Probability and Mathematical Physics Seminar

This seminar covers a wide range of topics in pure and applied probability and mathematical physics. The seminar is run by Chuck Newman, S.R.S. Varadhan, Scott Sheffield and Julien Dubédat.


 


 


Fall Semester 2005


Friday,  September 16

            Amir Dembo, Stanford University
            “Two results about large random matrices.
"
           (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract


 


Spring Semester 2005


Friday,  May  6

            Roman Kotecky, Charles University, Prague  and Microsoft Research
            “Birth of the equilibrium  droplet
"
           (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, April 29

            Esteban Tabak, Courant Institute
            “Nonlinear energy transfer in a simple stochastic model
"
           (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, April 22

            Paul Jung, Cornell
            “Perturbations of the Symmetric Exclusion Process
"
           (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, April 8

            Tom Spencer, IAS, Princeton
            “Random matrices, statistical mechanics, and hyperbolic symmetry breaking”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, April 1

            Jay Rosen, CUNY

            “The most visited sites for symmetric stable processes”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, March 11

            Elena Kosygina, CUNY

            “Homogenization of Stochastic Hamilton-Jacobi Equations”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, March 4

            Julien Dubedat, Courant Institute

            “Commutation of SLEs”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, February 25

            Jinho Baik,  University of Michigan

            “Eigenvalues of large sample covariance matrices of spiked population models”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, February 18

            Toufic Suidan, CIMS

            “A GUE central limit theorem and universality of last passage percolation in thin rectangles”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, February 11

            Sourav Chatterjee, Stanford

            “The Generalized Lindeberg Principle”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, January 28

            Jonathan Mattingly, Duke
            “New results on the ergodicity of the 2D Navier-Stokes equations under very degenerate forcing.”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract




Fall Semester 2004


Friday, December 10

            Irina Nenciu, Caltech

            “Matrix models for circular ensembles”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, December 3

            Dmitry Dolgopyat,  University of Maryland

            “Two particle models of Brownian motion”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

Friday, November 19

            Federico Camia, Eurandom

            “The Full Scaling Limit of 2d Critical Percolation”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

             Ionna Dumitriu, Berkeley

            “Tridiagonal Random Matrices: A New Perspective on the Old $\beta$-ensembles
                of Random Matrix Theory”
            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 11:30 a.m.)

            Link to Abstract


Friday, November 12

            Jurgen Gartner, TU Berlin

            On the parabolic Anderson model with moving catalysts

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract


            Antti Kupiainen, Helsinki

            “Gaussian closure and Fourier's law

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 11:30 a.m.)

            Link to Abstract

 

Thursday, November 4th - Friday November 5th : Northeast Probability Seminar (CUNY Graduate Center)
             Speakers:
             Peter Morters, University of Bath
             Oded Schramm, Microsoft Research
             Sylvie Méléard, Université Paris X
             Laurent Saloff-Coste, Cornell University


Friday, October 29

            Majid Hosseini, Newplatz
            “Ratio and ratio-like inequalities involving functionals of Brownian morion”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)
             Link to Abstract

 

Friday, October 22

            Scott Sheffield, Berkeley

            “Tug of war and the infinity Laplacian”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)
             Link to Abstract

  

Friday, October 15

            Olivier Daviaud, Stanford
            “Extremes of the discrete Gaussian Free Field in 2d”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract


            David Brydges, UBC
            “Finite range decompositions of Gaussian processes”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 11:30 a.m.)

            Link to Abstract

 

Friday, October 8

            Julien Dubédat, Courant
            “Excursion decompositions for SLE and Watts' formula”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

             

Friday, October 1

            Joseph Conlon, University of Michigan
           “Travelling waves for the random KPP Equation”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

Friday, September 24

            Joel Spencer, Courant
            “Counting connected graphs using a biased Brownian Bridge”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 


 


Spring Semester 2004

Friday, February 6

            Nathaniel Berestycki, Cornell

            A phase transition in the random transposition random walk

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract


Friday, February 13

            Scott Sheffield, Microsoft

            Flow-line geometries and Gaussian loop ensembles

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract


Friday, February 20

            Josef Teichman, Vienna

            “Random Walks on Carnot groups and canonical approximations of hypoelliptic diffusions”

            Link to Abstract

 

