Past Probability Seminars Spring 2020: Difference between revisions
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We consider the directed last-passage percolation model on the planar integer lattice with nearest-neighbor steps and general i.i.d. weights on the vertices, outside the class of exactly solvable models. Stationary cocycles are constructed for this percolation model from queueing fixed points. These cocycles define solutions to variational formulas that characterize limit shapes and yield new results for Busemann functions, geodesics and the competition interface. This is joint work with Nicos Georgiou and Timo Seppalainen. | We consider the directed last-passage percolation model on the planar integer lattice with nearest-neighbor steps and general i.i.d. weights on the vertices, outside the class of exactly solvable models. Stationary cocycles are constructed for this percolation model from queueing fixed points. These cocycles define solutions to variational formulas that characterize limit shapes and yield new results for Busemann functions, geodesics and the competition interface. This is joint work with Nicos Georgiou and Timo Seppalainen. | ||
== Thursday, November 6, Vadim Gorin, [http://www-math.mit.edu/people/profile.php?pid=1415 MIT] == | == Thursday, November 6, Vadim Gorin, [http://www-math.mit.edu/people/profile.php?pid=1415 MIT] == | ||
Revision as of 18:05, 15 December 2014
Spring 2015
Thursdays in 901 Van Vleck Hall at 2:25 PM, unless otherwise noted.
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Thursday, January 15, Miklos Racz, UC-Berkeley Stats
Title: TBA
Monday, December 1, Joe Neeman, UT-Austin, 4pm, Room B239 Van Vleck Hall
Please note the unusual time and room.
Title: Some phase transitions in the stochastic block model
Abstract: The stochastic block model is a random graph model that was originally 30 years ago to study community detection in networks. To generate a random graph from this model, begin with two classes of vertices and then connect each pair of vertices independently at random, with probability p if they are in the same class and probability q otherwise. Some questions come to mind: can we reconstruct the classes if we only observe the graph? What if we only want to partially reconstruct the classes? How different is this model from an Erdos-Renyi graph anyway? The answers to these questions depend on p and q, and we will say exactly how.
Thursday, December 4, Arjun Krishnan, Fields Institute
Title: Variational formula for the time-constant of first-passage percolation
Abstract: Consider first-passage percolation with positive, stationary-ergodic weights on the square lattice in d-dimensions. Let [math]\displaystyle{ T(x) }[/math] be the first-passage time from the origin to [math]\displaystyle{ x }[/math] in [math]\displaystyle{ Z^d }[/math]. The convergence of [math]\displaystyle{ T([nx])/n }[/math] to the time constant as [math]\displaystyle{ n }[/math] tends to infinity is a consequence of the subadditive ergodic theorem. This convergence can be viewed as a problem of homogenization for a discrete Hamilton-Jacobi-Bellman (HJB) equation. By borrowing several tools from the continuum theory of stochastic homogenization for HJB equations, we derive an exact variational formula (duality principle) for the time-constant. Under a symmetry assumption, we will use the variational formula to construct an explicit iteration that produces the limit shape.
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