如果您是研究生或进修教师，我们热忱欢迎您来北大攻读学位或进修学习，请与陈大岳教授([email protected])联系。
如果您即将取得概率论博士学位，北大热忱欢迎您来做博士后，请向数学伊人直播 院长提出书面申请，同时将有关材料的副本寄送给陈大岳教授。
如果您拥有概率论博士学位，有志于研究和教学工作，安心国内现有条件，请加盟北大吧，请向数学伊人直播 院长提出书面申请，同时将有关申请材料的副本寄送给陈大岳教授。
如果您是概率学家，近期将路过北京，北大概率同仁热忱欢迎您来做报告，具体事宜请与陈大岳教授联系。 请看历年在北大做过报告的概率学家名单。
伊人直播 的概率论研究历史悠久，阵容强大。许宝騄教授是国内研究概率统计第一人。钟开莱(Kai Lai Chung)是他在西南联大时指导的学生之一，后任北大数学系 助教，这是六十年前的事了。应用数学教研室在前主任钱敏教授带领下，也做了大量概率论研究工作。钱敏教授本人早在文革期间就开始了概率论研究，文革结束时发表了许多文章。现任教研室主任的郭懋正教授，其博士论文 是从事概率论中self-diffusion极限理论,其后与Varadhan,Papanicoloau合作研究hydrodynamic limit,是该领域的开山之作，是当今hydrodynamic极限研究论文必定引用的经典文献。2007年Varadhan获得Abel奖，颁奖辞提到了郭的这项工作。
概率组成员合影 05级研究生 06级研究生 07级研究生 博士生 教师
2009.06.22 T. M. Liggett（UCLA）
The Exclusion Process: Central Limit Theorems and Stationary Distributions
2009.06.04 廖 明教授（Auburn University, USA； 山东大学）
A decomposition of Markov processes via group actions
2009.05.29 Yves Le Jan (Univ. Paris IX)
Recent developments in the theory of stochastic flows
2009.05.18 Jiongmin Yong (University of Central Florida)
Backward Stochastic Volterra Integral Equations ---Theory and Applications
2009.05.15 Thomas Duquesne （Université Paris VI）
The exact packing measure of Super-Brownian motion in dimension > 4
2009.03.13 施 展教授 （Université Paris VI）
一个分枝过程的存活问题
2008.12.25 陈振庆教授 （University of Washington）
Life beyond death (Extension of
Reflecting Brownian motion)
2008.12.08 李泉林博士(清华大学工业工程系) ppt file
Constructive Computations of Applied Stochastic Models
2008.12.01 许明宇博士(中科院应用数学所)
反射倒向随机微分方程及其应用
2008.11.21 苏文藻博士(香港中文大学系统工程与工程管理系)
辛钦不等式及其在优化上的应用
2008.10.30 M. Fukushima (Osaka University,
Japan)
On time change theory for
symmetric Markov processes (II)
2008.10.27 * Peter
Jagers (Chalmers
University of
Technology, Sweden)
On
the Path to Extinction
2008.10.21
Thierry Levy (CNRS, ENS
Paris)
Brownian motion on the
unitary group and random
walk on the symmetric
group
2008.10.20 *
Thomas G.
Kurtz（University of
Wisconsin - Madison）
Applications of a Markov
mapping theorem
2008.10.17 **
Thomas G.
Kurtz（University of
Wisconsin - Madison）
Particle representations
for some SPDEs and
measure-valued processes
pdf file
2008.10.16
Thomas G.
Kurtz（University of
Wisconsin - Madison）
3.
Identifying separated
time scales in
stochastic models of
reaction networks
pdf file
4.
Averaging fast
subsystems
pdf file
2008.10.14
Thomas G.
Kurtz（University of
Wisconsin - Madison）
1.
Stochastic equations for
counting processes
pdf file
2.
Stochastic models for
chemical reactions
pdf file
2008.10.10** 候振廷教授（中南大学） 演化网络的稳定性
2008.7.10 李文博教授（美国University of Delaware）Gaussian Inequalities and Conjectures
2008.7.2 邵启满(HKUST) Stein's method of exchangeable pairs with application to the Curie-Weiss Model
2008.6.5 Zoran Vondracek(University of Zagreb，Corodia) On infima of Levy processes and application in risk theory
2008.6.5 姚欣 (德国Weierstrass Institute) Metastability: the potential theoretical method and its applications
2008.5.12 Thomas Duquesne (Paris 6) Fractal properties of stable Levy trees
2008.4.14* Yves Le Jan （巴黎南大学） Markov loops and fields
2008.3.24* 施展（巴黎第六大学）树，随机游动， 聚合物
2008.3.21** 陈木法(北京师范大学) 从第一特征值谈起
2007.12.3 罗德军（北京师范大学）随机同胚流与随机运输方程
2007.11.29 王永进(南开大学) The higher-order stochastic partial differential equations with space-time noises
2007.11.26* 应坚刚 (复旦大学) Feynman-Kac formula and related problem
2007.11.8. Elchanan Mossel(UC Berkeley) Phylogeny from mathematical perspective
2007.10.29. Nan Chen (香港中文大学） Malliavin Greeks without Malliavin Calculus
2007.9.17* Anton Bovier (德国Weierstrass Institute) Ageing in meanfield spin glasses
Prof. Bovier还在北大讲授一个短课程，这里是他的讲义
2007.9.14** Anton Bovier (德国Weierstrass Institute) Metastability: a potential theoretic approach
2007.7.6 Thomas Mountford (瑞士EPFL) Voter model interfaces in one dimension
2007.6.18 齐欣 (Univ. of Wisconsin) Functional central limit theorem for spatial birth and death processes"
2007.6.4 解军 (Purdue Univ.) Statistical methods for inferring gene regulatory modules and networks
2007.4.23 E. Pardoux (Univ.de Provence, France) The coalescent recombination and selective sweep
2007.4.16. 向开南（南开大学） Explicit Cramer (Schilder) type theorem for super-Brownian motions.
