Probability Theory and Statistics

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Random matrix theory: Dyson Brownian motion

The theory of random matrices was introduced by John Wishart (1898–1956) in 1928. The theory was then developed within the field of nuclear physics from 1955 by Eugene Paul Wigner (1902–1995) and later by Freeman John Dyson, who were both concerned with the statistical description of heavy atoms and their electromagnetic properties. In this snap- shot, we show how mathematical properties can have unexpected links to physical phenomenena. In particular, we show that the eigenvalues of some particular random matrices can mimic the electrostatic repul- sion of the particles in a gas.

Limits of graph sequences

Graphs are simple mathematical structures used to model a wide variety of real-life objects. With the rise of computers, the size of the graphs used for these models has grown enormously. The need to efficiently represent and study properties of extremely large graphs led to the development of the theory of graph limits.

Random permutations

100 people leave their hats at the door at a party and pick up a completely random hat when they leave. How likely is it that at least one of them will get back their own hat? If the hats carry name tags, how difficult is it to arrange for all hats to be re- turned to their owner? These classical questions of probability theory can be answered relatively easily. But if a geometric component is added, answering the same questions immediately becomes very hard, and little is known about them.

Counting self-avoiding walks on the hexagonal lattice

In how many ways can you go for a walk along a lattice grid in such a way that you never meet your own trail? In this snapshot, we describe some combinatorial and statistical aspects of these so-called self-avoiding walks. In particular, we discuss a recent result concerning the number of self-avoiding walks on the hexagonal (“honeycomb”) lattice. In the last part, we briefly hint at the connection to the geometry of long random self-avoiding walks.

Topological recursion

In this snapshot we present the concept of topological recursion – a new, surprisingly powerful formalism at the border of mathematics and physics, which has been actively developed within the last decade. After introducing necessary ingredients – expectation values, random matrices, quantum theories, recursion relations, and topology – we explain how they get combined together in one unifying picture. 

The Algebraic Statistics of an Oberwolfach Workshop

Algebraic Statistics builds on the idea that statistical models can be understood via polynomials. Many statistical models are parameterized by polynomials in the model parameters; others are described implicitly by polynomial equalities and inequalities. We explore the connection between algebra and statistics for some small statistical models.

Fokus-Erkennung bei Epilepsiepatienten mithilfe moderner Verfahren der Zeitreihenanalyse

Viele epileptische Anfälle entstehen in einer begrenzten Region im Gehirn, dem sogenannten Anfallsursprung. Eine chirurgische Entfernung dieser Region kann in vielen Fällen zu Anfallsfreiheit führen. Aus diesem Grund ist die Frage nach der Lokalisation des Anfallsursprungs aus EEG-Aufzeichnungen wichtig. Wir beschreiben hier ein Verfahren zur Lokalisation des Anfallsursprungs mittels Zeitreihenanalyse, das auf der Schätzung von Spektren im EEG beruht. 

Domino tilings of the Aztec Diamond

Imagine you have a cutout from a piece of squared paper and a pile of dominoes, each of which can cover exactly two squares of the squared paper. How many different ways are there to cover the entire paper cutout with dominoes?

One specific paper cutout can be mathematically described as the so-called Aztec Diamond, and a way to cover it with dominoes is a domino tiling.

Quantum diffusion

If you place a drop of ink into a glass of water, the ink will slowly dissipate into the surrounding water until it is perfectly mixed. If you record your experiment with a camera and play the film backwards, you will see something that is never observed in the real world. Such diffusive and irreversible behaviour is ubiquitous in nature.

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