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Probability Seminar


Leonardo T. Rolla and Nikos Zygouras in collaboration with Sasha Sodin (Queen Mary), Ofer Busani and Benjamin Lees (Bristol).

Upcoming seminars

For the Zoom link, please contact the organisers the day before.

April 21 16:00 - Vadim Gorin (University of Wiscosin-Madison)

April 28 16:00 - Sourav Chatterjee (Stanford University)

Title: New results for surface growth

Abstract: The growth of random surfaces has attracted a lot of attention in probability theory in the last ten years, especially in the context of the Kardar-Parisi-Zhang (KPZ) equation. Most of the available results are for exactly solvable one-dimensional models. In this talk I will present some recent results for models that are not exactly solvable. In particular, I will talk about the universality of deterministic KPZ growth in arbitrary dimensions, and if time permits, a necessary and sufficient condition for superconcentration in a class of growing random surfaces.

May 05 16:00 - Karen Habermann (University of Warwick)

May 12 16:00 - Amanda Turner (Lancaster University)

May 19 16:00 - Shirshendu Ganguly (University of California Berkeley)

May 26 16:00 - Bruno Schapira (Aix-Marseille University)

June 02 16:00 - Slim Kammoun (Lancaster University)

June 09 16:00 - Alexandre Stauffer (Roma Tre University)

June 16 16:00 - Hubert Lacoin (IMPA)

June 23 16:00 - Laure Dumaz (ENS Paris)

June 30 16:00 - Sébastien Ott (University of Geneva)

July 07 16:00 - Tyler Helmuth (Durham University)

Past seminars

March 17 16:00 - Vittoria Silvestri (University of Rome La Sapienza)

Title: How far do activated random walkers spread from a single source?

Abstract: Activated Random Walks (ARW) is an interacting particle system which is believed to be an example of Self-Organised Criticality (SOC), in that the competition between the particles' activity and inactivity is expected to spontaneously drive the system to a critical state. In this talk I will discuss several notions of criticality and, specialising to ARW on the one-dimensional lattice, I will illustrate how some of them relate to each other. Based on joint work with Lionel Levine (Cornell).

March 10 16:00 - Axel Saenz Rodriguez (University of Warwick)

Title: The ASEP and the Bethe Ansatz.

Abstract: The asymmetric simple exclusion process (ASEP) is an interacting particle system on a one dimensional lattice. It is a toy model for a driven diffusive system, and it belongs to the Kardar-Parisi-Zhang (KPZ) universality class. The Bethe Ansatz gives us an educated guess to write exact formulas for the probability function of the ASEP, leading to very precise results for certain of the limiting statistics of the ASEP. We will discuss some of these results for the ASEP on the line and on the ring.

March 03 16:00 - Jon Keating (University of Oxford)

Title: Moments of moments and Gaussian Multiplicative Chaos

Abstract: I will discuss connections between the moments of moments of the characteristic polynomials of random unitary (CUE) matrices and Gaussian Multiplicative Chaos, focusing in particular on the critical-subcritical case.

February 24 16:00 - Gady Kozma (Weizmann Institute of Science)

Title: The correlation length for percolation

Abstract: For near-critical percolation, there is a special scale, called the correlation length, such that below this scale the process looks like critical percolation, while above this scale the process looks like super- or subcritical percolation, as the case may be. We will discuss what is known about this value, with special emphasis on the most mysterious case, that of 3 dimensions. All terms would be explained in the talk.

February 17 16:00 - Davide Gabrielli (University of L'Aquila)

Title: Invariant measures of the Box Ball System having independent soliton components

Abstract: The Box-Ball System (BBS) is a one-dimensional cellular automaton on the integer lattice. It is related to the Korteweg-de Vries (KdV) equation and exhibits solitonic behaviour. It has been introduced by Takahashi and Satsuma, who identified conserved quantities called solitons. Ferrari, Nguyen, Rolla and Wang codify a configuration of balls by a double infinite array of integer numbers called the soliton components. We illustrate the original construction and an equivalent one based on a branching decomposition of the trees associated to the excursions of the walk of a ball configuration. Building over this codification, we give an explicit construction of a large family of invariant measures for the Box Ball System that are also shift invariant, including Markov and Bernoulli product measures. The construction is based on the concatenation of i.i.d. excursions of the associated walk trajectory. The corresponding random array of components has a product distribution with geometric marginals of parameters depending on the size of the solitons. The values of the parameters are obtained by a recursive equation. Joint work with P.A. Ferrari.

