Past Probability Seminars Spring 2020: Difference between revisions
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== October 17, 2019, [https://www.usna.edu/Users/math/hottovy/index.php Scott Hottovy], USNA == | == October 17, 2019, [https://www.usna.edu/Users/math/hottovy/index.php Scott Hottovy], USNA == | ||
``` Simplified dynamics for noisy systems with delays.''' | |||
Many biological and physical systems include some type of random noise with a temporal delay. For example, many sperm cells travel in a random motion where their velocity changes according to a chemical signal. This chemotaxis is transmitted through a delay in the system. That is, the sperm notices chemical gradients after a certain time has elapsed. In this case, the delay causes the sperm to aggregate around the egg. In this talk I will consider a general stochastic differential delay equation (SDDE) with state-dependent colored noises and derive its limit as the time delays and the correlation times of the noises go to zero. The analysis leads to a much simpler Stochastic Differential Equation to study. The work is motivated by an experiment involving an electrical circuit with noisy, delayed feedback. The main methods used in the proof are a theorem about convergence of solutions of stochastic differential equations by Kurtz and Protter and a maximal inequality for sums of a stationary sequence of random variables by Peligrad and Utev. | |||
== October 24, 2019, [https://math.temple.edu/~brider/ Brian Rider], Temple University == | == October 24, 2019, [https://math.temple.edu/~brider/ Brian Rider], Temple University == | ||
Revision as of 14:30, 8 October 2019
Fall 2019
Thursdays in 901 Van Vleck Hall at 2:30 PM, unless otherwise noted. We usually end for questions at 3:20 PM.
If you would like to sign up for the email list to receive seminar announcements then please send an email to join-probsem@lists.wisc.edu
September 12, 2019, Victor Kleptsyn, CNRS and University of Rennes 1
Furstenberg theorem: now with a parameter!
The classical Furstenberg theorem describes the (almost sure) behaviour of a random product of independent matrices; their norms turn out to grow exponentially. In our joint work with A. Gorodetski, we study what happens if the random matrices depend on an additional parameter. It turns out that in this new situation, the conclusion changes. Namely, under some conditions, there almost surely exists a (random) "exceptional" set on parameters where the lower limit for the Lyapunov exponent vanishes. Our results are related to the Anderson localization in dimension one, providing a purely dynamical viewpoint on its proof. I will also speak about some generalizations and related open questions.
September 19, 2019, Xuan Wu, Columbia University
A Gibbs resampling method for discrete log-gamma line ensemble.
In this talk we will construct the discrete log-gamma line ensemble, which is assocaited with inverse gamma polymer model. This log-gamma line ensemble enjoys a random walk Gibbs resampling invariance that follows from the integrable nature of the inverse gamma polymer model via geometric RSK correspondance. By exploiting such resampling invariance, we show the tightness of this log-gamma line ensemble under weak noise scaling. Furthermore, a Gibbs property, as enjoyed by KPZ line ensemble, holds for all subsequential limits.
October 10, 2019, NO SEMINAR - Midwest Probability Colloquium
October 17, 2019, Scott Hottovy, USNA
``` Simplified dynamics for noisy systems with delays.
Many biological and physical systems include some type of random noise with a temporal delay. For example, many sperm cells travel in a random motion where their velocity changes according to a chemical signal. This chemotaxis is transmitted through a delay in the system. That is, the sperm notices chemical gradients after a certain time has elapsed. In this case, the delay causes the sperm to aggregate around the egg. In this talk I will consider a general stochastic differential delay equation (SDDE) with state-dependent colored noises and derive its limit as the time delays and the correlation times of the noises go to zero. The analysis leads to a much simpler Stochastic Differential Equation to study. The work is motivated by an experiment involving an electrical circuit with noisy, delayed feedback. The main methods used in the proof are a theorem about convergence of solutions of stochastic differential equations by Kurtz and Protter and a maximal inequality for sums of a stationary sequence of random variables by Peligrad and Utev.