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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Frühjahrssemester 2025

Datum / Zeit Referent:in Titel Ort
26. Februar 2025
17:15-18:45
Dr. Titus Lupu
LPSM, Sorbonne Université
Details

Seminar on Stochastic Processes

Titel Relation between the geometry of sign clusters of the 2D GFF and its Wick powers
Referent:in, Affiliation Dr. Titus Lupu, LPSM, Sorbonne Université
Datum, Zeit 26. Februar 2025, 17:15-18:45
Ort Y27 H12
Abstract In 1990 Le Gall showed an asymptotic expansion of the epsilon-neighborhood of a planar Brownian trajectory (Wiener sausage) into powers of 1/|log eps|, that involves the renormalized self-intersection local times. In my talk I will present an analogue of this in the case of the 2D GFF. In the latter case, there is an asymptotic expansion of the epsilon-neighborhood of a sign cluster of the 2D GFF into half-integer powers of 1/|log eps|, with the coefficients of the expansion being related to the renormalized (Wick) powers of the GFF.
Relation between the geometry of sign clusters of the 2D GFF and its Wick powersread_more
Y27 H12
5. März 2025
17:15-18:45
Prof. Dr. Erich Baur
Berner Fachhochschule, Technik und Informatik
Details

Seminar on Stochastic Processes

Titel Graduate Workshop Reinforcement
Referent:in, Affiliation Prof. Dr. Erich Baur, Berner Fachhochschule, Technik und Informatik
Datum, Zeit 5. März 2025, 17:15-18:45
Ort Y27 H12
Graduate Workshop Reinforcement
Y27 H12
12. März 2025
17:15-18:45
Prof. Dr. Erich Baur
Berner Fachhochschule, Technik und Informatik
Details

Seminar on Stochastic Processes

Titel Graduate Workshop Reinforcement
Referent:in, Affiliation Prof. Dr. Erich Baur, Berner Fachhochschule, Technik und Informatik
Datum, Zeit 12. März 2025, 17:15-18:45
Ort Y27 H12
Graduate Workshop Reinforcement
Y27 H12
19. März 2025
17:15-18:45
Dr. Alejandro Rosales Ortiz
Universität Zürich, Switzerland
Details

Seminar on Stochastic Processes

Titel Graduate Workshop Reinforcement
Referent:in, Affiliation Dr. Alejandro Rosales Ortiz , Universität Zürich, Switzerland
Datum, Zeit 19. März 2025, 17:15-18:45
Ort Y27 H12
Graduate Workshop Reinforcement
Y27 H12
26. März 2025
17:15-18:45
Prof. Dr. Nicolas Curien
Equipe Probabilités et Statistique, Université Paris-Sud Orsay
Details

Seminar on Stochastic Processes

Titel Scaling limits of the Luczak-Winkler growth algorithm
Referent:in, Affiliation Prof. Dr. Nicolas Curien, Equipe Probabilités et Statistique, Université Paris-Sud Orsay
Datum, Zeit 26. März 2025, 17:15-18:45
Ort Y27 H12
Abstract Since the pioneering work of Aldous in the 1990s, it has been well established that large random trees converge towards a universal object: the Brownian tree. This object, which has become a pillar of modern probability, is a real random compact tree of fractal dimension 2. In this presentation, we will focus on different tree growth algorithms, such as the Rémy algorithm and the Luczak-Winkler algorithm. We will see how, by passing them to the limit, they give rise to diffusions taking values in the space of real trees, of which the Brownian tree constitutes the invariant law.
Scaling limits of the Luczak-Winkler growth algorithmread_more
Y27 H12
2. April 2025
17:15-18:45
Prof. Dr. Armand Riera
Sorbonne Université, LPSM
Details

