联系免试
欢迎申请来北大读研究生：
申请攻读专业：概率论与数理统计， 研究方向：随机过程及其应用
免试条件：重点大学应届本科数学专业和统计学专业毕业生，在班里排名前三名。
申请者应对随机过程有比较准确的了解，对自己将来的职业有比较准确的把握,在个人陈述中
不宜泛泛而谈,专业志愿跨度很大;也不应"套磁",说些没有事实基础的大话。请参看有关介绍
免试生分直博生和硕士研究生两大类，后者需要取得所在学校的推荐资格，其他手续基本一致。
请注意北大研究生院的有关规定， 及时向袁燕老师(研究生教务员， 10-62759855)递交如下申请材料
1. 免试攻读研究生申请表
2. 个人陈述
3. 前三年成绩单(需盖印)
4. 你们学校同意推荐的证明
5. 两份专家推荐信
虽是免试却有一次口试，录取的流程大致如此。九月的某一天（在学校公布的截止期之后）我们统一阅读由教务员
转来的申请材料，初步筛选出面试名单。然后根据教员的时间确定面试时间，所有申请人同时一比高低。面试至少
有三位考官。通常时间上会很紧，留给申请者办理的时间和我们考虑的时间都很短。这里有两个时间节点：审阅
申请材料和面试。申请人要做的，一要及时递交完整的申请材料，二要在面试前复习一下学过的数学知识。有些同
学希望提前知道录取的可能性，这是很不现实的幻想。口试有点像破坏性试验,考官根据你的回答逐步提高问题的
难度直到你答不出来为止.所以口试后往往自己感到答的不好,这是正常现象.
入学之前
本科没有学过《测度论》的同学应在入学之前自学《测度论》。可以拿任何一本教科书,例如
程士宏 《测度论与概率论基础》，北京大学出版社，2003年
严加安 《测度论讲义》（第二版）科学出版社，2004年
入学后第一年
这一年的重点是上课学习，大致上要学好Durrtt写的Probability:Theory and Examples, Second Edition
本科阶段没有学过《应用随机过程》的同学要及时补修《应用随机过程》。
如果因此课程负担过重的话，可以在第二年选修《高等统计学》，但一定要把《高等概率论》和《随机过程论》学好。
研究生每年要有十一个月的时间留在学校学习。
入学后第二年
继续修课以扩充知识，完成学分要求。随机过程方面的后续课程如《随机分析》《随机过程选讲》等都是必修的。
直攻博士学位应在这一年通过资格考试。希望硕博连读的同学应及时提出申请并争取通过资格考试。
第二年的重点在自己看书,并在讨论班上报告，必须报告十次，每次2小时，可以取得《阅读与专题科研训练I》课程度学分，成绩为60分。若要更高成绩，则需报告更多次，每次可提高5分，但以90分为上限。 You have to be a good reader, a good lecturer and a good listener.你要能够自学,能够把内容组织好,演讲时要做到大处脉络清晰,小处引人入胜. 如果你过去十几年间遇到过好老师,那么向他们学几招好的办法来; 如果你觉得没有遇到好老师, 那么就回避那些使你不开心的教学方式.你还要学会在听报告时抓住要点,要不耻下问,尤其在报告结束时提几个问题,会使演讲人高兴,也是使自己脱颖而出的好机会. 要注意锻炼自己,你将受益一辈子.
博士生参考书目：
G.Grimmett, Percolation, Springer 1989
T.M.Liggett, Interacting Particle Systems, Springer, 1985
R.T.Durrett, Lecture Notes on Particle Systems and Percolation, Wadsworth and Brooks/Cole, 1988
R.Lyons & Y. Peres, Probability on Trees and Networks.
