The probability seminar takes place on Wednesdays at 4:00 pm in room B3.02.
Organisers: Wei Wu, Stefan Adams, Stefan Grosskinsky
Term 2 2018-19
January 9: Benoit Laslier (Paris VII)
Title: Logarithmic variance for uniform homomorphisms on Z^2
Abstract: We study random functions from Z^2 to Z that change by exactly 1 between neighboring vertices and show that the variance in the center of a box grows logarithmically with the size of the box, together with various RSW type property for level lines of such function. This model is interesting both as a natural discrete version of taking a continuous function from R^2 to R at random, and also because it is an instance of the 6-vertex model (more precisely the square-ice point) which connects combinatorially (for different values of it's parameters) many well known models such as all FK model, UST or ASEP. The approach does not really on any exact solvability of the model, instead we use a new FKG inequality to adopt the renormalization approach that was developed for the continuity of phase transition for FK. This is joint work with Hugo Duminil-Copin, Matan Harel, Gourab Ray and Aran Raoufi.
January 16: TALK MOVED TO MS.05
Sander Dommers (Hull)
Title: Metastability in the reversible inclusion process
Abstract: In the reversible inclusion process with N particles on a finite graph each particle at a site x jumps to site y at rate (d+η_y)r(x,y), where d is a diffusion parameter, η_y is the number of particles on site y and r(x,y) is the jump rate from x to y of an underlying reversible random walk. When the diffusion d tends to 0 as the number of particles tends to infinity, the particles cluster together to form a condensate. It turns out that these condensates only form on the sites where the underlying random walk spends the most time.
Once such a condensate is formed the particles stick together and the condensate performs a random walk itself on much longer timescales, which can be seen as metastable (or tunnelling) behaviour. We study the rates at which the condensate jumps and show that in the reversible case there are several time scales on which these jumps occur depending on how far (in graph distance) the sites are from each other. This generalises work by Grosskinsky, Redig and Vafayi who study the symmetric case where only one timescale is present. Our analysis is based on the martingale approach by Beltrán and Landim.
This is joint work with Alessandra Bianchi and Cristian Giardinà.
January 23: Thomas Bothner (King's College)
Title: When J. Ginibre met E. Schrödinger
Abstract: The real Ginibre ensemble consists of square real matrices whose entries are i.i.d. standard normal random variables. In sharp contrast to the complex and quaternion Ginibre ensemble, real eigenvalues in the real Ginibre ensemble attain positive likelihood. In turn, the spectral radius of a real Ginibe matrix follows a different limiting law for purely real eigenvalues than for non-real ones. Building on previous work by Rider, Sinclair and Poplavskyi, Tribe, Zaboronski, we will show that the limiting distribution of the largest real eigenvalue admits a closed form expression in terms of a distinguished solution to an inverse scattering problem for the Zakharov-Shabat system. This system is directly related to several of the most interesting nonlinear evolution equations in 1+1 dimensions which are solvable by the inverse scattering method, for instance the nonlinear Schrödinger equation. The results of this talk are based on the recent preprint arXiv:1808.02419, joint with Jinho Baik.
January 30: Cyril Labbé (Ceremade)
Title: Localisation of the continuous Anderson hamiltonian in 1d
Abstract: Consider the so-called Anderson hamiltonian obtained by perturbing the Laplacian with a white noise on a segment of size L. This operator is intimately connected to random matrix models and plays an important role for the study of the parabolic Anderson model. I will present a complete description of the bottom of the spectrum of this operator when L goes to infinity. Joint work with Laure Dumaz (Paris Dauphine).
February 6: Ewain Gwynne (Cambridge)
February 13: Nicos Georgiou (Sussex)
Title: Last passage times in discontinuous environments
Abstract: We are studying a last passage percolation model on the two dimensional lattice, where the environment is a field of independent random exponential weights with different parameters. Each variable is associated with a lattice vertex and its parameter is selected according to a discretization of lower semi-continuous parameter function that may admit discontinuities on a set of curves.
We prove a law of large numbers for the sequence of last passage times, defined as the maximum sum of weights which a directed path can collect from (0, 0) to a target point (Nx, Ny) as N tends to infinity and the mesh of the discretisation of the parameter function tends to 0 as 1/N. The LLN is cast in the form of a variational formula, optimised over a given set of macroscopic paths. Properties of maximizers to the variational formula above are investigated in two models where the parameter function allows for analytical tractability. This is joint work with Federico Ciech.
February 20: George Deligiannidis (Oxford)
February 27: Pierre-Francois Rodriguez (IHES)
March 6: Remi Rhodes (Aix Marseille)
March 13: Erik Slivken (Paris)
Title: Large random pattern-avoiding permutations
Abstract: A pattern in a permutation is a subsequence with a specific relative order. What can we say about a typical large random permutation that avoids a particular pattern? We use a variety of approaches. For certain classes we give a geometric description that relates these classes to other types of well-studied concepts like random walks or random trees. Using the right geometric description we can find the the distribution of certain statistics like the number and location of fixed points. This is based on joint work with Christopher Hoffman and Douglas Rizzolo.
