Probability Forum: Previous Meetings
Fall 2011
October 10 Sigurd Assing: "A rigorous equation for the Cole-Hopf solution of the conservative KPZ dynamics"
October 17 Martin Hairer: "Solving the KPZ equation: methods, techniques and some of the gory details "
October 31 Martin Hairer: "What the heck are Feynman diagrams anyway?"
November 7 Jon Warren: "The stochastic heat equation and the Karlin-McGregor formula"
November 14 Ben Graham: "Sublinear variance for first- and last-passage percolation models"
December 5 Charis Efthymiou "Simple algorithm for random colouring of using
colours"
Winter 2011
January 19 Nicos Georgiou (Wisconsin): TASEP with discontinuous jump rates
January 26 Vassili Kolokoltsov Stochastic scattering
February 2 Alex Mijatovic : On the first passage of completely asymmetric reflected Levy processes: quadruple and sextuple laws.
February 9 Nastasiya Grinsberg : A Markov chain in the Gelfand-Cetlin cone and the GUE minor process"
March 2 Daisuke Shiraishi (Kyoto) : Random walks on the random walk trace
Fall 2010
October 13 Hendrick Weber : Stochastic perturbations of Allen-Cahn equation and Mean Curvature Flow.
October 20 Janosch Ortmann: An introduction to the free Brownian motion and related topics
November 3 Eberhard Mayerhofer: A characterization of non-central Wishart distributions.
November 10 Paul Chleboun: Large deviations and metastability in a zero-range process.
November 17 Daniel Ueltschi: Probability representations of quantum spin models and their correlations
November 24 Peter Windridge: Probability representations of quantum spin models and their correlations II
Summer 2010
June 9 Vassili Kolokoltsov : Stochastic monotonicity and related duality of Markov processes
June 2 Ton Dieker (Georgia Tech): Iterlacings for random walks on weighted graphs and the interchange process
May 12 Augusto Teixeira (ETH): Giant vacant component left by a random walk in a random d-regular graph
May 5 Perla Sousi (Cambridge): Collisions of random walks
Winter Term 2010
January 20 Michail Loulakis (Crete): Conditional Distribution of Heavy Tailed Variables on Large Deviations of their Sum.
January 27 Sigurd Assing: The resolvent method and application to the exclusion process.
February 10 Xue-Mei Li : A conservative smooth SDE whose solution is not continuous on the initial data
February 17 Sigurd Assing: Applications of the Resolvent Mehod.
February 24 Tadahisha Funaki (Tokyo):
March 10 Wilfrid Kendall: Shy couplings, CAT0 spaces and the Lion and the Man.
March 17 Matthias Birkner (Mainz): Conditional LDP for sentences and intermediate phrases in interacting stochastic systems.
March 24 Ciprian Tudor (Paris): Stein's method, Gaussian random variables and Cramer's theorem.
Spring-term 2009
29 April |
David Croydon: Randon walk on the range of random walk
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6 May |
Dimitris Cheliotis (EURANDOM): The noise of perturbed random walk on some regular graphs
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20 May
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Sam Finch: 1-independent percolation and random cluster models on trees
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3 June
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Brian Rider (Colorado): Extremal laws in the real Ginibre matrix ensemble
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Winter-term 2008
21 January |
Jon Warren: Sticky particles in turbulent flows
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28 January |
Stefan Adams: Gradient Models I
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4 February
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Roman Kotecky: Gradient Models II
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18 February
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Larbi Alili: On reformulations on some fluctuation identities for Levy processes
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25 February
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Daniel Levine (Oxford): A new combinatorial method for calculating the moments of the Levy area
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4 March |
Anastasia Papavasiliou: Rough Paths |
Summer-term 2008
30 April |
Tomasz Zak: Structure of complex hyperbolic Brownian motion and Rudin's question
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14 May |
Sam Finch: The random cluster model on a fortified tree
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21 May |
Peter Windridge: Gelfand Tsetlin patterns and characters of irreducible representations of some classical groups
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4 June |
David Hobson: Local martingales, put-call parity and stochastic volatility
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11 June |
Nastasiya Grinberg: Semimartingale decomposition of convex functions of continous semimartingales
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Spring-term 2008
16th January |
Vassili Kolokoltsov: Fractional dynamics, subordination and continuous time random walks
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23rd January |
Martin Hairer: Estimating the coefficients of Wiener polynomials
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6th February |
Saul Jacka: An Introduction to Finance with Transaction Costs
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13th February |
Jon Warren: GOE Limits in the TASEP
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20th February |
Stephen Connor: Coupling random walks on the hypercube
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5th March |
Yvo Pokern: Non-parametric Drift Estimation for SDEs
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12th March |
David Croydon: Random Walks on Galton-Watson trees with infinite variance offspring distribution conditioned to survive
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Autumn-term 2007
3rd October |
Omiros Papaspiliopoulos: Recent advances in simulation and optimal filtering for partially observed diffusion processes
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10th October
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Robert MacKay: Parameter dependence of Markov processes on large networks
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17th October
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Christophe Ladroue: Stochastic expansions, and how we want to use them |
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24th October
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Larbi Alili: On some functional transformations related to the time-inversion property |
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31st October
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Mathieu Kessler (Cartagena): Estimating functions and diffusions
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7th November
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Vassili Kolokoltsov: SDE driven by Levy noise with nonlinear integrators, mass transportation and generators of Markov semigroups
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14th November |
Neil O'Connell: Markov chains with a given set of eigenfunctions
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21st November |
David Croydon: Proving local limit theorems for trees and fractals using the resistance metric
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28th November
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Gareth Roberts: Some extensions of the Exact Algorithm for diffusion simulation | |
5th December |
Hermann Thorisson (Iceland): Mass-stationarity for random measures in R^d |
Summer-term 2007
25th April |
Alexandros Beskos: Langevin Dynamics for Diffusion Bridge Sampling
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9th May |
Vassili Kolokoltsov: Mathematics of the Feynman path integral
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16th May |
Roger Tribe: A+A -> A, A+B -> A |
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23rd May |
No meeting: Midlands Probability Theory Seminar
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30th May |
V. Korolev (Moscow): New estimates of the accuracy of the normal approximation
to the distribution of random and non-random sums
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6th June |
Nastasiya Grinberg: Random matrices and determinantal point processes
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13th June |
Peter Windridge: Non colliding Poisson processes and queues
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20th June |
Sam Finch: Sufficient Statistics and Extreme Points
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Spring-term 2007
10th January |
No meeting: Midlands Probability Theory Seminar
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17th January
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Wilfrid Kendall: Short-length routes in low-cost networks via Poisson line patterns
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24th January
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Larbi Alili: Goursat-Volterra transforms of BM and Gaussian enlargement of filtrations |
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31st January
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Chris Howitt: The Brownian web |
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7th February
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Ching-Tang Wu (Taiwan): A Martingale approach to expected waiting time in higher order Markov chains |
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14th February
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Martin Hairer: A Martingale approximation lemma |
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21st February
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Jon Warren: Interlacing processes on the circle |
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28th February
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No meeting: Midlands Probability Theory Seminar
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7th March
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Wilfrid Kendall: Shy coupling |
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14th March |
David Hobson: A beginner's guide to Skorokhod Embeddings |
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