WS2023-24

• Vorlesung Ausgewählte Kapitel der Stochastik: Statistische Mechanik, Di & Do 12-14, Rm 311 (Rob.Mayer 10)

Erste Vorlesung: Donnerstag 19.10 !

OLD TEACHING

SS2023

• Master Seminar: Random Matrices and Haar measure. 

WS2022-23

Forschungssemester.

SS2022

• Vorlesung Ausgewählte Kapitel der Stochastik (Master), Dienstags 14-16, Raum 901

  Übungen: Do. 14-16 Uhr, Seminarraum 903, 9. OG                                                    

• Vorlesung Höhere Stochastik (Master) 
  
• Bachelor Seminar Zufällige Matrizen
• Elementare Angewandte Mathematik (Lehramt) 
  

SS2021

• Vorlesung Ausgewählte Kapitel der Stochastik (Bachelor/Master)

WS2020-21

• Seminar Statistische Mechanik (Master) Noch wenige Plätze frei, bitte sich auf OLAT einschreiben (Anmeldung bis 15.9.2020)
• Extremwerttheorie
• Seminar Ausgewählte Kapitel der Stochastik (Bachelor)

SS2020

• Stochastische Prozesse
• Seminar Wahrscheinlichkeitstheorie

WS2019-20

• Höhere Stochastik
• Elementare Angewandte Mathematik

SS2019

• Elementare Stochastik

SS2018

• Stochastische Prozesse
• Ausgewählte Kapitel

WS2017-18

• Höhere Stochastik
• Seminar

SS2017

• Proseminar Di. 14-16 Rob.Mayer-Str.10 - Rm 107
• Master-Seminar: Zufällige Matrizen
• Master-Vorlesung: Stochastik: Ausgewählte Kapitel

WS2016-17

• Bachelor: Stochastische Prozesse 2
• Master: Höhere Stochastik

SS2016

• Bachelor-Vorlesung: Elementare Stochastik
• Master-Seminar: Large deviations (Grosse Abweichungen)

WS2015/16

• Bachelor-Seminar Stochastische Prozesse: Diskrete Strukturen
• Bachelor-Vorlesung Stochastische Prozesse II : Ausgewählte Kapitel
• Master-Vorlesung: Branching Brownian motion and applications

SS2015

• Seminar Wahrscheinlichkeitstheorie (Bachelor/Master): Klassische Extremwerttheorie
• Vorlesung Ausgewählte Kapitel der Stochastischen Prozesse
• Vorlesung Statistische Mechanik (un)geordneter Systemen

WS2014/15

• Seminar Wahrscheinlichkeitstheorie: Spingläser und Extremwerttheorie stark korrelierter Felder,
  gemeinsam mit Prof. Wakolbinger
• Vorlesung Höhere Stochastik, Di/Do 10-12

