The group contributes to the following mathematical research topics of WIAS:

Interacting random systems

Large random interacting particle systems are mostly defined either by coupled systems of stochastic differential equations or via Hamiltonian functions. [>> more]

Large deviations

The theory of large deviations, a branch of probability theory, provides tools for the description of the asymptotic decay rate of a small probability, as a certain parameter diverges or shrinks to zero. Examples are large times, low temperatures, large numbers of stochastic quantities, or an approximation parameter. [>> more]