Probability Seminar
Spring 2021
Thursdays in 901 Van Vleck Hall at 2:30 PM, unless otherwise noted. We usually end for questions at 3:20 PM.
IMPORTANT: In Spring 2021 the seminar is being run online. ZOOM LINK
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January 28, 2021, no seminar
February 4, 2021, Hong-Bin Chen (Courant Institute, NYU)
Dynamic polymers: invariant measures and ordering by noise
We develop a dynamical approach to infinite volume polymer measures (IVPM) in random environments. We define polymer dynamics in 1+1 dimension as a stochastic gradient flow, and establish ordering by noise. We prove that, for a fixed asymptotic slope, the polymer dynamics has a unique invariant distribution given by a unique IVPM. Moreover, One Force-One Solution principle holds.
February 11, 2021, Kevin Yang (Stanford)
Non-stationary fluctuations for some non-integrable models
We will discuss recent progress on weak KPZ universality and non-integrable particle systems, including long-range models and slow bond models. The approach is based on a preliminary step in a non-stationary (first-order) Boltzmann-Gibbs principle. We will also discuss the full non-stationary Boltzmann-Gibbs principle itself and pieces of its proof.
February 18, 2021, Ilya Chevyrev (Edinburgh)
Signature moments to characterize laws of stochastic processes
The normalized sequence of moments characterizes the law of any finite-dimensional random variable. In this talk, I will describe an extension of this result to path-valued random variables, i.e. stochastic processes, by using the normalized sequence of signature moments. I will show how these moments define a metric for laws of stochastic processes. This metric can be efficiently estimated from finite samples, even if the stochastic processes themselves evolve in high-dimensional state spaces. As an application, I will describe a non-parametric two-sample hypothesis test for laws of stochastic processes.
February 25, 2021, Roger Van Peski (MIT)
Random matrices, random groups, singular values, and symmetric functions
Since the 1989 work of Friedman-Washington, the cokernels of random p-adic matrices drawn from various distributions have provided models for random finite abelian p-groups arising in number theory and combinatorics, the most famous being the class groups of quadratic imaginary number fields. Since any finite abelian p-group is isomorphic to a direct sum of cyclic groups $\bigoplus_i \mathbb{Z}/p^{\lambda_i}\mathbb{Z}$, it is equivalent to study the random integer partition $\lambda = (\lambda_1, \lambda_2,\ldots)$, which is analogous to the singular values of a complex random matrix. We show that the behavior of such partitions under taking products and corners of random p-adic matrices is governed by the Hall-Littlewood polynomials, recovering and explaining some previous results relating p-adic matrix cokernels to these polynomials. We use these exact results to study the joint asymptotic behavior of the cokernels of products of many random p-adic matrices $A_\tau \cdots A_1$, with $\tau$ acting as a discrete time parameter. We show that the parts $\lambda_i$ of the corresponding partition have a simple description via an interacting particle system, and their fluctuations converge under rescaling to independent Brownian motions. At both the exact and asymptotic level we explain connections between our results and existing results on singular values of complex random matrices: both are in fact degenerations of the same operations on random partitions coming from Macdonald polynomials.
March 4, 2021, Roland Bauerschmidt (Cambridge)
The Coleman correspondence at the free fermion point
Two-dimensional statistical and quantum field theories are special in many ways. One striking instance of this is the equivalence of certain bosonic and fermionic fields, known as bosonization. I will first review this correspondence in the explicit instance of the massless Gaussian free field and massless Euclidean Dirac fermions. I will then present a result that extends this correspondence to the non-Gaussian `massless' sine-Gordon field on $R^2$ at $\beta=4\pi$ and massive Dirac fermions. This is an instance of Coleman's prediction that the `massless' sine-Gordon model and the massive Thirring model are equivalent. We use this correspondence to show that correlations of the `massless' sine-Gordon model decay exponentially for $\beta=4\pi$. This is joint work with C. Webb (arXiv:2010.07096).
March 11, 2021, Sevak Mkrtchyan (Rochester)
The limit shape of the Leaky Abelian Sandpile Model
The leaky abelian sandpile model (Leaky-ASM) is a growth model in which n grains of sand start at the origin in the square lattice and diffuse according to a toppling rule. A site can topple if its amount of sand is above a threshold. In each topple a site sends some sand to each neighbor and leaks a portion 1-1/d of its sand. This is a dissipative generalization of the Abelian Sandpile Model, which corresponds to the case d=1.
We will discuss how, by connecting the model to a certain killed random walk on the square lattice, for any fixed d>1, an explicit limit shape can be computed for the region visited by the sandpile when it stabilizes.
We will also discuss the limit shape in the regime when the dissipation parameter d converges to 1 as n grows, as this is related to the ordinary ASM with a modified initial configuration.
March 18, 2021, Theo Assiotis (Edinburgh)
On the joint moments of characteristic polynomials of random unitary matrices
I will talk about the joint moments of characteristic polynomials of random unitary matrices and their derivatives. In joint work with Jon Keating and Jon Warren we establish the asymptotics of these quantities for general real values of the exponents as the size N of the matrix goes to infinity. This proves a conjecture of Hughes from 2001. In subsequent joint work with Benjamin Bedert, Mustafa Alper Gunes and Arun Soor we focus on the leading order coefficient in the asymptotics, we connect this to Painleve equations for general values of the exponents and obtain explicit expressions corresponding to the so-called classical solutions of these equations.
March 25, 2021, Wlodzimierz Bryc (Cincinnati)
Fluctuations of particle density for open ASEP
I will review results on fluctuations of particle density for the open Asymmetric Simple Exclusion Process. I will explain the statements and the Laplace transform duality arguments that appear in the proofs.
The talk is based on past and ongoing projects with Alexey Kuznetzov, Yizao Wang and Jacek Wesolowski.
April 1, 2021, Zoe Huang (Duke University)
Motion by mean curvature in interacting particle systems
There are a number of situations in which rescaled interacting particle systems have been shown to converge to a reaction diffusion equation (RDE) with a bistable reaction term. These RDEs have traveling wave solutions. When the speed of the wave is nonzero, block constructions have been used to prove the existence or nonexistence of nontrivial stationary distributions. Here, we follow the approach in a paper by Etheridge, Freeman, and Pennington to show that in a wide variety of examples when the RDE limit has a bistable reaction term and traveling waves have speed 0, one can run time faster and further rescale space to obtain convergence to motion by mean curvature. This opens up the possibility of proving that the sexual reproduction model with fast stirring has a discontinuous phase transition, and that in Region 2 of the phase diagram for the nonlinear voter model studied by Molofsky et. al there were two nontrivial stationary distributions.