Recent MPT/SAS Seminars
May 10, 2017
13:30 - 14:30. Oriane Blondel (Lyon): "Diffusion in kinetically constrained models"
14:30 - 15:30. Richard Pymar (Birkbeck): "Delocalising the parabolic Anderson model"
15:30 - 16:00. Coffee break in the Statistics Common Room (Room C0.06)
16:00 - 17:00. James Martin (Oxford): "Percolation games"
March 1, 2017
13:30 - 14:30. Christoph Hofer-Temmel (Dutch Academy of Defence): "Disagreement percolation for Gibbs point processes"
14:30 - 15:30. Alessandra Cipriani (Bath): "Pinning for the membrane model in higher dimensions"
15:30 - 16:00. Coffee break in the Statistics Common Room (Room C0.06)
16:00 - 17:00. Ilya Chevyrev (Oxford): "Recent developments in càdlàg rough paths"
January 25, 2017
13:30 - 14:30. Paul Chleboun (Oxford): "Static length scales and glassy dynamics in spin plaquette models"
14:30 - 15:30. Daniela Bertacchi (University of Milan, Bicocca): "Galton-Watson processes in varying environment and accessibility percolation"
15:30 - 16:00. Coffee break in the Statistics Common Room (Room C0.06)
16:00 - 17:00. Fabio Zucca (Milan University of Technology): "Generating functions and extinction probabilities for Branching Random Walks"
November 30, 2016
13:30 - 14:30. Andrew Wade (Durham): Invariance principle for non-homogeneous random walks
14:30 - 15:30. Jordan Stoyanov (Sofia): Recent Developments in Moment Determinacy of Probability Distributions
15:30 - 16:00. Coffee break in the Statistics Common Room (Room C0.06)
16:00 - 17:00. Adrian Gonzalez Casanova (WIAS Berlin): Fixation and duality in a Xi coalescent model with selection
November 2, 2016
13:30 - 14:30. Alessandra Caraceni (Bath): A stroll around Random Infinite Quadrangulations of the Plane
14:30 - 15:30. Márton Balázs (Bristol): How to initialise a second class particle?
15:30 - 16:00. Coffee break in the Statistics Common Room (Room C0.06)
16:00 - 17:00. Kazumasa Kuwada (Tokyo): Monotonicity and rigidity of the W-entropy on RCD (0,N) spaces
May 18, 2016:
1:30-2:30 Alderic Joulin (Toulouse) : Spectral gap for some diffusion operators
2:30-3:30 Nadine Guillotin-Plantard (Lyon 1) : Recent results on the persistence exponent
3:30-4:00 Tea and Coffee in Statistics Common Room
4:00-5:00 George Deligiannidis (Oxford) : Relative complexity of random walks in random scenery.
March 2, 2016
Balazs Rath (Budapest) Multiplicative coalescent with linear deletion: a rigid representation
Khalil Chouk (TU Berlin) Random operator with singular potential
Codina Cotar (UCL) Edge- and vertex-reinforced random walks with super-linear reinforcement on infinite graphs
Februrary 3, 2016
Elie Aidekon (UPMC Paris) Scaling limit of the recurrent biased random walk on a Galton-Watson tree
Antal Jarai (Bath) Inequalities for critical exponents in d-dimensional sandpiles
Vincent Vargas (ENS Paris) Liouville conformal field theoryNovember 25, 2015
Stephen Connor (York) Perfect simulation for the M/G/c queue
Sergey Foss (Heriot-Watt) Large deviations for the distribution of the stationary sojourn time in single- and multi-server queues
Paul Chleboun (Warwick) Relaxation and mixing of kinetically constrained models
October 28, 2015
Alexandre Stauffer (Bath) Random lattice triangulations
Igor Kortchemski (École polytechnique, Paris) Self-similar scaling limits of Markov chains on the positive integers
May 20, 2015
Martina Zaehle (Jena) A pathwise approach to S(P)DE - regularity of global solutions
Samy Tindel (Nancy) Drift estimation for differential equations driven by fractional Brownian motions
February 25, 2015
Alexandra Chronopoulou (Illinois) Sequential Change Detection for Fractional SDEs
Vassili Kolokoltsov (Warwick) Probabilistic analysis of fractional differential equation
Gregory Schehr (Orsay) Near extreme eigenvalues of large random Gaussian matrices and applications
January 21, 2015
Elisabetta Candellero (Warwick) Oil and Water: a two-type internal aggregation model
Julien Berestycki (Oxford) Branching Brownian motion with absorption
Louigi Addario-Berry (McGill) O(t^{1/3}) fluctuations for branching Brownian motion with decay of mass
November 19, 2014
