Stochastics Seminar
Click here for the Stochastics Group website
Spring 2024 Friday 3:00-4:00 PM (unless otherwise announced)
Room for in-person: LCB 215
Zoom information: E-mail the organizers
(in person talks are not broadcast on Zoom)
Join the seminar mailing list
Date | Speaker | Title (click for abstract, if available) |
---|---|---|
Friday, Janurary 24th (Canceled) |
Jason Swanson
University of Central Florida |
TBA |
Friday, February 7th |
Cheuk Yin Lee
Chinese University of Hong Kong, Shenzhen |
Many classical results for the Brownian motion rely on its special properties such as independent increments and Markov property. When moving away from the Brownian motion, strong local nondeterminism (SLND) becomes a useful tool for studying Gaussian random fields including solutions to stochastic PDEs (SPDEs) with additive Gaussian noise. In this talk, I will present some results on SLND of SPDEs and their applications. |
Friday, February 14th |
Pierre Patie
Cornell University |
Symmetries such as self-similarity are fundamental concepts that appear across mathematics, from probability and operator theory to mathematical physics. In this talk, I will explore how a novel and constructive algebraic perspective can deepen our understanding of these phenomena. I will begin by discussing how an alternative approach to the renormalization group method provides new insights into scaling limits and universality. I will proceed by presenting a unified framework for understanding self-similarity and Lie symmetries through the lens of group representation theory, operator algebras and spectral theory. This approach reveals the central role of the spectral representation in the Hilbert space of stochastic objects and offers a constructive strategy rooted in the celebrated Stone-Von Neumann-Mackey theorem. Within this framework, I will highlight the surprising roles of the Bessel operator and the Laplacian, which provide unexpected connections and insights. |
Friday, February 21st, 3PM |
Lingfu Zhang
Caltech |
Two core objects in the KPZ universality class are the KPZ fixed point (KPZFP), a Markov process with state space consisting of upper semi-continuous functions, and the directed landscape (DL). These serve as the scaling limits of random growth processes and random planar geometry, respectively. I will talk about a recent work with Duncan Dauvergne, in which we establish an unexpected new characterization of the DL as the unique natural random field driving the KPZFP. This effectively provides a new construction of the DL from the KPZFP without relying on exactly solvable structures. Building on this, we further establish convergence to the DL for a range of models, including some that lack exact solvability, such as general 1D exclusion processes, various couplings of ASEPs (e.g., the colored ASEP), the Brownian web and random walk web distances, and directed polymers. |
Friday, February 21st, 4PM |
Riddhipratim Basu
ICTS, Tata Institute of Fundamental Research |
I shall discuss first passage percolation on Cayley graphs of Gromov hyperbolic groups under mild conditions on the passage time distribution. Appealing to deep geometric and topological facts about hyperbolic groups and their boundaries, several questions become more tractable in this set up compared to their counterparts in Euclidean lattices. In particular, i shall describe several results about time constants, fluctuations, coalescence of geodesics, and exceptional directions where coalescence fails. Some of the results are parallel to what are expected in Euclidean background geometry, while substantially different features are exhibited in other aspects. Based on joint works with Mahan Mj. |
Friday, February 28th, 3PM |
Andrei Prokhorov
University of Chicago |
TBA |
Friday, February 28th, 4PM |
Jiaxin Zhang
Caltech |
We show that a multiple radial SLE(\kappa) system is characterized by a conformally covariant partition function satisfying the null vector PDEs. Using the screening method, we construct conformally covariant solutions to the null vector equations. By heuristically taking the classical limit of the partition functions, we construct the multiple radial SLE(0) systems through stationary relations. By constructing the field integral of motion for the Loewner flow, we show that the traces of the multiple radial SLE(0) system are the horizontal trajectories of an equivalence class of quadratic differentials. The stationary relations connect the classification of multiple radial SLE(0) systems to the enumeration of critical points of the master function of trigonometric Knizhnik-Zamolodchikov (KZ) equations. From a Hamiltonian perspective, we prove that the Loewner dynamics with a common parametrization of capacity in multiple radial SLE(0) systems are a special type of classical Calogero-Sutherland system. |
*** Monday, March 3rd *** |
Christian Serio
Stanford |
TBA |
Friday, March 21st |
Morris Ang
UC San Diego |
TBA |
Friday, Apirl 4th |
Peter Rudzis
UNC-Chapel Hill |
TBA |
Friday, Apirl 11th |
Erin Beckman
Utah State |
TBA |
Friday, TBA |
TBA
TBA |
TBA |
To receive e-mail announcements please join the seminar mailing list.
This web page is maintained by Tom Alberts.
Past Seminars:
- Fall 2024 || Spring 2024
- Fall 2023 || Spring 2024
- Fall 2022 || Spring 2023
- Fall 2021 || Spring 2022
- Fall 2020 || Spring 2021
- Fall 2019 || Spring 2020
- Fall 2018 || Spring 2019
- Fall 2017 || Spring 2018
- Fall 2016 || Spring 2017
- Fall 2015 || Spring 2016
- Fall 2014 || Spring 2015
- Fall 2013 || Spring 2014
- Fall 2012 || Spring 2013
- Fall 2011 || Spring 2012
- Fall 2010 || Spring 2011
- Fall 2009 || Spring 2010
- Fall 2008 || Spring 2009
- Fall 2007 || Spring 2008
- Fall 2006 || Spring 2007
- Fall 2005 || Spring 2006
- Fall 2004 || Spring 2005
- Fall 2003 || Spring 2003
- Fall 2002 || Spring 2002
- Fall 2001
- Winter 2000
- Fall 1999
- Spring 1998