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Martin Slowik, Dr.

Zur Zeit bin ich PostDoc in der Gruppe von Prof. Dr. Jochen Blath and Mitglied im DFG SPP 1590 "Probabilistic Structures in Evolution" [1].

Sprechstunde: nach Vereinbarung (MA 769)

Lehre

Vorlesungen

Vorlesungen an der Universität Giessen
SoSe 2018	Markovprozesse, Konvergenz und Metastabilität (4 SWS) MSc/PhD
	Stochastik II (4 SWS) BSc

Vorlesungen an der TU Berlin
SoSe 2017	Maß- und Integrationstheorie (4 SWS) MSc
WiSe 2016	Markov processes and metastability (2 SWS) BSc/MSc
SoSe 2015	Mathematik II für Ökonomen (2 SWS) BSc
WiSe 2014	Mathematik I für Ökonomen (2 SWS) BSc
SoSe 2012	Mathematik II für Brauerei- und Brennereitechnologen (3 SWS) BSc

Übungen und Seminare

Übungen und Seminare an der TU Berlin
WiSe 2017	Analysis I für Ingenieurswissenschaften
SoSe 2017	Statistik
WiSe 2016	Stochastische Modelle
	Seminar "Wechselwirkende Teilchensysteme”
SoSe 2016	Differentialgleichungen für Ingenieure
	Seminar "Stochastische Prozesse und ihre Anwendungen”
WiSe 2015	Early Bird I für Ingenieure
SoSe 2015	Mathematik II für Ökonomen
WiSe 2014	Mathematik I für Ökonomen
SoSe 2012	Seminar "Ausgewählte Kapitel der Wahrscheinlickeitstheorie"

Übungen und Seminare an der Universität Bonn
SoSe 2011	Seminar "Markovketten und stochastische Algorithmen”
SoSe 2010	Angewandte Stochastik und Statistik
	Seminar "Markovketten und stochastische Algorithmen”
	Seminar "Angewandte Stochastik"
WiSe 2009	Seminar "Numerische stochastische Analysis"
SoSe 2009	Algorithmische Mathematik II

Forschungsthemen

metastabiles Verhalten von Markovprozessen
Funktionalungleichungen und deren Zusammenhang zum Langzeitverhalten von stochastichen Prozessen
Skalenlimiten von stochastischen Prozessen in zufälligen Medien
Populationsgenetik

Publikationen

arXiv Profil [2]
ORCID ID [3]

Peer reviewed

A. Schlichting, M. Slowik.
Poincaré and logarithmic Sobolev constants for metastable Markov chains via capacitary inequalities. Ann. Appl. Probab., 29, no. 6, 3438-3488 (2019). journal [4] arXiv [5]
S. Andres, J.-D. Deuschel, M. Slowik.
Heat kernel estimates and intrinsic metric for random walks with general speed measure under degenerate conductances. Electron. Commun. Probab. 24, no. 5, 1-17 (2019). journal [6] arXiv [7]
F. Flegel, M. Heida, M. Slowik.
Homogenization theory for the random conductance model with degenerate ergodic weights and unbounded-range jumps. Ann. Inst. Henri Poincaré Probab. Stat., 55, no. 3, 1226-1257 (2019). journal [8] arXiv
[9]
S. Andres, A. Chiarini, J.-D. Deuschel, M. Slowik.
Quenched invariance principle for random walks with time-dependent ergodic degenerate weights. Ann. Probab. 46, no. 1, 302–336 (2018). journal [10] arXiv [11]
J.-D. Deuschel, T. A. Nguyen, M. Slowik.
Quenched invariance principles for the random conductance model on a random graph with degenerate weights. Probab. Theory Related Fields 170, no. 1-2, 363–386 (2018). journal [12] arXiv [13]
J.-D. Deuschel, P. Friz, M. Maurelli, M. Slowik.
The enhanced Sanov theorem and propagation of chaos. Stochastic Process. Appl., 128, no. 7, 2228–2269 (2018). journal [14] arXiv [15]
J.-D. Deuschel, M. Slowik.
Invariance principle for the one-dimensional dynamic random conductance model under moment conditions. RIMS Kokyuroku Bessatsu B59, 69–84 (2016). arXiv [16]
S. Andres, J.-D. Deuschel, M. Slowik.
Heat kernel estimates for random walks with degenerate weights. Electron. J. Probab. 21, no. 33, 1–21 (2016). journal [17] arXiv [18]
S. Andres, J.-D. Deuschel, M. Slowik.
Harnack inequalities on weighted graphs and some applications to the random conductance model. Probab. Theory Related Fields 164, no. 3–4, 931–977 (2016). journal [19] arXiv [20]
S. Andres, J.-D. Deuschel, M. Slowik.
Invariance principle for the random conductance model in a degenerate ergodic environment. Ann. Probab. 43, no. 4, 1866–1891 (2015). journal [21] arXiv [22]
P. Benner, V. Sima, M. Slowik.
Evaluation of the Linear Matrix Equation Solvers in SLICOT. JNAIAM J. Numer. Anal. Ind. Appl. Math. 2, no. 1–2, 11–34 (2007) journal [23]

