Department Mathematik



Prof. Dr. Sabine Jansen

Mathematisches Institut der Universität München
Theresienstr. 39
D-80333 München


Tel:   +49 (0)89   2180 4477
Fax:  +49 (0)89   2180 4466
Büro: Block B, 2. Stock, 214

Arbeitsgruppe Stochastik und Finanzmathematik

Current teaching (winter 2017/18)

Gibbsian point processes

NO CLASS on Thursday 18 January.
Lecture: Tuesday 8:30-10:00 A027, Thursday 8:30-10:00 A027
Exercises: Friday 10:15-11:45 A027, every 2 weeks. Next date: 19 Jan 2018. Exercises will not be marked, instead a sheet will be circulated where you can put a cross for which exercises you'd feel comfortable to present a solution (or part thereof) on the blackboard.
Content: The module introduces some notions on Gibbsian point processes and equilibrium statistical mechanics for students with a background in probability theory or mathematical physics. It aims at bridging the gap between analytic approaches focused on correlation functions and integral equations (e.g., Kirkwood-Salsburg) on the one hand and the probabilistic language of point processes on the other hand. Some helpful references are: Lecture notes: Here is the last version. Includes exercises to be solved for 19 Jan. (Ex. 4.6-4.7, 5.1-5.3).
NO CLASS on Thursday 18 January.

Office hour

By appointment.

Research interests

Probability theory, statistical mechanics:
  • Large deviations theory, limit laws
  • Markov processes, metastability
  • Gibbs measures and Gibbsian point processes
  • Cluster expansions
  • Phase transitions
  • Random combinatorial structures and analytic combinatorics