Spring 2011, 4th reading period

(approx. March 21st-May 20)

We will meet Tuesdays and Thursdays 13:15-15:00 in MVL15.

First class is March 22nd.

No classes April 5 and 7.

Assignment 1

Assignment 2

Assignment 3

Give an introduction to the subject of Interacting particle systems,

an exciting and active area in probability theory.

This course is intended for graduate students in mathematics and mathematical statistics.

Faculty are also of course very welcome.

This course will give an introduction to the area of interacting

particle systems (IPS) by studying a few specific models which have

been of interest for quite some time. IPS are Markov processes which

govern systems describing the evolution of infinitely many agents

(or particles) which can be in a finite number of different states.

The state space describing the system is uncountable which allows

for new phenomena which cannot arise in countable state situations.

The Markov evolution is specified by elementary simple "local" rules

and yet interesting "global" phenomena such as phase transitions

occur. Two of the models we will study are the contact process and

the voter model.

Reasonable experience in probability theory (feel free to come and

discuss your background with me).

(1) Interacting particle systems-An introduction by Tom Liggett

(2) Some notes that I have written.

Both of these will be available soon to be picked up from me in my office.

In case, you need a little background on continuous time Markov chains, here is a 14 page summary (in Swedish however).

There will be some homeworks, a final oral exam and perhaps (depending on the

number of students) presentations of papers.

Jeff Steif (steif@chalmers.se)

Last modified: Tuesday March 1 10:15:34 MET DST 2011