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Seminar on stochastic processes

Members of the probability group are involved in co-organizing remote specialized seminars that take place on Tuesdays and Thursdays:

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Autumn Semester 2009

Date / Time Speaker Title Location
16 September 2009
17:15-18:15 		Christian Mazza
Université de Fribourg
Event Details

Seminar on Stochastic Processes

Title Mathematical models in systems biology: some examples
Speaker, Affiliation Christian Mazza, Université de Fribourg
Date, Time 16 September 2009, 17:15-18:15
Location HG G 43
Mathematical models in systems biology: some examples
HG G 43
23 September 2009
17:15-18:15 		Thierry Lévy
CNRS/ENS Paris
Event Details

Seminar on Stochastic Processes

Title Central limit theorem for the heat kernel measure on the unitary group
Speaker, Affiliation Thierry Lévy, CNRS/ENS Paris
Date, Time 23 September 2009, 17:15-18:15
Location HG G 43
Central limit theorem for the heat kernel measure on the unitary group
HG G 43
30 September 2009
17:15-18:15 		Andreas Knauf
Universität Erlangen
Event Details

Seminar on Stochastic Processes

Title Topological and Geometric Ideas in Scattering Theory
Speaker, Affiliation Andreas Knauf, Universität Erlangen
Date, Time 30 September 2009, 17:15-18:15
Location HG G 43
Topological and Geometric Ideas in Scattering Theory
HG G 43
7 October 2009
17:15-18:15 		Bálint Tóth
Budapest
Event Details

Seminar on Stochastic Processes

Title Diffusivity bounds for 1d Brownian polymers
Speaker, Affiliation Bálint Tóth, Budapest
Date, Time 7 October 2009, 17:15-18:15
Location HG G 43
Diffusivity bounds for 1d Brownian polymers
HG G 43
7 October 2009
18:15-19:15 		Christophe Sabot
Université Lyon 1
Event Details

Seminar on Stochastic Processes

Title Random Walks in Dirichlet Random Environment on transient graphs
Speaker, Affiliation Christophe Sabot, Université Lyon 1
Date, Time 7 October 2009, 18:15-19:15
Location HG G 43
Random Walks in Dirichlet Random Environment on transient graphs (CANCELLED)
HG G 43
14 October 2009
17:15-18:15 		Grégory Miermont
ENS Paris
Event Details

Seminar on Stochastic Processes

Title Scaling limits of random planar maps with large faces
Speaker, Affiliation Grégory Miermont, ENS Paris
Date, Time 14 October 2009, 17:15-18:15
Location HG G 43
Scaling limits of random planar maps with large faces
HG G 43
21 October 2009
17:15-18:15 		Ryoki Fukushima
University of Kyoto
Event Details

Seminar on Stochastic Processes

Title Brownian motion in heavy tailed Poissonian potentials
Speaker, Affiliation Ryoki Fukushima, University of Kyoto
Date, Time 21 October 2009, 17:15-18:15
Location HG G 43
Brownian motion in heavy tailed Poissonian potentials
HG G 43
28 October 2009
17:15-18:15 		Franco Flandoli
Pisa
Event Details

Seminar on Stochastic Processes

Title PDE uniqueness and random perturbations
Speaker, Affiliation Franco Flandoli, Pisa
Date, Time 28 October 2009, 17:15-18:15
Location HG G 43
PDE uniqueness and random perturbations
HG G 43
4 November 2009
17:15-18:15
Event Details

Seminar on Stochastic Processes

Title Free
Speaker, Affiliation
Date, Time 4 November 2009, 17:15-18:15
Location
Free
* 11 November 2009
16:15-17:15 		Dr. Bikramjit Das
ETH Zurich, Switzerland
Event Details

Seminar on Stochastic Processes

Title Conditioned extreme value limits and regular variation on cones
Speaker, Affiliation Dr. Bikramjit Das, ETH Zurich, Switzerland
Date, Time 11 November 2009, 16:15-17:15
Location HG G 19.2
Conditioned extreme value limits and regular variation on cones
HG G 19.2
11 November 2009
17:15-18:15 		Jean-Dominique Deuschel
TU Berlin
Event Details

Seminar on Stochastic Processes

Title Gradient Gibbs fields with non convex interaction
Speaker, Affiliation Jean-Dominique Deuschel, TU Berlin
Date, Time 11 November 2009, 17:15-18:15
Location HG G 43
Gradient Gibbs fields with non convex interaction
HG G 43
18 November 2009
17:15-18:15 		Gordon Slade
UBC
Event Details

Seminar on Stochastic Processes

Title A renormalization group analysis of the 4-dimensional self-avoiding walk
Speaker, Affiliation Gordon Slade, UBC
Date, Time 18 November 2009, 17:15-18:15
Location HG G 43
Abstract We discuss work in progress with David Brydges. Our first goal is to prove |x|-2 decay of the critical two-point function for certain models of self-avoiding walks on Z4. The walk two-point function is identified as the two-point function of a supersymmetric field theory with quartic self-interaction, and the field theory is then analyzed using renormalization group methods.
A renormalization group analysis of the 4-dimensional self-avoiding walkread_more
HG G 43
25 November 2009
Event Details

