Autumn Semester 2020 takes place in a mixed form of online and classroom teaching.
Please read the published information on the individual courses carefully.

Alain-Sol Sznitman: Catalogue data in Spring Semester 2017

Name Prof. Dr. Alain-Sol Sznitman
FieldMathematik
Address
Professur für Mathematik
ETH Zürich, HG G 36.2
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 632 34 15
Fax+41 44 632 10 85
E-mailalain-sol.sznitman@math.ethz.ch
URLhttp://www.math.ethz.ch/~alains
DepartmentMathematics
RelationshipFull Professor

NumberTitleECTSHoursLecturers
401-3600-17LStudent Seminar in Probability Theory: Information Restricted registration - show details
Limited number of participants.
Registration to the seminar will only be effective once confirmed by email from the organizers.
4 credits2SA.‑S. Sznitman, J. Bertoin, P. Nolin, V. Tassion
AbstractSelected topics from Probability Theory will be discussed.
ObjectiveThe seminar is a natural complement to the material discussed in the lecture on probability theory in the 5th semester.
ContentThe 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.
Prerequisites / NoticeThere is only a limited number of slots available for this seminar. Participation will only be effective once confirmed by the organizers.
401-3602-00LApplied Stochastic Processes8 credits3V + 1UA.‑S. Sznitman
AbstractPoisson processes; renewal processes; Markov chains in discrete and in continuous time; some applications.
ObjectiveStochastic processes are a way to describe and study the behaviour of systems that evolve in some random way. In this course, the evolution will be with respect to a scalar parameter interpreted as time, so that we discuss the temporal evolution of the system. We present several classes of stochastic processes, analyse their properties and behaviour and show by some examples how they can be used. The main emphasis is on theory; in that sense, "applied" should be understood to mean "applicable".
LiteratureR. N. Bhattacharya and E. C. Waymire, "Stochastic Processes with Applications", SIAM (2009), available online: http://epubs.siam.org/doi/book/10.1137/1.9780898718997
R. Durrett, "Essentials of Stochastic Processes", Springer (2012), available online: http://link.springer.com/book/10.1007/978-1-4614-3615-7/page/1
M. Lefebvre, "Applied Stochastic Processes", Springer (2007), available online: http://link.springer.com/book/10.1007/978-0-387-48976-6/page/1
S. I. Resnick, "Adventures in Stochastic Processes", Birkhäuser (2005)
Prerequisites / NoticePrerequisites are familiarity with (measure-theoretic) probability theory as it is treated in the course "Probability Theory" (401-3601-00L).
401-5600-00LSeminar on Stochastic Processes Information 0 credits1KJ. Bertoin, A. Nikeghbali, P. Nolin, B. D. Schlein, A.‑S. Sznitman, V. Tassion, W. Werner
AbstractResearch colloquium
Objective