# Difference between revisions of "Probability Seminar"

(→Friday, 4pm February 9, 2018, Van Vleck B239 Wes Pegden, CMU) |
(→Probability related talk in PDE Geometric Analysis seminar: Monday, 3:30pm to 4:30pm, Van Vleck 901, Xiaoqin Guo, UW-Madison) |
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__NOTOC__ | __NOTOC__ | ||

− | = Spring | + | = Spring 2019 = |

<b>Thursdays in 901 Van Vleck Hall at 2:25 PM</b>, unless otherwise noted. | <b>Thursdays in 901 Van Vleck Hall at 2:25 PM</b>, unless otherwise noted. | ||

<b>We usually end for questions at 3:15 PM.</b> | <b>We usually end for questions at 3:15 PM.</b> | ||

− | If you would like to sign up for the email list to receive seminar announcements then please send an email to join-probsem@lists.wisc.edu. | + | If you would like to sign up for the email list to receive seminar announcements then please send an email to |

+ | [mailto:join-probsem@lists.wisc.edu join-probsem@lists.wisc.edu] | ||

− | |||

− | |||

− | + | == January 31, [https://www.math.princeton.edu/people/oanh-nguyen Oanh Nguyen], [https://www.math.princeton.edu/ Princeton] == | |

− | + | Title: '''Survival and extinction of epidemics on random graphs with general degrees''' | |

− | + | Abstract: We establish the necessary and sufficient criterion for the contact process on Galton-Watson trees (resp. random graphs) to exhibit the phase of extinction (resp. short survival). We prove that the survival threshold $\lambda_1$ for a Galton-Watson tree is strictly positive if and only if its offspring distribution has an exponential tail, settling a conjecture by Huang and Durrett. On the random graph with degree distribution $D$, we show that if $D$ has an exponential tail, then for small enough $\lambda$ the contact process with the all-infected initial condition survives for polynomial time with high probability, while for large enough $\lambda$ it runs over exponential time with high probability. When $D$ is subexponential, the contact process typically displays long survival for any fixed $\lambda>0$. | |

+ | Joint work with Shankar Bhamidi, Danny Nam, and Allan Sly. | ||

− | + | == <span style="color:red"> Wednesday, February 6 at 4:00pm in Van Vleck 911</span> , [https://lc-tsai.github.io/ Li-Cheng Tsai], [https://www.columbia.edu/ Columbia University] == | |

− | + | Title: '''When particle systems meet PDEs''' | |

− | + | Abstract: Interacting particle systems are models that involve many randomly evolving agents (i.e., particles). These systems are widely used in describing real-world phenomena. In this talk we will walk through three facets of interacting particle systems, namely the law of large numbers, random fluctuations, and large deviations. Within each facet, I will explain how Partial Differential Equations (PDEs) play a role in understanding the systems.. | |

+ | == February 7, [http://www.math.cmu.edu/~yug2/ Yu Gu], [https://www.cmu.edu/math/index.html CMU] == | ||

− | <div style="width: | + | Title: '''Fluctuations of the KPZ equation in d\geq 2 in a weak disorder regime''' |

− | <b><span style="color:red"> | + | |

+ | Abstract: We will discuss some recent work on the Edwards-Wilkinson limit of the KPZ equation with a small coupling constant in d\geq 2. | ||

+ | |||

+ | == February 14, [https://www.math.wisc.edu/~seppalai/ Timo Seppäläinen], UW-Madison== | ||

+ | |||

+ | Title: '''Geometry of the corner growth model''' | ||

+ | |||

+ | Abstract: The corner growth model is a last-passage percolation model of random growth on the square lattice. It lies at the nexus of several branches of mathematics: probability, statistical physics, queueing theory, combinatorics, and integrable systems. It has been studied intensely for almost 40 years. This talk reviews properties of the geodesics, Busemann functions and competition interfaces of the corner growth model, and presents some new qualitative and quantitative results. Based on joint projects with Louis Fan (Indiana), Firas Rassoul-Agha and Chris Janjigian (Utah). | ||

