Affine Deligne-Lusztig varieties show up naturally in the study of Shimura varieties, Rapoport-Zink spaces, and moduli spaces of local shtukas. Among various questions on its geometric properties, the question on the connected components turns out to be a fairly important problem. For example, Kisin, in his proof of the Langlands-Rapoport conjecture (in a weak sense) for abelian type Shimura variety with the hyperspecial level structure, crucially used the description of the set of connected components. Since then, many authors have answered this question in various restricted cases. I will first discuss what is the conjectural description of the connected components and related previous works. Then, I will explain my new result (joint work with Ian Gleason and Yujie Xu) which finishes the question in the mixed characteristic case and, if time permits, new ingredients.
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