Noah Forman (Oxford) The quantile rearrangement of random walk and Brownian motion increments
Olivier Henard (Queen Mary) On trees invariant under edge contraction
Ajay Chandra (Warwick) From trajectories of effective potentials to infinite dimensional measures: the renormalization group as a tool of rigorous probability theory
October 15, 2014
Yacine Barhoumi (Warwick) Keating-Snaith philosophy and linear combinations of characteristic polynomials
Horatio Boedihardjo (Oxford) A factorisation of the Itô map for SDEs
Gourab Ray (Cambridge) Random walk on hyperbolic unimodular triangulations and circle packing
May 14, 2014
Christina Goldschmidt (Oxford) Behaviour near the extinction time in self-similar fragmentation chains
Enrico Scalas (Sussex) On the compound fractional Poisson process
Alan Sola (Cambridge) Small-particle limits in a regularized Laplacian random growth model
Enrico Scalas (Sussex) On the compound fractional Poisson process
Alan Sola (Cambridge) Small-particle limits in a regularized Laplacian random growth model
March 12, 2014
Leif Döring (Zürich) Self-Similarity, Voter Processes and Catalytic Branching SPDEs
Lennart Bondesson (Umeå) On a class of probability distributions that is closed with respect to addition
and multiplication of independent random variables
Florence Merlevede (Université de Marne-la-Vallée) Strong approximations in the dependent case
February 12, 2014
François Delarue (Nice) Rough paths and 1d SDE with a time dependent distributional drift
Jesse Goodman (Technion) The gaps left by a Brownian motion
Zemer Kosloff (Warwick) Weak invariance principle for the local times of partial sums of Markov chains
November 6, 2013
Terry Soo (Warwick) A monotone Sinai theorem
Sunil Chhita (KTH) Coupling functions of domino tilings of the Aztec diamonds
October 23, 2013
Victor Rivero, CIMAT: Asymptotic behaviour of first passage time distributions for Levy processes
Ben Graham, Warwick: Communicating over a deletion channel: Cmnicainvra etion annl
Marton Balazs, Bristol: Second class particles can perform random walks (in some cases)
May 15, 2013
Piotr Graczyk, Angers: Matrix squared Bessel processes and particle systems of squared Bessel processes
Nathanael Berestycki, Cambridge: Brownian motion in Liouville quantum gravity
Jordan Stoyanov, Newcastle: Some Recent Probabilistic Problems and Results
February 13, 2013
Ivan Nourdin, Lorraine: Convergence in distribution of polynomials of Gaussian random variables
Anita Winter, Essen: Evolving genealogies of interacting branching diffusions: The mean field finite system scheme
Cyril Labbé, Paris 6: The eve property and the genealogy of continuous-state branching processes
January 9, 2013
Nizar Demni, Rennes: Dunkl processes in dihedral wedges
Yan Fyodorov, QMUL: Fluctuations and extreme values in multifractal patterns
December 5, 2012
Jiri Cerny, Vienna: Randomly trapped random walks
Said Hamadene, Le Mans: Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles
November 7, 2012
Ron Doney, Manchester: Conditional Fluctuation Theory with infinite mean
Pierre Patie, Brussels: Fluctuation theory for completely asymmetric Markov processes
Michela Ottobre, Warwick: Random walk in random environment
February 15, 2012
Peter Mörters, Bath: Shifting Brownian motion.Philippe Carmona (Nantes) The discrete-time parabolic Anderson model with heavy-tailed potential
Philippe Carmona, Nantes: The discrete-time parabolic Anderson model with heavy-tailed potential
Naotaka Kajino, Bielefeld: Weyl's Laplacian eigenvalue asymptotics for the measurable Riemannian structure on the Sierpinski gasket
November 9, 2011
A. Veretennikov, Leeds: On Poisson equations in R^d with a parameter
E. Baurdoux, LSE: Solving optimal stopping problems for Lévy processes by fluctuation theory
A. Teixeira, ENS, Paris: Critical window for the vacant set left by a random walk on a random regular graphs
June 1, 2011
Nicholas Bingham, Imperial College: The transition to long memory (or long-range dependence)
Amandine Veber, École Polytechnique France: Long-term behaviour of the spatial Lambda-Fleming-Viot process