2007.4.12* 费少明 （德国波恩大学与首都师范大学）Quantum Entanglement and Related Mathematics
2007.4.9. 赵怀忠 （英国Univ. of Loughborough) Stationary solutions of SPDEs and weak solution of BDSDEs
2007.4.6.**郭懋正（伊人直播 ) Abel奖得主Varadhan的工作介绍
2007.4.6 **白志东（东北师范大学，新加坡国立大学）Rounded Data Analysis
2007.4.2 王军（北京交通大学）Widom-Rowlinson模型相分离线的波动性质
2007.3.26 陈金文（清华大学）大偏差与遍历性
2007.3.20 黎德元 （Univ. of Bern, 瑞士）Testing asymptotic independence in bivariate extremes
2006.12.25 吴宪远（首都师大）Percolation on Sierpinski Carpet lattice
2006.12.18* 王凤雨 (北师大) Hranack不等式的耦合方法
2006.12.4 毛永华（北师大）Hardy不等式及其应用
2006.11.20 胡晓予（中科院研究生院） Le'vy过程产生的例外集的分形几何性质.
2006.11.13* 李文博（Univ. of Delaware) Expected Length of Minimum Spanning Tree
2006.11.6 梁宗霞（清华大学）Theory of anticipating local times
2006.10.23* 李文博（Univ. of Delaware) Works of 2006 Fields Medalists in Probability
2006.10.9 席福宝(北京理工大学) On the Stability of Diffusion Processes with State-Dependent Switching
2006.9.25 董昭(中科院数伊人直播 ) Some Problems on Stochastic Burgers Equation
2006.9.15 Mark Pinsky (美国西北大学) Pointwise Fourier inversion: a classical topic revisited. pdf file
2006.9.11* Mark Pinsky (美国西北大学) Local stochastic differential geometry:
feeling the shape of a manifold with Brownian motion. pdf file
2006.8.31 关庆扬 (中科院数伊人直播 应用所) SLE (Stochastic Loewner Evolutions) and alpha - SLE driven by Levy process
2006.8.29. 陈安岳 (香港大学) Interacting branching models
Serik Sagitov(Chalmers University of Technology, Sweden) June 17,2005
Time reversed Galton-Waltson Processes in the linear fractional case
Dapeng Zhan(UC Berkeley) May 29, 2005
A brief introduction of SLE processes
John Walsh (The University of British Columbia, Canada) April 22,2005
Some
remarks on the numeric solution of the stochastic wave equation
Zhen-Qing Chen(University of Washington,USA) April 15,2005
Eigenvalues for subordinate processes in domains
Zhi-ming Ma (Inst. of Applied Math, CAS) April 15,2005
Complex networks and mathematics
Yasunari Higuchi (Kobe University, Japan) Sept.29,2004
On Ising
Percolation
Sophia Kalpazidou(Aristotle University, Greece) July 19, 2004
Wide-Ranging
Interpretations of the Cycle Representations of Markov Processes
Chuntao Chris Wu (Penn State University)
June 30, 2004
Percolation on Euclidean and Non-Euclidean Graphs
Vladimir Vatutin (Steklov
Mathematical Institute) June 8, 2004
Branching processes in random environment
Elton P. Hsu, (Northwestern Univ., USA) March 25, 2004
Uniqueness of Maximal Markov coupling for Euclidean Brownian motions.
Narn-Rueih Shieh （National Taiwan Univ.) Oct. 27, 2003
Thin and Thick points for branching measure on Galton-Watson trees
Feng-yu Wang (Beijing Normal Univ.) Oct.24, 2003
Functional inequality and transportation costs
Fu-zhou Gong (AMSS, CAS) Oct. 24, 2003
Spectral gap for positive operators
Geoffrey R. Grimmett (Cambridge University) Aug.4, 2003
Ferromagnetism for mathematicians.
Li-ming Wu (Wuhan Univ. & ) April 8, 2003
Gibbs fields and spectrum gap inequality
Jean Memin Oct 17 2002
Convergence of solution of discrete reflected backward SDE's
Jack Dai (McGill University) May 29, 2002
Some results concerning rate of convergence of random walk on integer mod n
Chuanshu Ji (Univ. of North Carolina, Chapel Hill) June 28, 2000
A stochastic geometry cartoon in computational material sciences
Bayesian Calibrate of stochastic volatility models
*报告地点在中科院应用所,为北京概率论联合讨论班
**为数学伊人直播 学术报告会
