts to start the course

Probability space, random variable and random vector, expectation, Gaussian random variables.

## Teaching methods

Lectures, exercise classes. Maybe on some topics we also try a flipped format, where you can give a presentation.

## Assessment methods

Most likely an oral exam, but in case of presentations, these would also count towards the final grade.

## Bibliography

Will be discussed in class

## Notes/Handbook

There might be partial notes, though the book is excellent.

## Dans les plans d'études

• Semestre: Printemps
• Forme de l'examen: Oral (session d'été)
• Matière examinée: Topics in probability
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines
• Semestre: Printemps
• Forme de l'examen: Oral (session d'été)
• Matière examinée: Topics in probability
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines
• Semestre: Printemps
• Forme de l'examen: Oral (session d'été)
• Matière examinée: Topics in probability
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines
• Semestre: Printemps
• Forme de l'examen: Oral (session d'été)
• Matière examinée: Topics in probability
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines
• Semestre: Printemps
• Forme de l'examen: Oral (session d'été)
• Matière examinée: Topics in probability
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines
• Semestre: Printemps
• Forme de l'examen: Oral (session d'été)
• Matière examinée: Topics in probability
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines

## Semaine de référence

 Lu Ma Me Je Ve 8-9 9-10 10-11 11-12 12-13 13-14 14-15 15-16 16-17 17-18 18-19 19-20 20-21 21-22

## Cours connexes

Résultats de graphsearch.epfl.ch.