May 11, 2011
M. Urusov, Ulm: Convergence of integral functionals of diffusions and the loss of the semimartingale property
M. Zervos, LSE: On portfolio optimisation with linear habit formation
I. Krasovsky, Brunel and Imperial college: Toeplitz determinants and their applications
M. Pistorius, Imperial College: Maximum increments of random walks and Levy processes
February 23, 2011
L. Rey-Bellet, Amherst: Game theory and statistical mechanics
F. Yu, Bristol: Rate of adaptation under weak selection and recombination
P. Sztonyk, Wroclaw: Asymptotics of transtion densities of jump processes
December 1, 2010
B. Djehiche, Stockholm: On a system of backward SPDEs with interacting obstacles related to an optimal investment under uncertainty
J. Weare, Chicago: Affine Invariant Markov Chain Monte-Carlo
November 3, 2010
Huyen Pham, Paris: Optimal investment under multiple defaults and recursive systems of BSDEs
E. Mayerhofer, Vienna: A characterization of non-central Wishart distributions
R. Rossignol, Paris: Lower large deviations and laws of large numbers for maximal flows through a box in first passage percolation
October 27, 2010
F. Fagnola, Milan: Quantum Markov semigroups
J-L Wu, Swansea: On a non-linear stochastic parabolic equation of Burgers type
A. Mijatovic, Warwick: Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
May 26, 2010
J. Norris, Cambridge: Scaling limits for planar cluster growth
P. Lescot, Rouen: Bernstein diffusions, perturbed backward heat equation and interest rate models
R. Doney, Manchester: Local behaviour of first passage times
Februray 24, 2010
J. Moriarty, Manchester: Hitting lines with planar Wiener and Ornstein-Uhlenbeck processes
L. Mytnik, Technion: Infinite rate mutually catalytic branching model
J. Mattingly, Duke: Numerics of SDEs
February 3, 2010
R. Schilling, Germany: A remark on the existence of transition densities for Lévy processes
M. Pistorius, Imperial: Continuously monitored barrier options under Markov processes
S. Grosskinsky, Warwick: Some limit theorems for zero-range condensation
December 2, 2009
J. Biggins, Sheffield: Anomalous spreading in the branching random walk
V. Bally, Paris: Malliavin calculus for jump processes and applications to jump type equations
D. Spano, Warwick: Ancestry and spectrum of Jacobi and Hahn processes
November 4, 2009
X. Zhou, Oxford: Quantile Formulation: A New Paradigm for Portfolio Selection
A. Cox, Bath: Root's Skorokhod Embedding: Optimality and applications to variance options
O. Zaboronski, Warwick: Multi-scaling of occupation probabilities for one-dimensional coalescing random walks
May 13, 2009
M. Roeckner, Bielefeld: Self-organized criticality via stochastic partial differential equations
D. Chafai, Toulouse: Spectral analysis of large random Markov chains
S. Evans, Berkeley: Eigenvales of large random trees
D. Chafai, Toulouse: Spectral analysis of large random Markov chains
S. Evans, Berkeley: Eigenvales of large random trees
March 11, 2009
J. Stoyanov, Newcastle: Some problems involving moments determinacy of distributions
C. Rogers, Cambridge: Contracting for a risk-constrained principal
L. Jones, Stockholm: Measure-valued processes for infinite non-colliding systems
C. Rogers, Cambridge: Contracting for a risk-constrained principal
L. Jones, Stockholm: Measure-valued processes for infinite non-colliding systems
Febr 11, 2009
Oliver Johnson, Bristol: Maximum entropy and Poisson approximation
Goran Peskir, Manchester: The British put-call symmetry
Jerzy Zabczyk, Warsaw: Stochastic pdes with cylindrical Levy noise
Goran Peskir, Manchester: The British put-call symmetry
Jerzy Zabczyk, Warsaw: Stochastic pdes with cylindrical Levy noise
Jan 14, 2009
Richard Nickl, Cambridge: Adaptive Density Estimation in Sup-Norm Loss using Wavelets
Gareth Roberts, Warwick: Perfect and strong epsilon-simulation for diffusion functionals
Gareth Roberts, Warwick: Perfect and strong epsilon-simulation for diffusion functionals
Nov 26, 2008
Alison Etheridge, Oxford: Drift, draft and structure: modelling evolution in a spatial continuum
Nikolaos Zygouras, Warwick: Random Polymer Models