Friday, February 27

            Wendelin Werner, Orsay

            The Brownian loop-soup and conformal field theory

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

Friday, March 5

            Josh Cooper, Courant
            “Quasirandom Permutations”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

 

Friday, March 12

            Raghu Varadhan, Courant

            “Homogeneisation of random Hamilton-Jacobi equations”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

 

Friday, March 19

            Spring Recess

 

Wednesday, March 26

            Sandrine Peche, Institut Joseph Fourier, Grenoble
            “Universality in the bulk and at the edge of the spectrum of large sample covariance matrices”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

 

Friday, April 2

            Herbert Spohn, TU Muenchen
            “The phonon Boltzmann equation for weakly anharmonic and weakly disordered wave equations”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

Friday, April 9

            Ilya Goldsheid, Queen Mary and Westfield College, London
            “Towards a constructive approach to Lyapunov exponents”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

             

Friday, April 16

            Irene Hueter, CUNY
            “Longest paths of the minimal spanning tree”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract


            Dimitri Gioev, University of Pennsylvania and Courant
            “Universality in Random Matrix Theory for Orthogonal and Symplectic Ensembles (joint with P. Deift)”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

Friday, April 30

            Takashi Kumagai, RIMS, Kyoto
            “Stability of sub-Gaussian heat kernel estimates and an application to stochastic models”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 


Talks from Fall Semester 2003

Friday, September 12, 2003
Ellen SAADA, CNRS-Rouen

            “Attractivity for conservative one-dimensional particle systems

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 
Wednesday, September 24, 2003
Exceptional Joint Seminar with the Dynamical Systems Seminar Yuri Kifer, Hebrew University, Jerusalem

            “Some recent advances in averaging”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 4:00 p.m.)

             

Friday, September 26, 2003

            Jean-Dominique Deuschel, TU-Berlin

            “Aging and the fluctuation dissipation theorem for gradient interface models ”

             

Friday, October 3, 2003

            Thierry Bodineau, Paris7

            Slab Percolation for the Ising model

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

            Chales Newman, CIMS

            Informal talk on "2D scaling limits in percolation"

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 11:45 a.m.)

 

Friday, October 10, 2003

            Shmuel Kaniel, Hebrew University, Jerusalem
            “On the Equilibrium Problem in Economics and Finance”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

 

Friday, November 7, 2003

Two talks on Spin Glasses

            Pierluigi Contucci, University of Bologna
            “Interpolation in Short-Range Spin Glasses”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

            Daniel Stein, University of Arizona
            “The Strange Case of the Mean-Field Spin Glass”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 11:45 a.m.)

            Link to Abstract

 

Friday, November 14, 2003

            Anastasia Ruzmiakina, Purdue
            “Characterization of invariant measures at the leading edge for competing particle systems”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

Wednesday, November 19, 2003

            Special Joint Dynamical Systems and probability Seminar Jean-Pierre Eckmann, Geneva
            “Decay of Correlation Functions in Hyperbolic Systems”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 4:00 p.m.)

 

Thursday and Friday, November 20-21, 2003

            First Northeast Probability Seminar
            “N. Eisenbaum, J. Fill, O. Zeitouni, Y. Xiao”

            (This talk will be held at CUNY Graduate Center, NY, NY)

            Link to Abstract

 

Friday, November 28, 2003

            Thanksgiving - no seminar
             

Friday, December 5, 2003

            Jinho Baik, University of Michigan
            “Largest eigenvalue of sample covariance matrix”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

Friday, December 12, 2003

            Alexander Soshnikov, UC Davis
            “Janossy densities in determinantal and pfaffian ensembles of random matrices”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

Friday, December 19, 2003

            Yuval Peres, UC Berkeley (currently visiting Microsoft Research)
            “Zeros of the I.I.D. Gaussian Power Series: A Conformally Invariant Determinantal Process”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 


Talks from Spring Semester 2003

Friday, February 14, 2003
Eugene Strahov, Brunel University

            “Random Characteristic Polynomials: Riemann-Hilbert Approach”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 
Tuesday, February 25, 2003
Leo van Hemmen, Physics Department, TU Munich

            “An Exactly Soluble Spin-Glass Model: How Large Deviations are Easy and Efficient to Describe Physics.”

            (This talk will be held in Warren Weaver Hall, Room 613 beginning at 4:30 p.m.)