February 10 16:00 - Federico Camia (NYU-Abu Dhabi)

Title: Scaling behavior and decay of correlations in the critical and near-critical planar Ising model

Abstract: The Ising model, introduced by Lenz in 1920 to describe ferromagnetism, is one of the most studied models of statistical mechanics. Its two dimensional version has played a special role in rigorous statistical mechanics since Peierls’ proof of a phase transition in 1936 and Onsager’s derivation of the free energy in 1944. This continues to be the case today, thanks to new results that make the connection between the planar Ising model and the corresponding Euclidean field theory increasingly more explicit. In this talk, I will introduce the Ising model and discuss recent results on its critical and near-critical scaling limits. I will focus in particular on the scaling behavior of the magnetization field at criticality and on the decay of correlations in the near-critical regime. (Based on joint work with R. Conijn, C. Garban, J. Jiang, D. Kiss, and C.M. Newman.)

February 03 16:00 - Jess Jay (University of Bristol)

Title: Interacting Particle Systems and Jacobi Style Identities

Abstract: The study of nearest neighbour interacting particle systems on the integer line has a rich history. Although most work in this area concerns the case of translation invariant measures, it can be fruitful to look beyond this case. In 2018, Balazs and Bowen considered product blocking measures for ASEP and ZRP. By relating the two they found a probabilistic proof of the Jacobi triple product identity, a well-known classical identity appearing throughout Mathematics and Physics. Naturally, one asks if other systems give rise to identities with combinatorial significance, via their blocking measures. In this talk we parameterise such a family and show that it gives rise to new 3 variable combinatorial identities. This is joint work with M. Balazs and D. Fretwell.

January 27 16:00 - Alexander Dunlap (Courant Institute of Mathematical Sciences)

Title: A forward-backward SDE from the 2D nonlinear stochastic heat equation

Abstract: I will discuss a two-dimensional stochastic heat equation in the weak noise regime with a nonlinear noise strength. I will explain how pointwise statistics of solutions to this equation, as the correlation length of the noise is taken to 0 but the noise is attenuated by a logarithmic factor, can be related to a forward-backward stochastic differential equation (FBSDE) depending on the nonlinearity. In the linear case, the FBSDE can be explicitly solved and we recover the log-normal behavior proved by Caravenna, Sun, and Zygouras. Joint work with Yu Gu (CMU).

January 20 16:00 - John Sylvester (University of Glasgow)

Title: Multiple Random Walks on Graphs: Mixing Few to Cover Many

Abstract: In this talk we will consider k random walks that are run independently and in parallel on a finite, undirected and connected graph. Alon et al. (2008) showed that the effect of increasing k, the number of walkers, does not necessarily effect the cover time (time until each vertex has been visited by at least one walk) in a straightforward manner. Despite subsequent progress in the area, the problem of finding a general characterisation of multiple cover times for worst-case start vertices remains an open problem.
We shall present some of our recent results concerning the multiple cover time from independent stationary starting vertices. Firstly, we improve and tighten various bounds, which allow us to establish the stationary cover times of multiple walks on several fundamental networks up to constant factors. Secondly, we present a framework characterising worst-case cover times in terms of stationary cover times and a novel, relaxed notion of mixing time for multiple walks called partial mixing time. Roughly speaking, the partial mixing time only requires a specific portion of all random walks to be mixed. Using these new concepts, we can establish (or recover) the worst-case cover times for many networks including expanders, preferential attachment graphs, grids, binary trees and hypercubes.
This is joint work with Nicolás Rivera and Thomas Sauerwald

January 13 16:00 - Bálint Virág (University of Toronto)

Title: The heat and the landscape

Abstract: If lengths 1 and 2 are assigned randomly to each edge in the planar grid, what are the fluctuations of distances between far away points?This problem is open, yet we know, in great detail, what to expect. The directed landscape, a universal random plane geometry, provides the answer to such questions. In some models, such as directed polymers, the stochastic heat equation, or the KPZ equation, random plane geometry hides in the background. Principal component analysis, a fundamental statistical method, comes to the rescue: BBP statistics can be used to show that these models converge to the directed landscape.

