Vignyana Patashala

These are Pedagogical Lectures focusing on specific scientific topics aimed at advanced undergraduate and beginning graduate students.

The current set of lectures, Fifth in the series titled "Statistics of extremes and records in random sequences", will be delivered by Prof. Satya N. Majumdar, LPTMS (Université Paris-Saclay).

The schedule of the lectures and the topics to be covered are provided below. These lectures are aimed at advanced undergraduate and beginning graduate students (MSc and above).

Lecture -I: 9 Dec 2024, 11:00 AM- 01:00PM

Lecture-II: 10 Dec 2024, 11:00 AM- 01:00PM

Lecture-III: 11 Dec 2024, 02:00PM-0400PM

Lecture- IV:12 Dec 2024, 11:00 AM- 01:00PM

Lecture-V: 13 Dec 2024, 02:00-04:00PM

Rare events like earthquakes, tsunamis, floods, and financial crashes, though infrequent, have significant impacts on climate change and the economy. Analysing their statistics helps estimate their probabilities. Extreme value statistics (EVS) and record statistics are crucial in fields such as climate science and finance, bridging disciplines like statistics, mathematics, and physics. The main fundamental question in this field is: Given a random sequence of fixed size, what can we say about the value of the maximum/minimum and the times at which they occur? Another interesting extreme observable is the number of records in a random sequence? How many record-breaking events occur in a given time and how are they correlated? In these lectures, I'll give a pedagogical introduction to this subject with the help of two basic prototype models: (i) a random sequence where the entries are uncorrelated and (ii) a random walk sequence where the entries are strongly correlated. Only very basic knowledge of probability theory and statistical mechanics should be enough to follow this course. The lectures will be based on a recently published book with the same title: S.N. Majumdar, G. Schehr, ``Statistics of Extremes and Records in Random Sequences" (Oxford University Press, 2024).

Venue:  RRI Auditorium

Kindly register at the following link to attend these lectures:

https://forms.gle/XmanLJu5uyRiz7ft7