CRM: Centro De Giorgi
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Probabilistic methods in statistical physics for extreme statistics and rare events

17 September 2018 - 21 September 2018

This event is part of an intensive research period:
Advanced asymptotics of PDEs, modeling and extreme statistics and their applications to data analysis in cell biology.


In this first introductory workshop, we will present recent advances in analysis, probability of rare events, search processes, Brownian motion and random walk used in physics description of biological systems at a molecular level.

Topics of interest are functional of the Brownian motion, probability density functions of many joint processes and diffusion processes with application to Mean First Passage Times and Narrow Escape Times asymptotics in different bounded domains.

Analytical methods to be discussed are analytical and exact solutions of statistical physics models, homogenization procedures and analysis of jump and search processes.


Research Directions

During the meeting, one hour teaching class per day will introduce the topic to students.