CSPS: Courant (Graduate) Student Probability Seminar

We meet a.e. Friday, 3:30pm-4:30pm, Room 512 WWH
If you want to give a talk, contact Dmytro by email:
karabash at cims dot nyu dot edu

Fall 2011

Please submit the titles of your talks.

Friday, October 21th, 3:30pm-4:30pm, Room 512, Warren Hall

Beyond the Gaussian Universality Class

Ivan Corwin (Microsoft Research and MIT)

Abstract: The Gaussian central limit theorem says that for a wide class of stochastic systems, the bell curve (Gaussian distribution) describes the statistics for random fluctuations of important observables. In this talk I will look beyond this class of systems to a collection of probabilistic models which include random growth models, polymers ,particle systems, matrices and stochastic PDEs, as well as certain asymptotic problems in combinatorics and representation theory. I will explain in what ways these different examples all fall into a single new universality class with a much richer mathematical structure than that of the Gaussian. No background necessary and questions during and after the talk are greatly encouraged!

Friday, October 28th, 3:30pm-4:30pm, Room 512, Warren Hall

Stability of Hawkes Process

Dmytro Karabash

Abstract:

For Hawkes process, long-memory point process $ P$ with intensity $ \lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in P} h(t-\tau) \big)$ at time $ t$ some existence and stability properties are observed. The main result is that under suitable conditions on parameters we show existence of unique invariant distribution of the process; the main difference with previous results is that Lipschitz condition of $ \lambda$ is not required. These methods also provide estimates on the difference at later times of the distributions of the process starting from two different initial conditions. Link to pre-arXiv preprint is here.

Friday, November 4th, 3:30pm-4:30pm, Room 512, Warren Hall

Probability Models Arising in De Novo Genome Assembly Problem

Mikhail Dvorkin (Algorithmic Biology Lab, St. Petersburg Academic University)

Abstract: Genome assembly is the process of reconstructing a very long genome (a string over the alphabet {A, C, G, T}) from its short known substrings called reads, some of which may contain errors. We will discuss underlying models, and discover a heuristic to reduce the size of the graph corresponding to the reads.

Friday, November 11th

CSPS is attending Thinking Ahead - Courant Career Workshop

No talk due to Thinking Ahead - Courant Career Workshop

No talk due to Thinking Ahead - Courant Career Workshop

Friday, November 18th

CSPS is attending Northeast Probability Seminar

No talk due to Northeast Probability Seminar

No talk due to Northeast Probability Seminar

Friday, November 25th

Happy Turkey Day!

No talk due to Thankgiving!

No talk due to Thankgiving!

Friday, December 2nd, 3:30pm-4:30pm, Room 512, Warren Hall

Large Deviations for Hawkes Process

Ling Zhu

Abstract:Hawkes process is a self-exciting process that has been extensively studied and applied in various fields, especially in the case of linear rate. In this talk, I will establish a large deviation principle of nonlinear Markovian Hawkes process, i.e. with nonlinear rate function and exponential or sum of exponentials exciting function. Then, I will state and talk the ideas of the proof of a process-level, i.e. level-3 large deviation principle for general nonlinear Hawkes process.

Friday, December 9nd, 3:30pm-4:30pm, Room 512, Warren Hall

TBA

TBA

Abstract:

Friday, December 16nd, 3:30pm-4:30pm, Room 512, Warren Hall

TBA

TBA

Abstract:

Past Seminar Titles and Abstracts can be found here.