Probability Seminar

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Fall 2017

Thursdays in 901 Van Vleck Hall at 2:25 PM, unless otherwise noted. We usually end for questions at 3:15 PM.

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Thursday, September 14, 2017, Brian Rider Temple University

A universality result for the random matrix hard edge

The hard edge refers to the distribution of the smallest singular value for certain ensembles of random matrices, or, and what is the same, that of the minimal point of a logarithmic gas constrained to the positive half line. For any "inverse temperature" and “quadratic" potential the possible limit laws (as the dimension, or number of particles, tends to infinity) was characterized by Jose Ramirez and myself in terms of the spectrum of a (random) diffusion generator. Here we show this picture persists for more general convex polynomial potentials. Joint work with Patrick Waters.

Thursday, October 19, 2017 Varun Jog, UW-Madison ECE and Grainger Institute

Title: Teaching and learning in uncertainty

Abstract: We investigate a simple model for social learning with two characters: a teacher and a student. The teacher's goal is to teach the student the state of the world \Theta, however, the teacher herself is not certain about \Theta and needs to simultaneously learn it and teach it. We examine several natural strategies the teacher may employ to make the student learn as fast as possible. Our primary technical contribution is analyzing the exact learning rates for these strategies by studying the large deviation properties of the sign of a transient random walk on \mathbb Z.

Thursday, October 26, 2017, Konstantin Matetski Toronto

Thursday, November 2, 2017, TBA

Thursday, November 9, 2017, Chen Jia, University of Texas at Dallas

Friday, November 17, 2017, 1pm, Van Vleck B223, Karl Leichty DePaul University

Please note the unusual day and time

Thursday, November 30, 2017, TBA

Thursday, December 7, 2017, TBA

Thursday, December 14, 2017, TBA

Past Seminars