December 11: Herbert Spohn (Munich)

Title: Generalized Gibbs measures of the Toda lattice

Abstract: According to statistical mechanics, Gibbs measures for a many-particle system are constructed from number, momentum, and energy, which are believed to be generically the only locally conserved fields. The classical Toda lattice is an integrable system and thus possesses a countable list of local conservation laws. Accordingly Gibbs measures of the Toda chain are indexed by an infinite set of parameters, rather than only three. This is the meaning of “generalised" in the title. Specifically for the Toda lattice, we will discuss the structure of generalised Gibbs measures and point out the connection to the one-dimensional log gas. This information is a central building block when writing down the appropriate Euler type equations for the Toda lattice.

December 4: Kieran Ryan (Queen Mary)

Title: The quantum Heisenberg XXZ model and the Brauer algebra

Abstract: Several quantum spin systems have probabilistic representations as interchange processes. Some of these processes can be thought of as continuous time random walks on the symmetric group, which in turn has led to study using representation theory. We will in particular discuss the spin-½ quantum Heisenberg XXZ model (and analogous models in higher spins, which are not the XXZ). This model, in a similar way to study using the symmetric group for other models, can be studied using the Brauer algebra. We will introduce this algebra, and its representation theory. Using this we obtain the free energy of the system when the underlying graph is the complete graph, which further lets us determine phase diagrams.

November 27: Horatio Boedihardjo (Warwick)

Title: The signature of a path

Abstract: There has been a lot of activities recently pingrov path-wise results for stochastic differential equations. Some of these activities has been inspired by rough path theory which enables integration against the irregular sample paths to be defined in a path-wise, as opposed to $L^2$, sense. While there have been many existence and uniqueness results, a natural next step is to develop descriptive path-wise theory for differential equations driven by specific path. In this talk, we study a particular example of differential equation and its solution, known as the signature. It is one of the simplest equations studied in rough path theory and has some interesting properties that general equations do not have.

November 20: Michael Damron (Georgia Tech)

Title: Critical first-passage percolation in two dimensions

Abstract: In 2d first-passage percolation (FPP), we place nonnegative i.i.d. weights $(t_e)$ on the edges of $Z^2$ and study the induced weighted graph pseudometric $T = T(x,y)$. If we denote by $p = P(t_e = 0)$, then there is a transition in the large-scale behavior of the model as $p$ varies from $0$ to $1$. When $p < 1/2, T(0,x)$ grows linearly in $x$, and when $p > 1/2$, it is stochastically bounded. The critical case, where $p = 1/2$, is more subtle, and the sublinear growth of $T(0,x)$ depends on the behavior of the distribution function of $t_e$ near zero. I will discuss my work over the past few years that (a) determines the exact rate of growth of $T(0,x)$, (b) determines the "time constant" for the site-FPP model on the triangular lattice and, more recently (c) studies the growth of $T(0,x)$ in a dynamical version of the model, where weights are resampled according to independent exponential clocks. These are joint works with J. Hanson, D. Harper, W.-K. Lam, P. Tang, and X. Wang.

November 13: Ewain Gwynne (Chicago)

Title: Tightness of supercritical Liouville first passage percolation

Abstract: Liouville first passage percolation (LFPP) with parameter $\xi >0$ is the family of random distance functions on the plane obtained by integrating $e^{\xi h_\epsilon}$ along paths, where $h_\epsilon$ for $\epsilon >0$ is a smooth mollification of the planar Gaussian free field. Previous work by Ding-Dub\'edat-Dunlap-Falconet and Gwynne-Miller showed that there is a critical value $\xi_{\mathrm{crit}} > 0$ such that for $\xi < \xi_{\mathrm{crit}}$, LFPP converges under appropriate re-scaling to a random metric on the plane which induces the same topology as the Euclidean metric: the so-called $\gamma$-Liouville quantum gravity metric for $\gamma = \gamma(\xi)\in (0,2)$. Recently, Jian Ding and I showed that LFPP admits non-trivial subsequential scaling limits for all $\xi > 0$. For $\xi >\xi_{\mathrm{crit}}$, the subsequential limiting metrics do \emph{not} induce the Euclidean topology. Rather, there is an uncountable, dense, Lebesgue measure-zero set of points $z\in\mathbb C $ such that $D_h(z,w) = \infty$ for every $w\in\mathbb C\setminus \{z\}$. We expect that the subsequential limiting metrics are related to Liouville quantum gravity with matter central charge in $(1,25)$. I will discuss the properties of the subsequential limiting metrics, their connection to Liouville quantum gravity, and several open problems.

