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19208111 Masterseminar Stochastics "Universality in Probability Theory"

Winter Term 2023/2024

Lecturer: Prof. Dr. Nicolas Perkowski

  • Time and place: Wednesdays, 12--14h, SR 007/008, Arnimallee 6

If you want to participate, please write an email to perkowski@math.fu-berlin.de

Prerequisites:  Stochastics I und II.
Target group:  BMS students, Master students and advanced Bachelor students.

Contents:  Universality is one of the most fascinating phenomena in probability theory. It refers to the fact that many different stochastic systems show similar macroscopic behavior, regardless of their precise microscopic structure. The most famous example is the universal occurrence of the normal distribution in many real-life variables, which can be rigorously explained by the central limit theorem. This seminar will delve into various aspects of universality in many different contexts.


Date Subject Speaker
18.10. preliminary discussion Nicolas Perkowski
25.10. -- --
01.11.  organizational aspects Nicolas Perkowski
08.11.  -- --
15.11.  Donsker's theorem and the Kolmogorov-Smirnov test Viktorie Volejnikova
22.11.  The Erdös-Kac theorem: central limit theorem for the number of prime factors of a random integer Felix Kamphues
29.11.  Stein's method and rate of convergence in the central limit theorem Maxim Blum
06.12.  Central limit theorem for deterministic dynamical systems Arash Roostaei

Literature will be announced in the seminar.