Fundamentals of the theory of Markov chains in discrete and continuous time.

The seminar is centered around a topic in probability theory which changes each semester. Example of topics are random walks and electric networks, Markov chains, stochastic integrals, coupling methods, etc.

It was observed experimentally that certain real-world materials relax very slowly to equilibrium and, moreover, the relaxation manifests some unusual features like aging, rejuvenation and memory effects. The goal of the lecture is to present some recent mathematical results explaining some of these features in the context of Markovian dynamics in disordered systems.

The seminar is centered around a topic in probability theory which changes each semester.