Past Probability Seminars Spring 2020

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Fall 2015

Thursdays in 901 Van Vleck Hall at 2:25 PM, unless otherwise noted.

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Thursday, September 17, Nicholas A. Cook, UCLA, 2:25pm Van Vleck B325

Please note the unusual location, Van Vleck Hall B325

Title: Random regular digraphs: singularity and spectrum

We consider two random matrix ensembles associated to large random regular digraphs: (1) the 0/1 adjacency matrix, and (2) the adjacency matrix with iid bounded edge weights. Motivated by universality conjectures, we show that the spectral distribution for the latter ensemble is asymptotically described by the circular law, assuming the graph has degree linear in the number of vertices. Towards establishing the same result for the adjacency matrix without iid weights, we prove that it is invertible with high probability. Along the way we make use of Stein's method of exchangeable pairs to establish some graph discrepancy properties.

Thursday, September 24, No seminar

Thursday, October 1 Sebastien Roch, UW-Madison

Title: Mathematics of the Tree of Life--From Genomes to Phylogenetic Trees and Beyond

Abstract: The reconstruction of the Tree of Life is an old problem in evolutionary biology which has benefited from various branches of mathematics, including probability, combinatorics, algebra, and geometry. Modern DNA sequencing technologies are producing a deluge of new data on a vast array of organisms--transforming how we view the Tree of Life and how it is reconstructed. I will survey recent progress on some mathematical and computational questions that arise in this context. No biology background will be assumed. (This is a practice run for a plenary talk at an AMS meeting.)

Thursday, October 8, No Seminar due to the Midwest Probability Colloquium

Midwest Probability Colloquium

Thursday, October 15, Louis Fan, UW-Madison

Title: Reflected diffusions with partial annihilations on a membrane (Part two)

Abstract: Mathematicians and scientists use interacting particle models to gain understanding of the emergence of macroscopic phenomena from microscopic laws of nature. In this talk, I will introduce an interacting particle system used to model the transport of positive and negative charges in solar cells. To connect the microscopic mechanisms with the macroscopic behaviors at two different scales, we show that the hydrodynamic limit is a pair of deterministic measures whose densities solve a coupled nonlinear heat equations, while the fluctuation limit can be described by a Gaussian Markov process that solves a stochastic partial differential equation. This is the second part of a previous talk given in the Applied and Computation math seminar. Our proofs are based on a correlation function technique (studying the BBGKY hierarchy) and its generalization. This is joint work with Zhen-Qing Chen.

Thursday, October 22, Tom Kurtz, UW-Madison

Title: Strong and weak solutions for general stochastic models

Abstract: Typically, a stochastic model relates stochastic “inputs” and, perhaps, controls to stochastic “outputs.” A general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of stochastic equations will be given in this context. A notion of “compatibility” between inputs and outputs is critical in relating the general result to its classical forebears. Time-change equations for diffusion processes provide an interesting example. Such equations arise naturally as limits of analogous equations for Markov chains. For one-dimensional diffusions they also are essentially given in the now-famous notebook of Doeblin. Although requiring nothing more than standard Brownian motions and the Riemann integral to define, the question of strong uniqueness remains unresolved. To prove weak uniqueness, the notion of compatible solution is employed and the martingale properties of compatible solutions used to reduce the uniqueness question to the corresponding question for a martingale problem or an Ito equation.

Thursday, October 29, Ecaterina Sava-Huss, Cornell


Thursday, November 5, TBA

Thursday, November 12, Janna Lierl, UIUC

Thursday, November 19, David Herzog Iowa State

Thursday, November 26, No Seminar, Thanksgiving Break

Thursday, December 3, Leonid Petrov, University of Virginia

Thursday, December 10, Elizabeth Meckes, Case Western Reserve University

Past Seminars