Probability Seminar

The probability seminar is a weekly seminar featuring the latest research in pure and applied probability. Speakers include internationally renowned probabilists as well as probabilistic work from related disciplines including computer science and operations research. It also presents graduate students a friendly environment to present their research.

The seminar is held weekly in 1011 Evans on Wednesdays at 3pm, except the 2/3/16 seminar which will be held in 332 Evans.

Sign up to the department's seminars mailing list.

Recent & Upcoming Probability Seminars

Yevgeniy Kovchegov, Oregon State University
Oct 26, 2016 3:10pm
Abstract:
The tree self-similarities based on Horton ordering and Tokunaga indexing were recently established for a variety of stochastic processes including the Kingman coalescent trees, level set trees for space-homogeneous stochastic processes, and iid time series. They were conjectured for the trees generated by the multiplicative and additive coalescent processes, and a number of other stochastic...
Gregory Schehr, Université de Paris-Sud
Oct 27, 2016 3:30pm
Abstract:
I will discuss extremal properties (the maximum and the time at which it occurs) of the top path of N non-intersecting Brownian bridges and excursions. In the case of excursions, I will show that, in the large N limit, the joint probability density function of the maximum and of its position can be described in terms of Painlevé transcendents. I will finally discuss the relevance of these results...
Nov 2, 2016 3:10pm
Abstract:
Historically there has been a paucity of explicitly constructive methods to produce, and particularly to delineate, broad classes of `certifiably random` infinite sequences, despite longstanding interest in this endeavor. We address this topic via the study of (binary) normal numbers, which have often been viewed as reasonable proxies for randomness, given their limiting equidistribution of...
Steve Pincus, Guilford, CT
Nov 2, 2016 3:10pm
Abstract:
Historically there has been a paucity of explicitly constructive methods to produce, and particularly to delineate, broad classes of `certifiably random` infinite sequences, despite longstanding interest in this endeavor. We address this topic via the study of (binary) normal numbers, which have often been viewed as reasonable proxies for randomness, given their limiting equidistribution of...
Naomi Feldheim, Stanford University
Nov 9, 2016 3:10pm
Abstract:
Let $(X_j)$ be a real Gaussian stationary sequence, that is, a random sequence whose finite marginals have centered multi-variate Gaussian distribution, and E(X_j X_i) = r(j-i). Given the covariance function r(j), what is the behavior of the probability that X_1>0, X_2>0, ... , X_N>0 as N grows to infinity? This simple question goes back at least to the 1950's, when researchers such as...
Lionel Levine, Cornell University
Nov 16, 2016 3:10pm
Abstract:
A sandpile on a graph is an integer-valued function on the vertices. It evolves according to local moves called topplings. Some sandpiles stabilize after a finite number of topplings, while others (if there is no way for sand to exit the system) topple forever. For any sandpile s_0 if we repeatedly add a grain of sand at an independent random vertex, we eventually reach a "threshold state''...
Hao Ge, Peking University
Jan 18, 2017 3:30pm
Abstract:
Stochastic process has a glorious history in physics, chemistry and biology. Due to the advance of single-molecule techniques, stochastic modeling and computation become more and more useful and popular recently. I will talk about several different issues related to stochastic processes at single-molecule and single-cell levels, including stochastic theory of nonequilibrium statistical mechanics,...
Geoffrey Grimmett, Cambridge University
Jan 25, 2017 3:10pm
Abstract:
The problem of self-avoiding walks (SAWs) arose in statistical mechanics in the 1940s, and has connections to probability, combinatorics, and the geometry of groups. The basic question is to count SAWs. The so-called 'connective constant' is the exponential growth rate of the number of n-step SAWs. We summarise joint work with Zhongyang Li concerned with the question of how the connective...