University of Cologne // Institute for Theoretical Physics

Exercise class
Advanced Statistical Physics Winter Semester 2017-2018

Prof. Johannes Berg
Dr. Simone Pompei (


Exercises are to be thrown into the mailbox in front of the theory institute.
Assignment to the exercise classes can be downloaded here. In case of clashes with other classes or real hardship, please write to Simone Pompei

Group  Time Place Tutor e-mail
I Monday 1200-1330   SR II  Stephan Kleinbölting
II Monday 1600-1730   SR I  Nina Müller
III Monday 1745-1915   SR I  Ulrich Michel
IV Monday 800-930   0.02 New Building  Mara Villa

Problem sets

Exercise 1 Reading assignment from N.G. Van Kampen, Stochastic Processes in Physics and Chemistry.

  • Chapter 1 (Stochastic Variables)
  • Sections 2.1-2.2 (Random events: (i) Definition (ii) The Poisson Distribution)
  • Sections 3.1-3.2 (Stochastic Processes: (i) Definition (ii) Stochastic processes in physics)
  • Sections 4.1-4.2-4.3 (Markov Processes: (i) The Markov Property (ii) The Chapman Kolmogorov Equation (iii) Stationary Markov process)
Exercise 2 Reading assignment from N.G. Van Kampen, Stochastic Processes in Physics and Chemistry + Problem set 1

  • Read: Chapter 5, Sections 5.1-5.4 (The Master Equation: (i) Derivation (ii) The class of W matrices (iii) The long time limit (iv) Closed, isolated, physical systems )
  • Problem set: the exercise can be downloaded from  here . The deadline to hand this exercise in is at the end of the class lecture on Tuesday 24/10/2017. The solutions will be discussed in the exercise class of Monday 30/10/2017.


  • N. Goldenfeld, Lectures on phase transitions and the renormalization group, Westview Press
  • N.G. van Kampen, Stochastic Processes in Physics and Chemistry, North Holland
  • M. Kardar, Statistical Physics of Fields, Cambridge University Press
  • M. Plischke and B. Bergersen, Equilibrium Statistical Physics, World Scientific
  • (in German) H. Römer and T. Fink, Statistische Mechanik, VCH