Springer出版的A Series of Comprehensive Studies in Mathematics的一种或相当的专著
硕士生参考书目：Springer出版的 St. Flour Lectures in Probability
2011 (Lecture Notes in Mathematics, Vol. 2100)
Itai Benjamini, Coarse Geometry and Randomness
2010 (Lecture Notes in Mathematics, Vol. 2025)
Giambattista Giacomin, Disorder and Critical Phenomena Through Basic Probability Models
2010 (Lecture Notes in Mathematics, Vol. 2015)
Franco Flandoli, Random Perturbation of PDEs and Fluid Dynamic Models
2009 (Lecture Notes in Mathematics, Vol. 2019)
Robert Adler & Jonathan E.Taylor, Topological Complexity of Smooth Random Functions
2009(Lecture Notes in Mathematics, Vol. 2012)
Alison Etheridge, Some Mathematical Models from Population Genetics
2008 (Lecture Notes in Mathematics, Vol. 2033)
Vladimir Koltchinskii, Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems
2008 (Lecture Notes in Mathematics, Vol. 2026)
Yves Le Jan, Markov Paths, Loops and Fields
2007 (Lecture Notes in Mathematics, Vol. 1974)
Frank den Hollander, Random Polymers
2006 (Lecture Notes in Mathematics, Vol. 1957)
Alice Guionnet, Large Random Matrices: Lectures on Macroscopic Asymptotics
2006 (Lecture Notes in Mathematics, Vol. 1950)
Maury Bramson, Stability of Queueing Networks
2005 (Lecture Notes in Mathematics, Vol. 1920)
Steven N. Evans, Probability and Real Trees
2005 (Lecture Notes in Mathematics, Vol. 1897)
Ronald A. Doney, Fluctuation Theory for Lévy Processes
2004 (Lecture Notes in Mathematics, Vol. 1879)
Gordon Slade, The Lace Expansion and its Applications
2004 (Lecture Notes in Mathematics, Vol. 1908)
Lyons, Terry J., Caruana, Michael J., Lévy, Thierry, Differential Equations Driven by Rough Paths
2004 (Lecture Notes in Mathematics, Vol. 1878)
Cerf, Raphaël, The Wulff Crystal in Ising and Percolation Models
2003 (Lecture Notes in Mathematics, Vol. 1896)
Pascal Massart, Concentration Inequalities and Model Selection
2003 (Lecture Notes in Mathematics, Vol. 1869)
Amir Dembo: Favorite Points, Cover Times and Fractals
Tadahisa Funaki: Stochastic Interface Models
2002 (Lecture Notes in Mathematics, Vol. 1875)
Pitman, Jim, Combinatorial Stochastic Processes
2002 (Lecture Notes in Mathematics No. 1840)
Boris Trirelson Scaling Limit, Noise, Stability
Wendelin Werner Random Planar Curves and
Schramm-Loewner Evolutions
2001 (Lecture Notes in Mathematics, Vol. 1851)
Catoni, Olivier, Statistical Learning Theory and Stochastic Optimization
2001(Lecture Notes in Mathematics No. 1837)
Simon Tavare Ancestral Inference in Population Genetics
Ofer Zeitouni Random
Walks in Random Environment
2000 (Lecture Notes in Mathematics No. 1816)
Sergio Albeverio Theory of Dirichlet
forms and applications
Walter Schachermayer Introduction to the
Mathematics of Financial Markets
Michel Talagrand Mean field models for
spin glasses: a first course
1999 (Lecture Notes in Mathematics No. 1781)
Erwin
Bolthausen, Large deviations and interactiong
random walks.
Edwin Perkins, Dawson-Watanube
Superprocesses and Measure-valued diffusions.
Aad van der Vaart: Semiparametric Statistics.
1998 (Lecture Notes in Mathematics No. 1738)
Michel Emery, Martingales continues dans les
varieties differentiable
Arkadi Nemirovski,
Topics in non-parametric statistics
Dan Voiculescu Lectures on free
probability theory
1997 (Lecture Notes in Mathematics No. 1717)
Jean Bertoin, Subordinators: Examples and applications
Fabio Martinelli Lectures on Glauber dynamics for discrete spin models
Yuval Peres, Probability on trees: An introductory climb
1996 (Lecture Notes in Mathematics No. 1665)
Evarist Gine, "Decoupling
and limit theorems for U-statistics and U-processes"
Evarist Gine,
Lectures on some aspects theory of the bootstrap"
Geoffrey Grimmett, "Percolation and
disordered systems"
Laurent Saloff-Coste "Lectures on
finite Markov Chains"
1995 (Lecture Notes in Mathematics No. 1690)
Martin T. Barlow, Diffusions on fractals
David Nualart, Analysis on Wiener Space
and anticipating stochastic calculus
1994 (Lecture Notes in Mathematics No. 1648)
Roland Dobrushin Perturbation methods of the theory
of Gibbsian fields
Diet Groeneboom, Lectures on inverse
problems
Michel Ledoux Isoperimetry
and Gaussian analysis
1993 (Lecture Notes in Mathematics No. 1608)
Philippe Biane Calcul stochastique non-commutatif (法语)
Rick Durrett Ten lectures on particle
systems
1992 (Lecture Notes in Mathematics No. 1581)
Dominique Bakry, L'hypercontractivite
et son utilisation en theorie
des semi-groupes (法语)
Richard D. Gill, Lectures on survival analysis
Stanislav A. Molchanov,
Lectures on random media
1991 (Lecture Notes in Mathematics No. 1541)
Donald D. Dawson Measure-valued Markov processes
Bernard Maisonneuve Processus
de Markov: Naissance retournement, regeneration (法语)
Joel Spencer Nine lectures on random graphs
硕士最后一年
开始考虑毕业论文的研究课题,并寻找毕业后的工作单位,或联系出国留学; 春节过后开始动笔写论文,五一节前完稿.
是否读博士？这是需要想清楚的。
国内学人深受“书中自有黄金屋”的影响，误以为读书越多越好。
如果你的理想职业不是高校教师，还是别读为好。
“我只是想读懂数学。如果一个人的目的是名利，数学不是一条捷径。” ——陈省身
直博生第三年
You are 25 now, and have passed the point of no return. 你要有激情.
开始读文献,如果你能在今后三年一直像高考前那样用功，你将取得成功。
写一篇好论文,在学术界有publish or perish一说.没有好文章,即使拿到文凭也没用.
我常想,倘若水平欠佳的博士只把文凭挂在自家墙上,于社会并无害.
Some
Modest Advice for Graduate Students 中文翻译