Integrable Probability

M2 Mathématiques avancées, parcours probabilités, Lyon 2018-2019/2019-2020

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The course is based on chapters 1 and 2 of the book The Surprising Mathematics of Longest Increasing Subsequences by Dan Romik. It is available online here.

In the first part based on chapter 1, we stayed close to the book. For chapter 2 we are slightly diverging from it: here are some preliminary lecture notes (work in progress).


Here are some exercises (in French) related to the material presented in the lectures.

Related papers

Here are some papers related to the topics of the course.