Seminar on Stochastic Processes

Titel The scaling limit of random planar maps with large faces
Referent:in, Affiliation Prof. Dr. Armand Riera, Sorbonne Université, LPSM
Datum, Zeit 2. April 2025, 17:15-18:45
Ort Y27 H12
Abstract In this talk, we consider large Boltzmann stable planar maps with index $\alpha\in(1,2)$. In recent joint work with Nicolas Curien and Grégory Miermont, we established that this model converges, in the scaling limit, to a random compact metric space that we construct explicitly. The goal of this presentation is to outline the main steps of our proof. We will also discuss various properties of the scaling limit, including its topology and geodesic structure.
The scaling limit of random planar maps with large facesread_more
Y27 H12
9. April 2025
17:15-18:45
Dr. Alejandro Rosales Ortiz
Universität Zürich, Switzerland
Details

Seminar on Stochastic Processes

Titel Graduate Workshop Reinforcement
Referent:in, Affiliation Dr. Alejandro Rosales Ortiz , Universität Zürich, Switzerland
Datum, Zeit 9. April 2025, 17:15-18:45
Ort Y27 H12
Graduate Workshop Reinforcement
Y27 H12
30. April 2025
17:15-18:45
Daniela Portillo del Valle
Universität Zürich, Switzerland
Details

Seminar on Stochastic Processes

Titel Graduate Workshop Reinforcement
Referent:in, Affiliation Daniela Portillo del Valle, Universität Zürich, Switzerland
Datum, Zeit 30. April 2025, 17:15-18:45
Ort Y27 H12
Graduate Workshop Reinforcement
Y27 H12
7. Mai 2025
17:15-18:45
Prof. Dr. Sylvie Méléard
Centre de Mathématiques Appliquées, Ecole Polytechnique
Details

Seminar on Stochastic Processes

Titel Long time asymptotics for critical birth and death diffusion processes
Referent:in, Affiliation Prof. Dr. Sylvie Méléard, Centre de Mathématiques Appliquées, Ecole Polytechnique
Datum, Zeit 7. Mai 2025, 17:15-18:45
Ort Y27 H12
Abstract We study the long time behavior for the distribution of a critical birth and death diffusion process, motivated by population dynamics in changing environment (cf. a recent paper by Calvez, Henry, Méléard, Tran). The birth rates are bounded but death rates are unbounded. Our analysis is based on the spectral properties of the associated Feynman Kac semigroup. We require a standard spectral gap property for this semigroup with a dominant eigenfunction vanishing at infinity. Some examples of diffusions, diffusions with jump, pure jump dynamics are given for which it is true. We consider situations where the underlying diffusion process doesn't come down rapidly from infinity but the compactness properties follow from the divergence of the death rate at infinity. We prove the convergence in law of the branching diffusion process suitably normalized and conditioned to non-extinction. We also prove the existence of the $Q$-process. The main tool is the convergence of suitably normalized moments of the process, which follows from recursive relations for these moments. This is a joint work with Pierre Collet and Jaime San Martin.
Long time asymptotics for critical birth and death diffusion processesread_more
Y27 H12
14. Mai 2025
17:15-18:30
Prof. em. Dr. Marc Burger
ETH Zurich, Switzerland
Details

Seminar on Stochastic Processes

Titel Farewell Lecture Prof. Marc Burger
Referent:in, Affiliation Prof. em. Dr. Marc Burger, ETH Zurich, Switzerland
Datum, Zeit 14. Mai 2025, 17:15-18:30
Ort HG F 30
Farewell Lecture Prof. Marc Burger
HG F 30
21. Mai 2025
17:15-18:45
Prof. Dr. Justin Salez
Université Paris-Dauphine & PSL
Details

Seminar on Stochastic Processes

Titel Title T.B.A.
Referent:in, Affiliation Prof. Dr. Justin Salez, Université Paris-Dauphine & PSL
Datum, Zeit 21. Mai 2025, 17:15-18:45
Ort Y27 H12
Title T.B.A.
Y27 H12
28. Mai 2025
17:15-18:45
Fael Rebei
ENS de Lyon
Details

Seminar on Stochastic Processes

Titel Title T.B.A.
Referent:in, Affiliation Fael Rebei, ENS de Lyon
Datum, Zeit 28. Mai 2025, 17:15-18:45
Ort Y27 H12
Title T.B.A.
Y27 H12

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