+ | |||

+ | == February 21, [https://people.kth.se/~holcomb/ Diane Holcomb], KTH == | ||

+ | |||

+ | |||

+ | Title: '''On the centered maximum of the Sine beta process''' | ||

+ | |||

+ | |||

+ | Abstract: There has been a great deal or recent work on the asymptotics of the maximum of characteristic polynomials or random matrices. Other recent work studies the analogous result for log-correlated Gaussian fields. Here we will discuss a maximum result for the centered counting function of the Sine beta process. The Sine beta process arises as the local limit in the bulk of a beta-ensemble, and was originally described as the limit of a generalization of the Gaussian Unitary Ensemble by Valko and Virag with an equivalent process identified as a limit of the circular beta ensembles by Killip and Stoiciu. A brief introduction to the Sine process as well as some ideas from the proof of the maximum will be covered. This talk is on joint work with Elliot Paquette. | ||

+ | |||

+ | == Probability related talk in PDE Geometric Analysis seminar: <br> Monday, 3:30pm to 4:30pm, Van Vleck 901, Xiaoqin Guo, UW-Madison == | ||

+ | |||

+ | Title: Quantitative homogenization in a balanced random environment | ||

+ | |||

+ | Abstract: Stochastic homogenization of discrete difference operators is closely related to the convergence of random walk in a random environment (RWRE) to its limiting process. In this talk we discuss non-divergence form difference operators in an i.i.d random environment and the corresponding process—a random walk in a balanced random environment in the integer lattice Z^d. We first quantify the ergodicity of the environment viewed from the point of view of the particle. As consequences, we obtain algebraic rates of convergence for the quenched central limit theorem of the RWRE and for the homogenization of both elliptic and parabolic non-divergence form difference operators. Joint work with J. Peterson (Purdue) and H. V. Tran (UW-Madison). | ||

+ | |||

+ | == <span style="color:red"> Wednesday, February 27 at 1:10pm</span> [http://www.math.purdue.edu/~peterson/ Jon Peterson], [http://www.math.purdue.edu/ Purdue] == | ||

+ | |||

+ | |||

+ | <div style="width:520px;height:50px;border:5px solid black"> | ||

+ | <b><span style="color:red">  Please note the unusual day and time. | ||

+ |   </span></b> | ||

</div> | </div> | ||

− | Title: | + | Title: '''Functional Limit Laws for Recurrent Excited Random Walks''' |

+ | |||

+ | Abstract: | ||

+ | |||

+ | Excited random walks (also called cookie random walks) are model for self-interacting random motion where the transition probabilities are dependent on the local time at the current location. While self-interacting random walks are typically very difficult to study, many results for (one-dimensional) excited random walks are remarkably explicit. In particular, one can easily (by hand) calculate a parameter of the model that will determine many features of the random walk: recurrence/transience, non-zero limiting speed, limiting distributions and more. In this talk I will prove functional limit laws for one-dimensional excited random walks that are recurrent. For certain values of the parameters in the model the random walks under diffusive scaling converge to a Brownian motion perturbed at its extremum. This was known previously for the case of excited random walks with boundedly many cookies per site, but we are able to generalize this to excited random walks with periodic cookie stacks. In this more general case, it is much less clear why perturbed Brownian motion should be the correct scaling limit. This is joint work with Elena Kosygina. | ||

+ | |||

+ | == March 7, TBA == | ||

+ | |||

+ | == March 14, TBA == | ||

+ | == March 21, Spring Break, No seminar == | ||

+ | |||

+ | == March 28, [https://www.math.wisc.edu/~shamgar/ Shamgar Gurevitch] [https://www.math.wisc.edu/ UW-Madison]== | ||

+ | |||

+ | Title: '''Harmonic Analysis on GLn over finite fields, and Random Walks''' | ||

+ | |||

+ | Abstract: There are many formulas that express interesting properties of a group G in terms of sums over its characters. For evaluating or estimating these sums, one of the most salient quantities to understand is the ''character ratio'': | ||

+ | |||

+ | $$ | ||

+ | \text{trace}(\rho(g))/\text{dim}(\rho), | ||

+ | $$ | ||

+ | |||

+ | for an irreducible representation $\rho$ of G and an element g of G. For example, Diaconis and Shahshahani stated a formula of this type for analyzing G-biinvariant random walks on G. It turns out that, for classical groups G over finite fields (which provide most examples of finite simple groups), there is a natural invariant of representations that provides strong information on the character ratio. We call this invariant ''rank''. This talk will discuss the notion of rank for $GL_n$ over finite fields, and apply the results to random walks. This is joint work with Roger Howe (Yale and Texas AM). | ||

+ | |||

+ | == April 4, TBA == | ||

+ | == April 11, [https://sites.google.com/site/ebprocaccia/ Eviatar Procaccia], [http://www.math.tamu.edu/index.html Texas A&M] == | ||

