Difference between revisions of "Graduate student reading seminar"

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(Schedule)
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==Schedule==
 
==Schedule==
  
We will meet on Tuesdays at 2:25pm. The first meeting is on 9/10.
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We will meet on Tuesdays at 2:25pm.  
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The first meeting is on 9/10 in room B203. We will discuss the schedule and the format.
  
  

Revision as of 09:13, 5 September 2013

Time and place: Wednesday 3:30PM-4:30PM, B115

Schedule

We will meet on Tuesdays at 2:25pm.

The first meeting is on 9/10 in room B203. We will discuss the schedule and the format.





2013 Spring

2/13: Elnur

Young diagrams, RSK correspondence, corner growth models, distribution of last passage times.

2/20: Elnur

2/27: Chris

A brief introduction to enlargement of filtration and the Dufresne identity Notes

3/6: Chris

3/13: Dae Han

An introduction to random polymers

3/20: Dae Han

Directed polymers in a random environment: path localization and strong disorder

4/3: Diane

Scale and Speed for honest 1 dimensional diffusions

References:
Rogers & Williams - Diffusions, Markov Processes and Martingales
Ito & McKean - Diffusion Processes and their Sample Paths
Breiman - Probability
http://www.statslab.cam.ac.uk/~beresty/Articles/diffusions.pdf

4/10: Diane

4/17: Yun

Introduction to stochastic interface models

4/24: Yun

Dynamics and Gaussian equilibrium sytems

5/1: This reading seminar will be shifted because of a probability seminar.


5/8: Greg, Maso

The Bethe ansatz vs. The Replica Trick. This lecture is an overview of the two approaches. See [1] for a nice overview.

5/15: Greg, Maso

Rigorous use of the replica trick.