Course Meeting Times
Lectures: 2 sessions / week, 1.5 hours / session
Basic probability at the level of an introductory graduate course, 18.175 Theory of Probability or equivalent. Useful background material can also be found in the online Probability: Theory and Examples (PDF - 1.9MB) notes by Rick Durrett at Duke University.
This graduate-level course introduces students to some fundamental 2D random objects, explains how they are related to each other, and explores some open problems in the field.
- A brief review of universal random structures in 1D, including Brownian motion, Bessel processes, stable Levy processes, ranges of stable subordinators, and Ito's formula.
- An introduction to universal random structures that are (at least in some sense) two dimensional or planar, including planar trees, generalized functions on planar domains, Riemannian surfaces, planar growth models, planar loop ensembles, and planar connections.
- Discussion of motivating problems from statistical physics, quantum field theory, conformal field theory, string theory, and early universe cosmology.
Textbook and Notes
Problem Sets & Final Project
There will be two problem sets and one final project. The final project may be either expository or original-research based. Several suggested research problems will be presented. Collaborative efforts will be allowed.
Your grade will be determined by your performance on the problem sets and the final project.