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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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Spring Semester 2025

Date / Time Speaker Title Location
26 February 2025
17:15-18:45 		Dr. Titus Lupu
LPSM, Sorbonne Université
Details

Seminar on Stochastic Processes

Title Relation between the geometry of sign clusters of the 2D GFF and its Wick powers
Speaker, Affiliation Dr. Titus Lupu, LPSM, Sorbonne Université
Date, Time 26 February 2025, 17:15-18:45
Location 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 March 2025
17:15-18:45 		Prof. Dr. Erich Baur
Berner Fachhochschule, Technik und Informatik
Details

Seminar on Stochastic Processes

Title Graduate Workshop Reinforcement
Speaker, Affiliation Prof. Dr. Erich Baur, Berner Fachhochschule, Technik und Informatik
Date, Time 5 March 2025, 17:15-18:45
Location Y27 H12
Graduate Workshop Reinforcement
Y27 H12
12 March 2025
17:15-18:45 		Prof. Dr. Erich Baur
Berner Fachhochschule, Technik und Informatik
Details

Seminar on Stochastic Processes

Title Graduate Workshop Reinforcement
Speaker, Affiliation Prof. Dr. Erich Baur, Berner Fachhochschule, Technik und Informatik
Date, Time 12 March 2025, 17:15-18:45
Location Y27 H12
Graduate Workshop Reinforcement
Y27 H12
19 March 2025
17:15-18:45 		Dr. Alejandro Rosales Ortiz
Universität Zürich, Switzerland
Details

Seminar on Stochastic Processes

Title Graduate Workshop Reinforcement
Speaker, Affiliation Dr. Alejandro Rosales Ortiz , Universität Zürich, Switzerland
Date, Time 19 March 2025, 17:15-18:45
Location Y27 H12
Graduate Workshop Reinforcement
Y27 H12
26 March 2025
17:15-18:45 		Prof. Dr. Nicolas Curien
Equipe Probabilités et Statistique, Université Paris-Sud Orsay
Details

Seminar on Stochastic Processes

Title Scaling limits of the Luczak-Winkler growth algorithm
Speaker, Affiliation Prof. Dr. Nicolas Curien, Equipe Probabilités et Statistique, Université Paris-Sud Orsay
Date, Time 26 March 2025, 17:15-18:45
Location 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

Title The scaling limit of random planar maps with large faces
Speaker, Affiliation Prof. Dr. Armand Riera, Sorbonne Université, LPSM
Date, Time 2 April 2025, 17:15-18:45
Location 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

Title Graduate Workshop Reinforcement
Speaker, Affiliation Dr. Alejandro Rosales Ortiz , Universität Zürich, Switzerland
Date, Time 9 April 2025, 17:15-18:45
Location 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

Title Graduate Workshop Reinforcement
Speaker, Affiliation Daniela Portillo del Valle, Universität Zürich, Switzerland
Date, Time 30 April 2025, 17:15-18:45
Location Y27 H12
Graduate Workshop Reinforcement
Y27 H12
7 May 2025
17:15-18:45 		Prof. Dr. Sylvie Méléard
Centre de Mathématiques Appliquées, Ecole Polytechnique
Details

Seminar on Stochastic Processes

Title Long time asymptotics for critical birth and death diffusion processes
Speaker, Affiliation Prof. Dr. Sylvie Méléard, Centre de Mathématiques Appliquées, Ecole Polytechnique
Date, Time 7 May 2025, 17:15-18:45
Location 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 May 2025
17:15-18:30 		Prof. em. Dr. Marc Burger
ETH Zurich, Switzerland
Details

Seminar on Stochastic Processes

Title Farewell Lecture Prof. Marc Burger
Speaker, Affiliation Prof. em. Dr. Marc Burger, ETH Zurich, Switzerland
Date, Time 14 May 2025, 17:15-18:30
Location HG F 30
Farewell Lecture Prof. Marc Burger
HG F 30
21 May 2025
17:15-18:45 		Prof. Dr. Justin Salez
Université Paris-Dauphine & PSL
Details

Seminar on Stochastic Processes

Title Title T.B.A.
Speaker, Affiliation Prof. Dr. Justin Salez, Université Paris-Dauphine & PSL
Date, Time 21 May 2025, 17:15-18:45
Location Y27 H12
Title T.B.A.
Y27 H12
28 May 2025
17:15-18:45 		Fael Rebei
ENS de Lyon
Details

Seminar on Stochastic Processes

Title Title T.B.A.
Speaker, Affiliation Fael Rebei, ENS de Lyon
Date, Time 28 May 2025, 17:15-18:45
Location Y27 H12
Title T.B.A.
Y27 H12

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