# Difference between revisions of "Probability Seminar"

Line 1: | Line 1: | ||

__NOTOC__ | __NOTOC__ | ||

− | = | + | = Fall 2022 = |

<b>Thursdays at 2:30 PM either in 901 Van Vleck Hall or on Zoom</b> | <b>Thursdays at 2:30 PM either in 901 Van Vleck Hall or on Zoom</b> | ||

− | We | + | We usually end for questions at 3:20 PM. |

[https://uwmadison.zoom.us/j/91828707031?pwd=YUJXMUJkMDlPR0VRdkRCQVJtVndIdz09 ZOOM LINK. Valid only for online seminars.] | [https://uwmadison.zoom.us/j/91828707031?pwd=YUJXMUJkMDlPR0VRdkRCQVJtVndIdz09 ZOOM LINK. Valid only for online seminars.] | ||

Line 12: | Line 12: | ||

− | == | + | == September 22, 2022, in person: [https://sites.google.com/site/pierreyvesgl/home Pierre Yves Gaudreau Lamarre] (University of Chicago) == |

− | ''' | + | '''Moments of the Parabolic Anderson Model with Asymptotically Singular Noise''' |

− | + | ||

− | + | The Parabolic Anderson Model (PAM) is a stochastic partial differential equation that describes the time-evolution of particle system with the following dynamics: Each particle in the system undergoes a diffusion in space, and as they are moving through space, the particles can either multiply or get killed at a rate that depends on a random environment. | |

− | + | ||

− | + | One of the fundamental problems in the theory of the PAM is to understand its behavior at large times. More specifically, the solution of the PAM at large times tends to be intermittent, meaning that most of the particles concentrate in small regions where the environment is most favorable for particle multiplication. | |

− | + | ||

− | + | In this talk, we discuss a new technique to study intermittency in the PAM with a singular random environment. In short, the technique consists of approximating the singular PAM with a regularized version that becomes increasingly singular as time goes to infinity. | |

− | + | ||

− | + | This talk is based on a joint work with Promit Ghosal and Yuchen Liao. | |

− | |||

− | |||

− | |||

− | |||

− | + | == September 29, 2022, in person: Christian Gorski (Northwestern University) == | |

− | |||

− | == | + | == October 6, 2022, in person: [https://danielslonim.github.io/ Daniel Slonim] (University of Virginia) == |

− | ''' | + | '''Random Walks in (Dirichlet) Random Environments with Jumps on Z''' |

− | We | + | We introduce the model of random walks in random environments (RWRE), which are random Markov chains on the integer lattice. These random walks are well understood in the nearest-neighbor, one-dimensional case due to reversibility of almost every Markov chain. For example, directional transience and limiting speed can be characterized in terms of simple expectations involving the transition probabilities at a single site. The reversibility is lost, however, if we go up to higher dimensions or relax the nearest-neighbor assumption by allowing jumps, and therefore much less is known in these models. Despite this non-reversibility, certain special cases have proven to be more tractable. Random Walks in Dirichlet environments (RWDE), where the transition probability vectors are drawn according to a Dirichlet distribution, have been fruitfully studied in the nearest-neighbor, higher dimensional setting. We look at RWDE in one dimension with jumps and characterize when the walk is ballistic: that is, when it has non-zero limiting velocity. It turns out that in this model, there are two factors which can cause a directionally transient walk to have zero limiting speed: finite trapping and large-scale backtracking. Finite trapping involves finite subsets of the graph where the walk is liable to get trapped for a long time. It is a highly local phenomenon that depends heavily on the structure of the underlying graph. Large-scale backtracking is a more global and one-dimensional phenomenon. The two operate "independently" in the sense that either can occur with or without the other. Moreover, if neither factor on its own is enough to cause zero speed, then the walk is ballistic, so the two factors cannot conspire together to slow a walk down to zero speed if neither is sufficient to do so on its own. This appearance of two independent factors affecting ballisticity is a new feature not seen in any previously studied RWRE models. |

− | == | + | == October 13, 2022, [https://uwmadison.zoom.us/j/91828707031?pwd=YUJXMUJkMDlPR0VRdkRCQVJtVndIdz09 ZOOM]: [https://www.maths.univ-evry.fr/pages_perso/loukianova/ Dasha Loukianova] (Université d'Évry Val d'Essonne) == |

