**Probability theory and stochastic processes for physicists**

"The true logic of this world is in the calculus of
probabilities." (James Clerk Maxwell)

**Time and place of lectures: Note the changes!**

Mondays 12.15-13.45 and Tuesdays 12.00-12.45 in the conference room of
the theory institute

Problem session Tuesdays 12.45-13.30 (on demand)

**No lecture on Tuesday, January 31!**

**Recommended literature:**

D. Sornette: Critical Phenomena in Natural Sciences (2nd edition, Springer 2004)

N.G. van Kampen: Stochastic Processes in Physics and Chemistry (3rd
Edition, Elsevier 2007)

C. Gardiner: Stochastic Methods (4th Edition, Springer 2009)

A. Papoulis, S.U. Pillai: Probability, Random Variables and Stochastic
Processes (4th Edition, McGraw Hill 2002)

**Lecture notes**

week 41

week 42

week 43

week 45

week 46

week 47

week 48

week 49

week 50

week 51

week 2

week 3

week 4

**Problem sheets**

Problems 1-3

Problems 4-7

Solutions to problems 4 and 5

Problems 8-11

Problems 12-14

Problems 15-18

Problems 19-20

**Papers**

Lorentz gas

Living polymers

Foraging albatrosses (1996)

Foraging albatrosses (2007)

Soap bubbles and hurricanes

Renormalization flow in extreme
value statistics

Power laws, Pareto distributions and
Zipf's law

A paradoxical property of the
monkey book

The random energy model

Distribution of fitness effects in
experimental evolution

Breaking records and breaking boards

The origin of bursts and heavy
tails in human dynamics

The paradox of the expected time
until the next earthquake

Implications of the Copernican
principle for our future prospects

Predicting future duration from
present age: A critical assessment

1/f noise: a pedagogical review

Universal persistence law governing
atmospheric variability

Drift without flux: Brownian walker
with a space-dependent diffusion coefficient

Lagrangian modeling of plankton motion

**Links**

Wentian Li's
bibliography of 1/f-noise