Probability theory and stochastic processes for physicists (T) - Probability
| Course | Probability theory and stochastic processes for physicists (T) |
|---|---|
| Course No. | Probability |
| Category | Type | Language | Teaching hours | CP | Semester |
|---|---|---|---|---|---|
| Elective | Lecture | English | 3 | 4 | WT |
Preparation: Statistical mechanics on the bachelor level
Form of Testing and Examination: Oral examination or term paper
Length of Course: 1 semester
Aims of the Course: Acquaintance with probabilistic concepts and stochastic methods commonly used in the theory of disordered systems and nonequilibrium phenomena, as well as in interdisciplinary applications of statistical physics.
Contents of the Course:
Limit laws and extremal statistics
Point processes
Markov chains and birth-death processes
Stochastic differential equations and path integrals
Large deviations and rare events
Recommended Literature:
D. Sornette: Critical Phenomena in Natural Sciences (Springer, 2004)
N.G.Van Kampen: Stochastic Processes in Physics and Chemistry (Elsevier, 1992)