• with G. Sebastiani and M. Schmidt, On the REM approximation of TAP free energies. Journal of Physics A: Mathematical and Theoretical, to appear (2023+) 
• with S. Gufler and J.L. Igelbrink, TAP equations are repulsive. Electronic Communications in Probability, Vol. 27  no. 63, 1-7 (2022)
• with A. Schertzer, Undirected polymers in random environment: path properties in the mean field limit. ALEA Vol. XIX, 1547-1628 (2022)
• Solving spin systems: the Babylonian way. Preprint (2021)
• with G. Sebastiani, On a nonhierarchical generalization of the Perceptron GREM. Stochastic Processes and their Applications, to appear (2023+)
• with A. Schertzer and M. Schmidt, Oriented first passage percolation in the mean field limit, 2. The extremal process. Ann. Appl. Prob., Vol. 30 no.2, 788-811 (2020)
• with A. Schertzer and M. Schmidt, Oriented first passage percolation in the mean field limit. Brazilian Jour. Prob. Stat., Vol. 34 no. 2, 414-425 (2020)
• with L.-P. Arguin and L. Hartung, High points of a random model of the Riemann-zeta function and Gaussian multiplicative chaos.  To appear SPA (2022), online version here.
• with G. Kersting, A. Schertzer and M. Schmidt, From Parisi to Boltzmann. In Statistical Mechanics of Classical and Disordered Systems, Springer PROMS 293 (2019)
• with D. Belius, The TAP-Plefka variational principle for the spherical SK model. Comm. Math. Phys. 367, 991-1017 (2019)
• with C. Glenz and M. Schmidt, On McKean's martingale in the Bovier-Hartung extremal process. Elec. Comm. Prob., Vol. 23 no. 86, 1-12 (2018)
• with D. Belius, The subleading order of two-dimensional cover times. Probab. Theor. Rel. Fields, Vol. 167, Issue 1-2, pp. 461-552 (2017)
• Derrida's random energy models. From spin glasses to the extremes of correlated random fields, in Correlated Random Systems: five different methods. Springer Lecture Notes in Mathematics, Vol. 2143, 71-120 (2015)
• with M. Schmidt, From Derrida's random energy model to branching random walks: from 1 to 3. Elec. Comm. Prob. 20, no. 47, pp. 1-12 (2015)
• with L.-P. Arguin and A. Bovier, An ergodic theorem for the extremal process of branching Brownian motion. Ann. Inst. H. Poincare: Probab. Stat., Vol. 51, 557-569 (2015)
• with L.-P. Arguin, Microcanonical analysis of the Random Energy Model in a random magnetic field. J. Stat. Phys. 157, 1-16 (2014)
• with L.-P. Arguin and A. Bovier, An ergodic theorem for the frontier of branching Brownian motion. Elec. J. Probab. 18, No. 53, 1-25 (2013)
• with L.-P. Arguin and A. Bovier, The extremal process of branching Brownian motion. Probab. Theor. Rel. Fields 157, 535-574 (2013)
• with E. Bolthausen, A quenched large deviation principle and a Parisi formula for a Perceptron version of the GREM. In Probability in Complex Physical Systems , Springer PROMS 11, 425-442 (2012)
• with L.-P. Arguin and A. Bovier, Poissonian statistics in the extremal process of branching Brownian motion. Ann. Appl. Probab. 22, 1693-1711 (2012)
• with L.-P. Arguin and A. Bovier, The genealogy of extremal particles of Branching Brownian Motion. CPAM, 64, 1647-1676 (2011)
• with L.-P. Arguin, On Small Perturbations of a Spin Glass System. J. Stat. Phys. 135, 1167-1180 (2009)
• with E. Bolthausen, On a nonhierarchical version of the Generalized Random Energy Model. II. Ultrametricity. Stoch. Proc. Appl. Vol. 119, 2357-2386 (2009)
• with E. Bolthausen, Universal structures in some mean field spin glasses, and an application. J.Math.Phys. 49, 125205 (2008)
• with E. Bolthausen, On a nonhierarchical version of the Generalized Random Energy Model. Ann. Appl. Prob. Vol. 16, No. 1, 1-14 (2006)

Proceedings, lecture notes

• Statistical Mechanics of Classical and Disordered Systems L.-P. Arguin, V. Gayrard, N. Kistler and I. Kourkova Eds. Springer PROMS 293 (2019)
• Correlated Random Systems: five different methods. V. Gayrard and N. Kistler Eds. CIRM Jean-Morlet Chair, Spring 2013. Springer LNM 2143

Some talks

• More on the multi-scale approach to the extremes of random fields , Tag der Stochastik, Erlangen (2019)
• Extremes of random fields - a multiscale approach , Bochum University (2015)
• Ergodicity in the frontier of branching Brownian motion, University of Montreal (2012)
• The extremal process of branching Brownian motion, ETH/University of Zurich (2011)
• A perceptron version of the GREM, and some applications , EURANDOM (2009)
• Universal structures in mean field models of spin glasses, BRG Workshop, Wien (2008)