Universität Wien

250103 SE Stochastics (2025W)

4.00 ECTS (2.00 SWS), SPL 25 - Mathematik
Continuous assessment of course work

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 25 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Wednesday 01.10. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 08.10. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 15.10. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 22.10. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 29.10. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 05.11. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 12.11. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 19.11. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 26.11. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 03.12. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 10.12. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 17.12. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 07.01. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 14.01. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 21.01. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 28.01. 09:45 - 11:15 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

Assessment and permitted materials

Minimum requirements and assessment criteria

Examination topics

Reading list

We will start based on the seminar notes of Vitalii Konarovskyi, see
https://www.math.uni-leipzig.de/~konarovskyi/teaching/2020/LDP_UH/pdf/LDP.pdf
A very readable and very short first introduction is given here by Peter Mörters: http://www.mi.uni-koeln.de/~moerters/lectures/LDP.pdf
A much more extensive introduction is given e.g. in the book by Frank den Hollander https://fiona.uni-hamburg.de/7074e34b/den-hollander--large-deviations.pdf
https://www.sciencedirect.com/science/article/abs/pii/S0167278999001013
Richard Ellis presents some basic ideas in the theory of large deviations and applies the theory to a number of problems in statistical mechanics here: https://www.sciencedirect.com/science/article/abs/pii/S0167278999001013


Association in the course directory

MSTS; MSE; MEL

Last modified: Mo 20.10.2025 17:27