Term 1 2018-19
October 3: no seminar
October 10: Milton Jara (IMPA)
Title: Entropy methods in Markov chains
Abstract: Building upon Yau's relative entropy method, we derive a new strategy to obtain scaling properties of Markov chains with a large number of components. As an application, we obtain very precise estimates on the mixing properties of a mean-field spin system. Time permitting, we will also discuss the derivation of the speed of convergence of the hydrodynamic limit and non-equilibrium fluctuations of interacting particle systems.
October 17: Christian Webb (Aalto)
Title: On the statistical behavior of the Riemann zeta function
Abstract: A notoriously difficult problem of analytic number theory is to describe the behavior of the Riemann zeta function on the critical line. After reviewing some basic facts about the zeta function, I will discuss what can be said if the problem is relaxed by considering the behavior of the zeta function in the vicinity of a random point on the critical line.
Time permitting, I will also discuss how this problem is related to various models
of probability theory and mathematical physics. The talk is based on joint work with Eero Saksman.
October 24: no seminar
October 31: Paul Dario (ENS Paris)
Title: Quantitative result on the gradient field model through homogenization.
Abstract: Consider the standard uniformly elliptic gradient field model. It was proved by Funaki and Spohn in 1997, by a subadditivity argument, that the finite volume surface tension of this model converges to a limit called the surface tension. The goal of this talk is to show how one can use the tools developed in recent the theory of stochastic homogenization to obtain an algebraic rate of convergence of the surface tension. The analysis relies on the study of dual subadditive quantities, useful in stochastic homogenization, as well as a variational formulation of the partition function and the notion of displacement convexity from the theory of optimal transport.
November 7: Alexandros Eskenazis (Princeton)
Title: Nonpositive curvature is not coarsely universal
Abstract: A complete geodesic metric space of global nonpositive curvature in the sense of Alexandrov is called a Hadamard space. In this talk we will show that there exist metric spaces which do not admit a coarse embedding into any Hadamard space, thus answering a question of Gromov (1993). The main technical contribution of this work lies in the use of metric space valued martingales to derive the metric cotype 2 inequality with sharp scaling parameter for Hadamard spaces. The talk is based on joint work with M. Mendel and A. Naor.
November 14: David Dereudre (Lille)
Title: DLR equations and rigidity for the Sine-beta process
Abstract: We investigate Sine β, the universal point process arising as the thermodynamic limit of the microscopic scale behavior in the bulk of
one-dimensional log-gases, or β- ensembles, at inverse temperature β > 0. We adopt a statistical physics perspective, and give a description of
Sineβ using the Dobrushin-Landford-Ruelle (DLR) formalism by proving that it satisfies the DLR equations: the restriction of Sine β to a compact set,
conditionally to the exterior configuration, reads as a Gibbs measure given by a finite log-gas in a potential generated by the exterior configuration.
Moreover, we show that Sineβ is number-rigid and tolerant in the sense of Ghosh-Peres, i.e. the number, but not the position, of particles lying
inside a compact set is a deterministic function of the exterior configuration. Our proof of the rigidity differs from the usual strategy and is robust enough
to include more general long range interactions in arbitrary dimension. (joint work with A. Hardy, M. Maïda and T. Leblé)
November 21: Nadia Sidorova (UCL)
Title: Localisation and delocalisation in the parabolic Anderson model
Abstract: The parabolic Anderson problem is the Cauchy problem for the heat equation on the integer lattice with random potential. It describes the mean-field behaviour of a continuous-time branching random walk. It is well-known that, unlike the standard heat equation, the solution of the parabolic Anderson model exhibits strong localisation. In particular, for a wide class of iid potentials it is localised at just one point. However, in a partially symmetric parabolic Anderson model, the one-point localisation breaks down for heavy-tailed potentials and remains unchanged for light-tailed potentials, exhibiting a range of phase transitions.
November 28: Steffen Dereich (Münster)
Title: Quasi-processes for branching Markov chains
Abstract: The concept of quasi-process stems from probabilistic potential theory. Although the notion may not be that familiar nowadays, it is connected to various current developments in probability. For instance, interlacements, as introduced by Sznitman, are Poisson point processes with the intensity measure being a quasi-process. Furthermore, extensions of Markov families as recently derived for certain self-similar Markov processes are closely related to quasi-processes and entrance boundaries. In this talk, we start with a basic introduction of parts of the classical potential theory and then focus on branching Markov chains. The main result will be a spine construction of a branching quasi-process.
The talk is based on joint work with Martin Maiwald (WWU Münster).
December 5: Weijun Xu (Oxford)
Title: Weak universality of KPZ
Abstract: We establish weak universality of the KPZ equation for a class of continuous interface fluctuation models initiated by Hairer-Quastel, but now with general nonlinearities beyond polynomials. Joint work with Martin Hairer.