Probability Seminar, Statistical Laboratory

Probability Seminar, Statistical Laboratory

Tuesdays 4.30-5.30 pm, MR 12.
Organisers: Nathanaël Berestycki, and Mike Tehranchi.

Webpage of the probability group

Tea beforehand at 4pm in the common room, and drinks afterwards at the Punter.

Easter Term 2011

Previous term

Date Speaker Title Notes
3 May James Norris (Cambridge) Aggregation and Coalescence I (abstract)
10 May James Norris (Cambridge) Aggregation and Coalescence II (abstract) Note: 3pm
10 May Guenter Last (Karlsruhe Institute of Technology) Old and new results on stationary tessellations (abstract)
17 May James Norris (Cambridge) Aggregation and Coalescence III (abstract).
24 May Raphael Roux (Dauphine) Probabilistic Euler Scheme for Fractional Conservational Laws (abstract).
31 May Jason Schweinsberg (UCSD) Dynamics of the evolving Bolthausen-Sznitman coalescent (abstract).
9 June Po-Shen Loh (Carnegie-Mellon) Connectivity in discrete random processes (abstract). Note unusual day (Thursday).
14 June Thorsten Rheinlander Symmetric processes and Ocone martingales (abstract)

James Norris, Aggregation and Coalescence. Abstract:


These talks will aim to give an introduction to recent work (joint with Amanda Turner) on some models for planar random growth, which are encoded in terms of compositions of conformal maps. Properties of the evolving aggregation cluster will be derived for the asymptotic of small particle size and long time. A link will be demonstrated with the coalescing Brownian flow on the circle which eventually allows us to describe a non-trivial internal random tree structure for the clusters.

10 May, Guenter Last. Old and new results on stationary tessellations. Abstract:


In the first part of the talk we present a few fundamental properties of stationary tessellations of Euclidean space. Then we proceed with more recent distributional results on Poisson Voronoi and Poisson hyperplane tessellations. Finally we propose three models for continuum percolation on planar tessellations.

24 May, Raphael Roux. Probabilistic Euler Scheme for Fractional Conservational Laws. Abstract:

I will present some facts about propagation of chaos for a system of particles driven by jump processes and interacting through their empirical distribution function. The system I will consider is designed in such a way that the limit process should satisfies the fractional conservation law, which is a nonlinear partial differential equation with nonlocal diffusion. I will present different convergence results about the system, depending of the distribution of the jumps. In particular, the associated Euler scheme allows to simulate the solution to the fractional conservation law.

31 May, Jason Schweinsberg. Dynamics of the evolving Bolthausen-Sznitman coalescent. Abstract:

Consider a population of fixed size that evolves over time. At each time, the genealogical structure of the population can be described by a coalescent tree whose branches are traced back to the most recent common ancestor of the population. This gives rise to a tree-valued stochastic process, known as the evolving coalescent. We will study this process in the case of populations whose genealogy is given by the Bolthausen-Sznitman coalescent. We will focus on the evolution of the time back to the most recent common ancestor and the total length of branches in the tree.

9 June, Po-Shen Loh. Connectivity in discrete random processes. Abstract:


Half a century ago, a seminal paper of Erdos and Renyi launched the systematic study of random graphs. Since then, this direction of investigation has blossomed into a broad field, and the original model has given rise to many useful variants. Of the properties which have received attention, one of the most fundamental has been that of global connectivity.

Recently, motivated by the practical problem of establishing connectivity in peer-to-peer networks, a natural question of similar flavor arose in the analysis of a natural randomized clustering algorithm. Using methods which originated from physics, but now known to be remarkably useful in the study of random graphs, we establish the asymptotic optimality of this algorithm. We also prove the first rigorous lower bounds on the performance of a closely-related algorithm, extending an approach of Oded Schramm.

Joint work with Eyal Lubetzky.

14 June, Thorsten Rheinlander. Symmetric processes and Ocone martingales. Abstract:

In a recent paper, Mike Tehranchi provided a link between continuous symmetric martingales and the self-duality property of their stochastic exponentials. We explore this link further by providing a characterization of Ocone martingales in terms of certain associated stochastic exponentials. Moreover, we discuss quasi self-dual processes which have received attention in connection with semi-static hedges of barrier options. Joint work with Michael Schmutz.