Difference between revisions of "Graduate student reading seminar"
|Line 8:||Line 8:|
Revision as of 10:07, 11 September 2013
Time and place: Wednesday 3:30PM-4:30PM, B115
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.
9/24, 10/1: Chris
10/8, 10/15: Dae Han
10/22, 10/29: Elnur
11/5, 11/12: Yun
11/19, 11/26: Yu Sun
12/3, 12/10: Jason
Young diagrams, RSK correspondence, corner growth models, distribution of last passage times.
A brief introduction to enlargement of filtration and the Dufresne identity Notes
3/13: Dae Han
An introduction to random polymers
3/20: Dae Han
Directed polymers in a random environment: path localization and strong disorder
Scale and Speed for honest 1 dimensional diffusions
Rogers & Williams - Diffusions, Markov Processes and Martingales
Ito & McKean - Diffusion Processes and their Sample Paths
Breiman - Probability
Introduction to stochastic interface models
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  for a nice overview.
5/15: Greg, Maso
Rigorous use of the replica trick.