+ | |||

+ | == April 18, [https://services.math.duke.edu/~agazzi/index.html Andrea Agazzi], [https://math.duke.edu/ Duke] == | ||

+ | |||

+ | == April 25, [https://www.brown.edu/academics/applied-mathematics/kavita-ramanan Kavita Ramanan], [https://www.brown.edu/academics/applied-mathematics/ Brown] == | ||

+ | |||

+ | == April 26, Colloquium, [https://www.brown.edu/academics/applied-mathematics/kavita-ramanan Kavita Ramanan], [https://www.brown.edu/academics/applied-mathematics/ Brown] == | ||

− | + | == April 26, TBA == | |

− | + | == May 2, TBA == | |

− | |||

− | == | + | <!-- |

+ | ==<span style="color:red"> Friday, August 10, 10am, B239 Van Vleck </span> András Mészáros, Central European University, Budapest == | ||

− | |||

− | + | Title: '''The distribution of sandpile groups of random regular graphs''' | |

− | + | Abstract: | |

− | + | We study the distribution of the sandpile group of random <math>d</math>-regular graphs. For the directed model we prove that it follows the Cohen-Lenstra heuristics, that is, the probability that the <math>p</math>-Sylow subgroup of the sandpile group is a given <math>p</math>-group <math>P</math>, is proportional to <math>|\operatorname{Aut}(P)|^{-1}</math>. For finitely many primes, these events get independent in limit. Similar results hold for undirected random regular graphs, there for odd primes the limiting distributions are the ones given by Clancy, Leake and Payne. | |

− | + | Our results extends a recent theorem of Huang saying that the adjacency matrices of random <math>d</math>-regular directed graphs are invertible with high probability to the undirected case. | |

− | |||

− | == | + | ==September 20, [http://math.columbia.edu/~hshen/ Hao Shen], [https://www.math.wisc.edu/ UW-Madison] == |

− | |||

− | |||

− | |||

− | |||

− | |||

− | |||

+ | Title: '''Stochastic quantization of Yang-Mills''' | ||

+ | Abstract: | ||

+ | "Stochastic quantization” refers to a formulation of quantum field theory as stochastic PDEs. Interesting progress has been made these years in understanding these SPDEs, examples including Phi4 and sine-Gordon. Yang-Mills is a type of quantum field theory which has gauge symmetry, and its stochastic quantization is a Yang-Mills flow perturbed by white noise. | ||

+ | In this talk we start by an Abelian example where we take a symmetry-preserving lattice regularization and study the continuum limit. We will then discuss non-Abelian Yang-Mills theories and introduce a symmetry-breaking smooth regularization and restore the symmetry using a notion of gauge-equivariance. With these results we can construct dynamical Wilson loop and string observables. Based on [S., arXiv:1801.04596] and [Chandra,Hairer,S., work in progress]. | ||

+ | --> | ||

== == | == == | ||

[[Past Seminars]] | [[Past Seminars]] |

## Latest revision as of 10:32, 18 February 2019

# Spring 2019

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

If you would like to sign up for the email list to receive seminar announcements then please send an email to join-probsem@lists.wisc.edu

## January 31, Oanh Nguyen, Princeton

Title: **Survival and extinction of epidemics on random graphs with general degrees**

Abstract: We establish the necessary and sufficient criterion for the contact process on Galton-Watson trees (resp. random graphs) to exhibit the phase of extinction (resp. short survival). We prove that the survival threshold $\lambda_1$ for a Galton-Watson tree is strictly positive if and only if its offspring distribution has an exponential tail, settling a conjecture by Huang and Durrett. On the random graph with degree distribution $D$, we show that if $D$ has an exponential tail, then for small enough $\lambda$ the contact process with the all-infected initial condition survives for polynomial time with high probability, while for large enough $\lambda$ it runs over exponential time with high probability. When $D$ is subexponential, the contact process typically displays long survival for any fixed $\lambda>0$. Joint work with Shankar Bhamidi, Danny Nam, and Allan Sly.

## Wednesday, February 6 at 4:00pm in Van Vleck 911 , Li-Cheng Tsai, Columbia University

Title: **When particle systems meet PDEs**

Abstract: Interacting particle systems are models that involve many randomly evolving agents (i.e., particles). These systems are widely used in describing real-world phenomena. In this talk we will walk through three facets of interacting particle systems, namely the law of large numbers, random fluctuations, and large deviations. Within each facet, I will explain how Partial Differential Equations (PDEs) play a role in understanding the systems..