November 6: Renan Gross (Weizmann)

Title: Stochastic processes for Boolean profit

Abstract: Not even influence inequalities for Boolean functions can escape the long arm of stochastic processes. I will present a (relatively) natural stochastic process which turns Boolean functions and their derivatives into jump-process martingales. There is much to profit from analyzing the individual paths of these processes: Using stopping times and level inequalities, we will reprove an inequality of Talagrand relating edge boundaries and the influences, and say something about functions which almost saturate the inequality. The technique (mostly) bypasses hypercontractivity. Work with Ronen Eldan. For a short, animated video about the technique (proving a different result, don't worry), see here:

October 30: Perla Sousi (Cambridge)

Title: The uniform spanning tree in 4 dimensions

Abstract: A uniform spanning tree of ℤ⁴ can be thought of as the "uniform measure" on trees of ℤ⁴. The past of 0 in the uniform spanning tree is the finite component that is disconnected from infinity when 0 is deleted from the tree. We establish the logarithmic corrections to the probabilities that the past contains a path of length n, that it has volume at least n and that it reaches the boundary of the box of side length n around 0. Dimension 4 is the upper critical dimension for this model in the sense that in higher dimensions it exhibits "mean-field" critical behaviour. An important part of our proof is the study of the Newtonian capacity of a loop erased random walk in 4 dimensions. This is joint work with Tom Hutchcroft.

October 23: Inés Armendáriz (Buenos Aires)

Title: Gaussian random permutations and the boson point process

Abstract: We construct an infinite volume spatial random permutation associated to a Gaussian Hamiltonian, which is parametrized by the point density and the temperature. Spatial random permutations are naturally related to boson systems through a representation originally due to Feynman (1953). Bose-Einstein condensation occurs for dimensions 3 or larger, above a critical density, and is manifest in this representation by the presence of cycles of macroscopic length. For subcritical densities we define the spatial random permutation as a Poisson process of finite unrooted loops of a random walk with Gaussian increments that we call Gaussian loop soup, analogous to the Brownian loop soup of Lawler and Werner (2004). We also construct Gaussian random interlacements, a Poisson process of doubly-infinite trajectories of random walks with Gaussian increments analogous to the Brownian random interlacements of Sznitman (2010). For dimensions greater than or equal to 3 and supercritical densities, we define the spatial permutation as the superposition of independent realizations of the Gaussian loop soup at critical density and Gaussian random interlacements at the remaining density. We show some properties of these spatial permutations, in particular that the point marginal is the boson point process, for any point density.This is joint work with P.A. Ferrari and S. Yuhjtman.

October 16: Firas Rassoul-Agha (Utah)

Title: Geometry of geodesics through Busemann measures in directed last-passage percolation

Abstract: We consider planar directed last-passage percolation on the square lattice with general i.i.d. weights and describe geometry properties of the full set of semi-infinite geodesics in a typical realization of the random environment. The main tool is the Busemann functions viewed as a stochastic process indexed by the asymptotic direction. In the exactly solvable exponential model we give a complete characterization of the uniqueness and coalescence structure of the entire family of semi-infinite geodesics. Part of our results concerns the existence of exceptional (random) directions in which new interesting instability structures occur. This is joint work with Christopher Janjigian and Timo Seppalainen.

October 8 (notice special day and time- Thursday, 2pm): Naomi Feldheim (Bar Ilan)

Title: Persistence of Gaussian stationary processes

Abstract: Let f : ℝ→ℝ be a Gaussian stationary process, that is, a random function which is invariant to real shifts and whose marginals have multi-normal distribution. What is the probability that f remains above a certain fixed line for a long period of time? This simple question, which was posed by mathematicians and engineers more than 60 years ago (e.g. Rice, Slepian), has some surprising answers which were discovered only recently. I will describe how a spectral point of view leads to those results. Based on joint works with O. Feldheim, F. Nazarov, S. Nitzan, B. Jaye and S. Mukherjee.