# Difference between revisions of "Probability Seminar"

(→Wednesday, March 7, Paul Bourgade, Harvard) |
(→Wednesday, May 2, Wenbo Li, University of Delaware) |
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== Wednesday, May 2, Wenbo Li, University of Delaware == | == Wednesday, May 2, Wenbo Li, University of Delaware == | ||

Title: Probabilities of all real zeros for random polynomials | Title: Probabilities of all real zeros for random polynomials | ||

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Abstract: There is a long history on the study of zeros of random polynomials whose coefficients are independent, identically distributed, non-degenerate random variables. | Abstract: There is a long history on the study of zeros of random polynomials whose coefficients are independent, identically distributed, non-degenerate random variables. | ||

We will first provide an overview on zeros of random functions and then show exact and/or asymptotic bounds on probabilities that all zeros of a random polynomial are real under various distributions. | We will first provide an overview on zeros of random functions and then show exact and/or asymptotic bounds on probabilities that all zeros of a random polynomial are real under various distributions. |

## Revision as of 10:41, 6 February 2012

## Spring 2012

Thursdays in 901 Van Vleck Hall at 2:25 PM, unless otherwise noted. If you would like to receive announcements about upcoming seminars, please visit this page to sign up for the email list.

## Thursday, January 26, Timo Seppäläinen, University of Wisconsin - Madison

Title: The exactly solvable log-gamma polymer

Abstract: Among 1+1 dimensional directed lattice polymers, log-gamma distributed weights are a special case that is amenable to various useful exact calculations (an *exactly solvable* case). This talk discusses various aspects of the log-gamma model, in particular an approach to analyzing the model through a geometric or "tropical" version of the Robinson-Schensted-Knuth correspondence.

## Thursday, February 9, Arnab Sen, Cambridge

Title: Random Toeplitz matrices

Abstract: Random Toeplitz matrices belong to the exciting area that lies at the intersection of the usual Wigner random matrices and random Schrodinger operators. In this talk I will describe two recent results on random Toeplitz matrices. First, the maximum eigenvalue, suitably normalized, converges to the 2-4 operator norm of the well-known Sine kernel. Second, the limiting eigenvalue distribution is absolutely continuous, which partially settles a conjecture made by Bryc, Dembo and Jiang (2006). I will also present several open questions and conjectures.

This is a joint work with Balint Virag (Toronto).

## Thursday, February 23, Tom Kurtz, University of Wisconsin - Madison

Title: Particle representations for SPDEs and strict positivity of solutions

Abstract: Stochastic partial differential equations arise naturally as limits of finite systems of interacting particles. For a variety of purposes, it is useful to keep the particles in the limit obtaining an infinite exchangeable system of stochastic differential equations. The corresponding de Finetti measure then gives the solution of the SPDE. These representations frequently simplify existence, uniqueness and convergence results. The support properties of the measure-valued solution can be studied using Girsanov change of measure techniques. The ideas will be illustrated by a model of asset prices set by an infinite system of competing traders. These latter results are joint work with Dan Crisan and Yoonjung Lee.

## Wednesday, February 29, Scott Armstrong, University of Wisconsin - Madison

Title: PDE methods for diffusions in random environments

Abstract: I will summarize some recent work with Souganidis on the stochastic homogenization of (viscous) Hamilton-Jacobi equations. The homogenization of (special cases of) these equations can be shown to be equivalent to some well-known results of Sznitman in the 90s on the quenched large deviations of Brownian motion in the presence of Poissonian obstacles. I will explain the PDE point of view and speculate on some further connections that can be made with probability.

## Wednesday, March 7, Paul Bourgade, Harvard

Title: Universality for beta ensembles.

Abstract: Wigner stated the general hypothesis that the distribution of eigenvalue spacings of large complicated quantum systems is universal in the sense that it depends only on the symmetry class of the physical system but not on other detailed structures. The simplest case for this hypothesis is for ensembles of large but finite dimensional matrices. Spectacular progress was done in the past two decades to prove universality of random matrices presenting an orthogonal, unitary or symplectic invariance. These models correspond to log-gases with respective inverse temperature 1, 2 or 4. I will report on a joint work with L. Erdos and H.-T. Yau, which yields local universality for the log-gases at arbitrary temperature, for analytic external potential. The involved techniques include a multiscale analysis and a local logarithmic Sobolev inequality.

## Thursday, March 8, William Stanton, UC Boulder

## Thursday, April 19, Nancy Garcia, Universidade Estadual de Campinas

## Thursday, April 26, Jim Kuelbs, University of Wisconsin - Madison

## Wednesday, May 2, Wenbo Li, University of Delaware

Title: Probabilities of all real zeros for random polynomials

Abstract: There is a long history on the study of zeros of random polynomials whose coefficients are independent, identically distributed, non-degenerate random variables. We will first provide an overview on zeros of random functions and then show exact and/or asymptotic bounds on probabilities that all zeros of a random polynomial are real under various distributions. The talk is accessible to undergraduate and graduate students in any areas of mathematics.