Probability

Probability theory is the branch of mathematics which studies the laws of chance. Its importance stems in that it allows to analyze systems with a large number of particles (as molecules in a gas) or disordered systems (as an irregular alloy of materials). Its origins date back to the beginnings of the XVIII century, with the works of Jacob Bernoulli and Abraham de Moivre. During the XIX century, it received important contributions from mathematicians such as Gauss and Laplace and physicists such as Boltzmann and Gibbs. Kolmogorov brought probability theory on axiomatic grounds in the XX century.

Interest for this area of knowledge has grown both in its foundations and its applications. Statistics, big data, statistical mechanics and finance are all fields in which probability plays a crucial role. The central themes of our research group are random walks in random environments, random polymers, random Schrödinger operators, the KPZ equation and particle systems.

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