Seminar on Stochastic Processes

Title Swiss Probability Seminar
Speaker, Affiliation
Date, Time 25 November 2009,
Location Uni Bern
Swiss Probability Seminar
Uni Bern
2 December 2009
17:15-18:15 		Anton Wakolbinger
Frankfurt
Event Details

Seminar on Stochastic Processes

Title Trees, excursions, and Feller's branching with logistic growth
Speaker, Affiliation Anton Wakolbinger, Frankfurt
Date, Time 2 December 2009, 17:15-18:15
Location HG G 43
Abstract In the diffusion limit of the evolution of a large population with independent finite-variance branching of individuals, the ensemble of genealogical trees can be coded by Brownian motion reflected at the origin (and stopped when the local time at the origin reaches the ancestral mass). In particular, the famous Ray-Knight theorem relates the local times of the Brownian motion at various heights with the process of population size, which is Feller's branching diffusion. In my lecture I will review this, and then focus on a Ray-Knight representation for Feller's branching diffusion with logistic growth (joint work with Etienne Pardoux), in which the individuals do not evolve independently but undergo pairwise fights.
Trees, excursions, and Feller's branching with logistic growthread_more
HG G 43
* 7 December 2009
10:15-11:15 		Dr. Artem Sapozhnikov
Eurandom
Event Details

Seminar on Stochastic Processes

Title Invasion percolation in two dimensions
Speaker, Affiliation Dr. Artem Sapozhnikov, Eurandom
Date, Time 7 December 2009, 10:15-11:15
Location HG G 19.1
Abstract In this talk, we consider invasion percolation on two-dimensional lattices. We give some basic relations between invasion percolation and critical Bernoulli percolation. We use these relations to examine the structure of the invasion percolation cluster of the origin. (joint work with M. Damron and B. Vagvolgyi)
Invasion percolation in two dimensionsread_more
HG G 19.1
* 9 December 2009
16:15-17:15 		Balázs Ráth
Budapest
Event Details

Seminar on Stochastic Processes

Title Time evolution of dense multigraph limits under edge-conservative preferential attachment dynamics
Speaker, Affiliation Balázs Ráth, Budapest
Date, Time 9 December 2009, 16:15-17:15
Location HG F 26.3
Abstract We define the edge reconnecting model, a random multigraph evolving in time. At each time step we change one endpoint of a uniformly chosen edge: the new endpoint is chosen by linear preferential attachment. We consider a sequence of edge reconnecting models where the sequence of initial multigraphs is convergent in a sense which is a natural generalization of the Lovász-Szegedy notion of convergence of dense graph sequences. We investigate how the limit objects evolve under the edge reconnecting dynamics if we rescale time properly: we give the complete characterization of the time evolution of the limiting object from its initial state up to the stationary state using the theory of exchangeable arrays, the Pólya urn model, queuing and diffusion processes.
Time evolution of dense multigraph limits under edge-conservative preferential attachment dynamicsread_more
HG F 26.3
* 9 December 2009
17:20-17:50 		Dr. Martin Keller-Ressel
ETH Zurich, Switzerland
Event Details

Seminar on Stochastic Processes

Title Affine Processes - Survey and Recent Results
Speaker, Affiliation Dr. Martin Keller-Ressel, ETH Zurich, Switzerland
Date, Time 9 December 2009, 17:20-17:50
Location HG F 26.3
Abstract In this talk I give a survey over the development and the central results on the topic of affine processes. In particular I present the characterization of affine processes on the 'canonical' state space (a Euclidean half-space) of Duffie, Filipovic and Schachermayer. I also touch upon recent results such as the regularity result of Keller-Ressel, Schachermayer and Teichmann, and present some open problems.
Affine Processes - Survey and Recent Resultsread_more
HG F 26.3
* 9 December 2009
17:50-18:20 		Christa Cuchiero
ETH Zurich, Switzerland
Event Details

Seminar on Stochastic Processes

Title Affine processes on positive semidefinite matrices
Speaker, Affiliation Christa Cuchiero, ETH Zurich, Switzerland
Date, Time 9 December 2009, 17:50-18:20
Location HG F 26.3
Abstract We consider stochastically continuous affine processes on Sd+, the cone of positive semidefinite symmetric matrices. A complete characterization of this class of processes is provided through a detailed parameter specification of the infinitesimal generator. Furthermore, a relation between infinitely decomposable Markov processes with state space Sd+ and affine processes is established.
Affine processes on positive semidefinite matricesread_more
HG F 26.3
16 December 2009
17:15-18:15
Event Details

Seminar on Stochastic Processes

Title Free
Speaker, Affiliation
Date, Time 16 December 2009, 17:15-18:15
Location
Free

Notes: red marked events are important, events marked with an asterisk (*) indicate that the time and/or location are different from the usual time and/or location and if you want you can subscribe to the iCal/ics Calender.

Organizers: Andrew Barbour, Erwin Bolthausen, Jiri Cerny, Freddy Delbaen, Ashkan Nikeghbali, Martin Schweizer, Alain-Sol Sznitman

Archive: SS 24 AS 23 SS 23 AS 22 SS 22 AS 21 SS 21 SS 20 AS 19 SS 19 AS 18 SS 18 AS 17 SS 17 AS 16 SS 16 AS 15 SS 15 AS 14 SS 14 AS 13 SS 13 AS 12 SS 12 AS 11 SS 11 AS 10 SS 10 AS 09

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