Probability Seminar

From UW-Math Wiki
Revision as of 11:24, 10 February 2021 by Ewbates (talk | contribs)
Jump to navigation Jump to search

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

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

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)

March 4, 2021, Roland Bauerschmidt (Cambridge)

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)

March 25, 2021, Wlodzimierz Bryc (Cincinnati)

April 1, 2021, Zoe Huang (Duke University)

April 8, 2021, Tianyi Zheng (UCSD)

April 15, 2021, Keith Levin (UW-Madison, Statistics)

April 16, 2021, Matthew Junge (CUNY) FRIDAY at 2:25pm, joint with ACMS

April 22, 2021, TBA

April 29, 2021, James Martin (Oxford)

Past Seminars