SPP 1033: Interagierende stochastische Systeme von hoher Komplexität

本课程由概率论的不同部分组成，涉及高复杂性大型相互作用随机系统的建模和理论研究。统计物理的思想和无限维随机分析是相互联系的。近年来，这两个领域之间新的重要关系的出现越来越明显。新的应用表明，两种数学文化的结合是必要的。在统计力学和量子场论的随机动力学中，在随机算法的分析中，在金融随机中的调查衍生品中，以及在群体遗传中测量值过程的应用中，都可以找到例子。

This program consists of different parts of Probability Theory dealing with the modellisation and theoretical investigation of large interacting stochastic systems with high complexity. Ideas of Statistical Physics and infinite dimensional stochastic analysisare related to each others. Recently the emergence of new important relations between the two fields have become more and more apparent.New applications show that a combination of both mathematical culture is necessary. Examples can be found in the random dynamic in the setting of statistical mechanics and quantum field theory, in the analysis of stochastic algorithms and in investigation derivatives in the stochastic of finance and in the application of measured valuedprocesses to population genetic.