The following notes grew out oflectures held during the DMV-Seminar on
Random Media in November 1999 at the Mathematics Research Institute of
Oberwolfach, and in February-March 2000 at the Ecole Normale Superieure
in Paris. In both places the atmosphere was very friendly and
stimulating. The positive response of the audience was encouragement
enough to write up these notes. I hope they will carryover the enjoyment
of the live lectures. I whole heartedly wish to thank Profs. Matthias
Kreck and Jean-Franc;ois Le Gall who were respon- sible for these two
very enjoyable visits, Laurent Miclo for his comments on an earlier
version of these notes, and last but not least Erwin Bolthausen who was
my accomplice during the DMV-Seminar. A Brief Introduction The main
theme of this series of lectures are "Random motions in random me- dia".
The subject gathers a variety of probabilistic models often originated
from physical sciences such as solid state physics, physical chemistry,
oceanography, biophysics . . ., in which typically some diffusion
mechanism takes place in an inho- mogeneous medium. Randomness appears
at two levels. It comes in the description of the motion of the particle
diffusing in the medium, this is a rather traditional point of view for
probability theory; but it also comes in the very description of the
medium in which the diffusion takes place.