− | |||

− | + | == October 27, 2022, [https://uwmadison.zoom.us/j/91828707031?pwd=YUJXMUJkMDlPR0VRdkRCQVJtVndIdz09 ZOOM]: [https://www-users.cse.umn.edu/~arnab/ Arnab Sen] (UW-Madison) == | |

− | |||

− | + | == November 3, 2022, in person: [https://www.ias.edu/scholars/sky-yang-cao Sky Cao] (Institute for Advanced Study) == | |

− | |||

− | == | + | == November 10, 2022, in person: TBD == |

− | |||

− | + | == November 17, 2022, [https://uwmadison.zoom.us/j/91828707031?pwd=YUJXMUJkMDlPR0VRdkRCQVJtVndIdz09 ZOOM]: [https://sites.google.com/site/leandroprpimentel/ Leandro Pimentel] (Federal University of Rio de Janeiro) == | |

− | |||

− | + | == December 1, in person: [https://cims.nyu.edu/~ajd594/ Alex Dunlap] (Courant Institute) == | |

− | |||

− | == | + | == December 8, 2022, in person: [https://sites.northwestern.edu/juliagaudio/ Julia Gaudio] (Northwestern University) == |

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

[[Past Seminars]] | [[Past Seminars]] |

## Revision as of 15:42, 14 September 2022

# Fall 2022

**Thursdays at 2:30 PM either in 901 Van Vleck Hall or on Zoom**

We usually end for questions at 3:20 PM.

ZOOM LINK. Valid only for online seminars.

If you would like to sign up for the email list to receive seminar announcements then please join our group.

## September 22, 2022, in person: Pierre Yves Gaudreau Lamarre (University of Chicago)

**Moments of the Parabolic Anderson Model with Asymptotically Singular Noise**

The Parabolic Anderson Model (PAM) is a stochastic partial differential equation that describes the time-evolution of particle system with the following dynamics: Each particle in the system undergoes a diffusion in space, and as they are moving through space, the particles can either multiply or get killed at a rate that depends on a random environment.

One of the fundamental problems in the theory of the PAM is to understand its behavior at large times. More specifically, the solution of the PAM at large times tends to be intermittent, meaning that most of the particles concentrate in small regions where the environment is most favorable for particle multiplication.

In this talk, we discuss a new technique to study intermittency in the PAM with a singular random environment. In short, the technique consists of approximating the singular PAM with a regularized version that becomes increasingly singular as time goes to infinity.

This talk is based on a joint work with Promit Ghosal and Yuchen Liao.

## September 29, 2022, in person: Christian Gorski (Northwestern University)

## October 6, 2022, in person: Daniel Slonim (University of Virginia)

**Random Walks in (Dirichlet) Random Environments with Jumps on Z**

We introduce the model of random walks in random environments (RWRE), which are random Markov chains on the integer lattice. These random walks are well understood in the nearest-neighbor, one-dimensional case due to reversibility of almost every Markov chain. For example, directional transience and limiting speed can be characterized in terms of simple expectations involving the transition probabilities at a single site. The reversibility is lost, however, if we go up to higher dimensions or relax the nearest-neighbor assumption by allowing jumps, and therefore much less is known in these models. Despite this non-reversibility, certain special cases have proven to be more tractable. Random Walks in Dirichlet environments (RWDE), where the transition probability vectors are drawn according to a Dirichlet distribution, have been fruitfully studied in the nearest-neighbor, higher dimensional setting. We look at RWDE in one dimension with jumps and characterize when the walk is ballistic: that is, when it has non-zero limiting velocity. It turns out that in this model, there are two factors which can cause a directionally transient walk to have zero limiting speed: finite trapping and large-scale backtracking. Finite trapping involves finite subsets of the graph where the walk is liable to get trapped for a long time. It is a highly local phenomenon that depends heavily on the structure of the underlying graph. Large-scale backtracking is a more global and one-dimensional phenomenon. The two operate "independently" in the sense that either can occur with or without the other. Moreover, if neither factor on its own is enough to cause zero speed, then the walk is ballistic, so the two factors cannot conspire together to slow a walk down to zero speed if neither is sufficient to do so on its own. This appearance of two independent factors affecting ballisticity is a new feature not seen in any previously studied RWRE models.