Departement Mathematik

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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Herbstsemester 2009

Datum / Zeit Referent:in Titel Ort
16. September 2009
17:15-18:15 		Christian Mazza
Université de Fribourg
Details

Seminar on Stochastic Processes

Titel Mathematical models in systems biology: some examples
Referent:in, Affiliation Christian Mazza, Université de Fribourg
Datum, Zeit 16. September 2009, 17:15-18:15
Ort 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
Details

Seminar on Stochastic Processes

Titel Central limit theorem for the heat kernel measure on the unitary group
Referent:in, Affiliation Thierry Lévy, CNRS/ENS Paris
Datum, Zeit 23. September 2009, 17:15-18:15
Ort 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
Details

Seminar on Stochastic Processes

Titel Topological and Geometric Ideas in Scattering Theory
Referent:in, Affiliation Andreas Knauf, Universität Erlangen
Datum, Zeit 30. September 2009, 17:15-18:15
Ort HG G 43
Topological and Geometric Ideas in Scattering Theory
HG G 43
7. Oktober 2009
17:15-18:15 		Bálint Tóth
Budapest
Details

Seminar on Stochastic Processes

Titel Diffusivity bounds for 1d Brownian polymers
Referent:in, Affiliation Bálint Tóth, Budapest
Datum, Zeit 7. Oktober 2009, 17:15-18:15
Ort HG G 43
Diffusivity bounds for 1d Brownian polymers
HG G 43
7. Oktober 2009
18:15-19:15 		Christophe Sabot
Université Lyon 1
Details

Seminar on Stochastic Processes

Titel Random Walks in Dirichlet Random Environment on transient graphs
Referent:in, Affiliation Christophe Sabot, Université Lyon 1
Datum, Zeit 7. Oktober 2009, 18:15-19:15
Ort HG G 43
Random Walks in Dirichlet Random Environment on transient graphs (ABGESAGT)
HG G 43
14. Oktober 2009
17:15-18:15 		Grégory Miermont
ENS Paris
Details

Seminar on Stochastic Processes

Titel Scaling limits of random planar maps with large faces
Referent:in, Affiliation Grégory Miermont, ENS Paris
Datum, Zeit 14. Oktober 2009, 17:15-18:15
Ort HG G 43
Scaling limits of random planar maps with large faces
HG G 43
21. Oktober 2009
17:15-18:15 		Ryoki Fukushima
University of Kyoto
Details

Seminar on Stochastic Processes

Titel Brownian motion in heavy tailed Poissonian potentials
Referent:in, Affiliation Ryoki Fukushima, University of Kyoto
Datum, Zeit 21. Oktober 2009, 17:15-18:15
Ort HG G 43
Brownian motion in heavy tailed Poissonian potentials
HG G 43
28. Oktober 2009
17:15-18:15 		Franco Flandoli
Pisa
Details

Seminar on Stochastic Processes

Titel PDE uniqueness and random perturbations
Referent:in, Affiliation Franco Flandoli, Pisa
Datum, Zeit 28. Oktober 2009, 17:15-18:15
Ort HG G 43
PDE uniqueness and random perturbations
HG G 43
4. November 2009
17:15-18:15
Details

Seminar on Stochastic Processes

Titel Free
Referent:in, Affiliation
Datum, Zeit 4. November 2009, 17:15-18:15
Ort
Free
* 11. November 2009
16:15-17:15 		Dr. Bikramjit Das
ETH Zurich, Switzerland
Details

Seminar on Stochastic Processes

Titel Conditioned extreme value limits and regular variation on cones
Referent:in, Affiliation Dr. Bikramjit Das, ETH Zurich, Switzerland
Datum, Zeit 11. November 2009, 16:15-17:15
Ort 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
Details

Seminar on Stochastic Processes

Titel Gradient Gibbs fields with non convex interaction
Referent:in, Affiliation Jean-Dominique Deuschel, TU Berlin
Datum, Zeit 11. November 2009, 17:15-18:15
Ort HG G 43
Gradient Gibbs fields with non convex interaction
HG G 43
18. November 2009
17:15-18:15 		Gordon Slade
UBC
Details

Seminar on Stochastic Processes

Titel A renormalization group analysis of the 4-dimensional self-avoiding walk
Referent:in, Affiliation Gordon Slade, UBC
Datum, Zeit 18. November 2009, 17:15-18:15
Ort 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
Details

Seminar on Stochastic Processes

Titel Swiss Probability Seminar
Referent:in, Affiliation
Datum, Zeit 25. November 2009,
Ort Uni Bern
Swiss Probability Seminar
Uni Bern
2. Dezember 2009
17:15-18:15 		Anton Wakolbinger
Frankfurt
Details

Seminar on Stochastic Processes

Titel Trees, excursions, and Feller's branching with logistic growth
Referent:in, Affiliation Anton Wakolbinger, Frankfurt
Datum, Zeit 2. Dezember 2009, 17:15-18:15
Ort 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. Dezember 2009
10:15-11:15 		Dr. Artem Sapozhnikov
Eurandom
Details

Seminar on Stochastic Processes

Titel Invasion percolation in two dimensions
Referent:in, Affiliation Dr. Artem Sapozhnikov, Eurandom
Datum, Zeit 7. Dezember 2009, 10:15-11:15
Ort 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. Dezember 2009
16:15-17:15 		Balázs Ráth
Budapest
Details

Seminar on Stochastic Processes

Titel Time evolution of dense multigraph limits under edge-conservative preferential attachment dynamics
Referent:in, Affiliation Balázs Ráth, Budapest
Datum, Zeit 9. Dezember 2009, 16:15-17:15
Ort 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. Dezember 2009
17:20-17:50 		Dr. Martin Keller-Ressel
ETH Zurich, Switzerland
Details

Seminar on Stochastic Processes

Titel Affine Processes - Survey and Recent Results
Referent:in, Affiliation Dr. Martin Keller-Ressel, ETH Zurich, Switzerland
Datum, Zeit 9. Dezember 2009, 17:20-17:50
Ort 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. Dezember 2009
17:50-18:20 		Christa Cuchiero
ETH Zurich, Switzerland
Details

Seminar on Stochastic Processes

Titel Affine processes on positive semidefinite matrices
Referent:in, Affiliation Christa Cuchiero, ETH Zurich, Switzerland
Datum, Zeit 9. Dezember 2009, 17:50-18:20
Ort 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. Dezember 2009
17:15-18:15
Details

Seminar on Stochastic Processes

Titel Free
Referent:in, Affiliation
Datum, Zeit 16. Dezember 2009, 17:15-18:15
Ort
Free

Hinweise: rot markierte Ereignisse sind wichtig, mit einem Stern gekennzeichnete Ereignisse (*) zeigen an, dass die Zeit und/oder der Ort von der üblichen Zeit und/oder dem üblichen Ort abweichen und wenn Sie möchten, können Sie den iCal/ics-Kalender abonnieren.

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

Archiv: FS 24 HS 23 FS 23 HS 22 FS 22 HS 21 FS 21 FS 20 HS 19 FS 19 HS 18 FS 18 HS 17 FS 17 HS 16 FS 16 HS 15 FS 15 HS 14 FS 14 HS 13 FS 13 HS 12 FS 12 HS 11 FS 11 HS 10 FS 10 HS 09

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