            Link to Abstract

 

Friday, March 14, 2003

            Herbert Spohn, Zentrum Mathematik, TU Munchen

            “Shape Fluctuations for Faceted Crystals”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

 

Friday, April 4, 2003

            Francesco Russo, Université Paris 13, Institut Galilée

            "ITO Formula and Fractional Brownian Motion for Every Hurst Index"

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

Friday, April 11, 2003

            Ashwin Nayak, University of Waterloo
            “Quantum Markov Processes”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

 

Friday, April 18, 2003

            Houman Owhadi, CNRS, Marseille
            “Averaging versus Chaos in Turbulence?”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

Friday, April 25, 2003

            Ofer Zeitouni, University of Minneapolis

“Some Generalized Regeneration Structures for Random Walk in Random Environments”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 


Talks from Fall Semester 2002

Friday, September 27, 2002

S.R.S. Varadhan, Courant Institute of Mathematical Sciences
"Large Deviations for Random Walks in Random Environments"
(This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

 

Friday, October 4, 2002

Leonid Koralov, Princeton University
"Transport by Random Flows"
(This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

 

Friday, October 11, 2002

Michael Goldstein, University of Toronto
"Anderson Localization for Schrödinger Operators on Z2 with Quasi-periodic Potential" (joint work with J. Bourgain and W. Schlag)
(This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

Link to Abstract

 

Friday, October 18, 2002

Lenya Ryzhik, University of Chicago

“Time Reversal of Waves in Random Media”

(This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

Link to Abstract

 

Friday, November 1, 2002
Yaoyun Shi, University of Michigan

            “Quantum Computing: A 90-minute Tutorial”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m. and ending at 12:00 p.m.)

            Link to Abstract

 

Tuesday, November 5, 2002

            Jinho Baik, Princeton University and University of Michigan, Ann Arbor

            “Limiting Distributions for Last Passage Percolation Models I: Introduction, Application and Random Matrices”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 12:00 p.m.)

            Link to Abstract

            Link to Lecture Notes

 

Friday, November 8, 2002

            Gerard Ben Arous, Courant Institute of Mathematical Sciences

            Aging for the Bouchaud Trap Model”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

Friday, November 8, 2002 – Probability Brown Bag Seminar

            Filippo Cesi, Universita' di Roma "La Sapienza"

            "Spectral gap estimates for Gibbsian point processes"

            (This talk will be held in Warren Weaver Hall, Room 613 from 12:30 p.m. to 2:00 p.m.)

            Link to Abstract

 

Tuesday, November 12, 2002

            Jinho Baik, Princeton University and University of Michigan, Ann Arbor

            “Limiting Distributions for Last Passage Percolation Models II: Integrable Methods and Asymptotics”

            (This talk will be held in Warren Weaver Hall, Room 1314 beginning at 4:30 p.m.)

            Link to Abstract

            Link to Lecture Notes

 

Friday, November 15, 2002

            Jinho Baik, Princeton University and University of Michigan, Ann Arbor

            “Limiting Distributions for Last Passage Percolation Models III: Universality for Discrete Orthogonal Polynomial Ensembles”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

            Link to Lecture Notes

 

Friday, November 22, 2002

            Christian Borgs, Microsoft Research

            “Erdos-Renyi Scaling for the N-Cube and Beyond”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 3:15 p.m.)

            Link to Abstract

 

Friday, November 22, 2002

            Jennifer Chayes, Microsoft Research

            The Phase Transition in the Biased Integer Partitioning Problem”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 4:30 p.m.)

            Link to Abstract

 

Friday, December 6, 2002

            Andrei Okounkov, Princeton University

            “Dimers and Amoebas I”

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

 

Friday, December 6, 2002

            Andrei Okounkov, Princeton University

            “Dimers and Amoebas II”

            (This talk will be held in Warren Weaver Hall, Room 813 beginning at 12:30 p.m.)

            Link to Abstract

 

Friday, December 13, 2002

            Alejandro Ramirez, École Polytechnique Fédérale de Lausanne

            "Asymptotic Shape Theorem for Boundary Branching Random Walks"

            (This talk will be held in Warren Weaver Hall, Room 1013 beginning at 10:30 a.m.)

            Link to Abstract

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last updated 4/2005
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