Preprints

S. Andres, A. Chiarini, M. Slowik
Quenched local limit theorem for random walks among time-dependent degenerate conductances on random graphs. arXiv:2001.10740, 1-29 (2020). arXiv [24]

S. Andres, J.-D. Deuschel, M. Slowik.
Green kernel asymptotics for two-dimensional random walks under random conductances. arXiv:1808.08126, 1-16 (2018). arXiv [25]
M. Slowik.
A note on variational representations of capacities for reversible and non-reversible Markov chains. Preprint TU Berlin, 1–13 (2012). [26]

Work in progress

J.-D. Deuschel, T. Kumagai, M. Slowik
Gradient estimates of the heat kernel in the dynamic RCM. in preparation.

Thesis

M. Slowik. Contributions to the Potential Theoretic Approach to Metastability with Applications to the Random Field Curie-Weiss-Potts Model. PhD thesis, TU Berlin, 2012. DepositOnce [27]

Organisation of Veranstaltungen

Co-Organisator des Workshops "Interplay of Random Media and Stochastic Interface Models (RMSI2018)" [28], 25.06.2018-27.06.2018, TU Berlin
Co-Organisator das Workshops "Extrema of Branching Processes and Gaussian Free Fields (BPGFF2014)" [29], 28.11.2014-29.11.2014, TU Berlin & WIAS Berlin
Co-Organisator der Workshops "Random Media (RM2013)" [30], 16.09.2013-17.09.2013, TU Berlin

Technische Universität Berlin
Institut für Mathematik
Fakultät - Mathematik und Naturwissenschaften
Sekr. MA 7-5
Raum MA 769
Straße des 17. Juni 136
10623 Berlin
Tel. +49 30 314-23606
E-Mail-Anfrage [31]

------ Links: ------

[1] http://www.dfg-spp1590.de/

[2] https://arxiv.org/a/0000-0001-5373-5754.html

[3] https://orcid.org/0000-0001-5373-5754

[4] https://doi.org/10.1214/19-AAP1484

[5] https://arxiv.org/abs/1705.05135

[6] https://doi.org/10.1214/18-ECP207

[7] https://arxiv.org/abs/1711.11119

[8] https://doi.org/10.1214/18-AIHP917

[9] https://arxiv.org/abs/1702.02860

[10] https://doi.org/10.1214/17-AOP1186

[11] https://arxiv.org/abs/1602.01760

[12] https://doi.org/10.1007/s00440-017-0759-z

[13] https://arxiv.org/abs/1602.08428

[14] https://doi.org/10.1016/j.spa.2017.09.010

[15] https://arxiv.org/abs/1602.08043

[16] https://arxiv.org/abs/1604.03826

[17] http://dx.doi.org/10.1214/16-EJP4382

[18] https://arxiv.org/abs/1412.4338

[19] http://dx.doi.org/10.1007/s00440-015-0623-y

[20] https://arxiv.org/abs/1312.5473

[21] http://dx.doi.org/10.1214/14-AOP921

[22] https://arxiv.org/abs/1306.2521

[23] http://jnaiam.org/index.php?/archives/40-Evaluatio
n-of-the-Linear-Matrix-Equation-Solvers-in-SLICOT.html

[24] https://arxiv.org/abs/2001.10740

[25] https://arxiv.org/abs/1808.08126

[26] https://www.math.tu-berlin.de/fileadmin/i26_fg-deu
schel/non-reversible.pdf

[27] https://depositonce.tu-berlin.de/handle/11303/3499

[28] http://www3.math.tu-berlin.de/stoch/RMSI2018

[29] http://www3.math.tu-berlin.de/stoch/BPGFF2014/

[30] http://www3.math.tu-berlin.de/stoch/Random-Media-2
013/

[31] https://www.tu-berlin.de/allgemeine_seiten/e_mail_
anfrage/parameter/de/font3/maxhilfe/id/101679/?no_cache
=1&ask_mail=Yr%2ByUAABEZNYhebI7Pa%2FPqAnu7WnN1fqC5t
sYUugmHE%3D&ask_name=Technische%20Universit%C3%A4t%
20Berlin