Stefan Geiss, Jyväskylä: Linear norm estimates bewteen vector-valued martingale transforms and singular integrals
Nikolaos Zygouras, Warwick: Random Polymer Models
Stefan Geiss, Jyväskylä: Linear norm estimates bewteen vector-valued martingale transforms and singular integrals
May 28, 2008
D. Talay, INRIA: Representation of derivatives of solutions of semi-linear parabolic variational inequalities with Neumann boundary conditions
Z. Sobol, Swansea: Gradient estimates for degenerate diffusion semigroups
Z. Sobol, Swansea: Gradient estimates for degenerate diffusion semigroups
May 7, 2008
D. Applebaum, Sheffield: Spectral properties of semigroups of measures on Lie groups
T. Schmitz, Leipzig: Diffusions in random environment and ballistic behaviour
February 27, 2008
S. Zuyev, Strathclyde: Stochastic geometry and telecommunications modelling
N. Jacob, Swansea: Some operators associated with multi-parameter processes
T. Cass, Oxford: Malliavin's proof of Hormander's theorem for rough differential equations
January 30, 2008
I. Evstigneev, Manchester: Von Neumann-Gale dynamical systems with applications in economics and finance
M. Penrose, Bath: Two models of random sequential particle deposition
F. Wang, Swansea: Different roles of Ricci and Hess for log-Sobolev inequalities
F. Wang, Swansea: Different roles of Ricci and Hess for log-Sobolev inequalities
December 4, 2007
H. Thorisson, Iceland: Mass-stationarity for random measures in R^d
May 23, 2007
P. Neal, Manchester: Optimal Scaling for Random Walk Metropolis: Discontinuous Target Densities
V. Korolev, Moscow:
Decomposition of volatility
Z. Brzezniak, York: Some inequalities for stochastic convolutions
February 28, 2007
M. Barlow, UBC and Oxford: Random walk on the incipient infinite cluster for oriented percolation
M. Zervos, LSE: Optimal stopping of one-dimensional Ito diffusions with applications to the timing of investment decisions
S. Cerrai, Florence: On the averaging principle for some SPDEs
January 10, 2007
L. Chaumont, Université Paris 6: Random permutations in the Bose gas
S. Foss, Heriot-Watt University: Lower bounds and equivalences for randomly stopped sume
A. De Bouard, Paris: A stochastic nonlinear Schroedinger equation arising in Bose-Einstein condensation
December 6, 2006
D. Ueltschi, Warwick University: Random permutations in the Bose gas
T. Simon, Université d'Évry-Val d'Essonne: First-passage time for integrated processes
H. Matsumoto, Nagoya: Some independence property of GIG and Gamma distributions
October 11, 2006
V. Kolokoltsov, Warwick University: Feller processes with pseudo-differential generators
M. Tehranchi, Cambridge University: No-arbitrage implied volatility dynamics
I. Gyongy, University of Edinburgh: On nonlinear filtering, stochastic PDEs and their approximations
I. Gyongy, University of Edinburgh: On nonlinear filtering, stochastic PDEs and their approximations
March 15, 2006
M. Davis, Imperial college: Applications of Bismut-Elworthy formula in mathematical finance
P. Graczyk, Université d'Angers: Poisson kernel for hyperbolic Brownian motion
D. Bakry, Université de Toulouse: From Logarithmic Sobolev inequalities to Li-Yau's parabolic Harnack inequality
D. Bakry, Université de Toulouse: From Logarithmic Sobolev inequalities to Li-Yau's parabolic Harnack inequality
January 11, 2006
A. Barbour, University of Zurich: Regenerative composition structures: the case of slow variation
M. Grothaus, University of Kaiserslautern: Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous N-particle systems with singular interactions
D. Crisan, Imperial College: McKean-Vlasov representations for a class of SPDE
M. Grothaus, University of Kaiserslautern: Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous N-particle systems with singular interactions
D. Crisan, Imperial College: McKean-Vlasov representations for a class of SPDE
November 9, 2005
A. Veretennikov, Leeds: On filtering problems with wrong initial data
M. Winkel, Oxford: Growth of Levy trees
Y. Inahama, Osaka: Laplace's method for differential equations in the rough path theory