## February 7, Yu Gu, CMU

Title: **Fluctuations of the KPZ equation in d\geq 2 in a weak disorder regime**

Abstract: We will discuss some recent work on the Edwards-Wilkinson limit of the KPZ equation with a small coupling constant in d\geq 2.

## February 14, Timo Seppäläinen, UW-Madison

Title: **Geometry of the corner growth model**

Abstract: The corner growth model is a last-passage percolation model of random growth on the square lattice. It lies at the nexus of several branches of mathematics: probability, statistical physics, queueing theory, combinatorics, and integrable systems. It has been studied intensely for almost 40 years. This talk reviews properties of the geodesics, Busemann functions and competition interfaces of the corner growth model, and presents some new qualitative and quantitative results. Based on joint projects with Louis Fan (Indiana), Firas Rassoul-Agha and Chris Janjigian (Utah).

## February 21, Diane Holcomb, KTH

Title: **On the centered maximum of the Sine beta process**

Abstract: There has been a great deal or recent work on the asymptotics of the maximum of characteristic polynomials or random matrices. Other recent work studies the analogous result for log-correlated Gaussian fields. Here we will discuss a maximum result for the centered counting function of the Sine beta process. The Sine beta process arises as the local limit in the bulk of a beta-ensemble, and was originally described as the limit of a generalization of the Gaussian Unitary Ensemble by Valko and Virag with an equivalent process identified as a limit of the circular beta ensembles by Killip and Stoiciu. A brief introduction to the Sine process as well as some ideas from the proof of the maximum will be covered. This talk is on joint work with Elliot Paquette.

Title: Quantitative homogenization in a balanced random environment

Abstract: Stochastic homogenization of discrete difference operators is closely related to the convergence of random walk in a random environment (RWRE) to its limiting process. In this talk we discuss non-divergence form difference operators in an i.i.d random environment and the corresponding process—a random walk in a balanced random environment in the integer lattice Z^d. We first quantify the ergodicity of the environment viewed from the point of view of the particle. As consequences, we obtain algebraic rates of convergence for the quenched central limit theorem of the RWRE and for the homogenization of both elliptic and parabolic non-divergence form difference operators. Joint work with J. Peterson (Purdue) and H. V. Tran (UW-Madison).

## Wednesday, February 27 at 1:10pm Jon Peterson, Purdue

** Please note the unusual day and time.
**

Title: **Functional Limit Laws for Recurrent Excited Random Walks**

Abstract:

Excited random walks (also called cookie random walks) are model for self-interacting random motion where the transition probabilities are dependent on the local time at the current location. While self-interacting random walks are typically very difficult to study, many results for (one-dimensional) excited random walks are remarkably explicit. In particular, one can easily (by hand) calculate a parameter of the model that will determine many features of the random walk: recurrence/transience, non-zero limiting speed, limiting distributions and more. In this talk I will prove functional limit laws for one-dimensional excited random walks that are recurrent. For certain values of the parameters in the model the random walks under diffusive scaling converge to a Brownian motion perturbed at its extremum. This was known previously for the case of excited random walks with boundedly many cookies per site, but we are able to generalize this to excited random walks with periodic cookie stacks. In this more general case, it is much less clear why perturbed Brownian motion should be the correct scaling limit. This is joint work with Elena Kosygina.

## March 7, TBA

## March 14, TBA

## March 21, Spring Break, No seminar

## March 28, Shamgar Gurevitch UW-Madison

Title: **Harmonic Analysis on GLn over finite fields, and Random Walks**

Abstract: There are many formulas that express interesting properties of a group G in terms of sums over its characters. For evaluating or estimating these sums, one of the most salient quantities to understand is the *character ratio*:

$$ \text{trace}(\rho(g))/\text{dim}(\rho), $$

for an irreducible representation $\rho$ of G and an element g of G. For example, Diaconis and Shahshahani stated a formula of this type for analyzing G-biinvariant random walks on G. It turns out that, for classical groups G over finite fields (which provide most examples of finite simple groups), there is a natural invariant of representations that provides strong information on the character ratio. We call this invariant *rank*. This talk will discuss the notion of rank for $GL_n$ over finite fields, and apply the results to random walks. This is joint work with Roger Howe (Yale and Texas AM).