Past Probability Seminars Spring 2020: Difference between revisions

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== Thursday, December 3, TBA ==
== Thursday, December 3, TBA ==
== Thursday, December 10, TBA ==
== Thursday, December 10, TBA ==
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== Thursday, January 15, [http://www.stat.berkeley.edu/~racz/ Miklos Racz], [http://statistics.berkeley.edu/ UC-Berkeley Stats] ==
Title: Testing for high-dimensional geometry in random graphs
Abstract: I will talk about a random geometric graph model, where connections between vertices depend on distances between latent d-dimensional labels; we are particularly interested in the high-dimensional case when d is large. Upon observing a graph, we want to tell if it was generated from this geometric model, or from an Erdos-Renyi random graph. We show that there exists a computationally efficient procedure to do this which is almost optimal (in an information-theoretic sense). The key insight is based on a new statistic which we call "signed triangles". To prove optimality we use a bound on the total variation distance between Wishart matrices and the Gaussian Orthogonal Ensemble. This is joint work with Sebastien Bubeck, Jian Ding, and Ronen Eldan.
== Thursday, January 22, No Seminar  ==
== Thursday, January 29, [http://www.math.umn.edu/~arnab/ Arnab Sen], [http://www.math.umn.edu/ University of Minnesota]  ==
Title: '''Double Roots of Random Littlewood Polynomials'''
Abstract:
We consider random polynomials whose coefficients are independent and uniform on {-1,1}. We will show that the probability that such a polynomial of degree n has a double root is o(n^{-2}) when n+1 is not divisible by 4 and is of the order n^{-2} otherwise. We will also discuss extensions to random polynomials with more general coefficient distributions. 
This is joint work with Ron Peled and Ofer Zeitouni.
== Thursday, February 5, No seminar this week  ==
== Thursday, February 12, No Seminar this week==


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== Thursday, February 19, [http://www.math.purdue.edu/people/bio/guo297 Xiaoqin Guo], [http://www.math.purdue.edu/ Purdue]  ==
Title: Quenched invariance principle for random walks in time-dependent random environment
Abstract: In this talk we discuss random walks in a time-dependent zero-drift random environment in <math>Z^d</math>. We prove a quenched invariance principle under an appropriate moment condition. The proof is based on the use of a maximum principle for parabolic difference operators. This is a joint work with Jean-Dominique Deuschel and Alejandro Ramirez.
== Thursday, February 26, [http://wwwf.imperial.ac.uk/~dcrisan/ Dan Crisan], [http://www.imperial.ac.uk/natural-sciences/departments/mathematics/ Imperial College London]  ==
Title: '''Smoothness properties of randomly perturbed semigroups with application to nonlinear filtering'''
Abstract:
In this talk I will discuss sharp gradient bounds for perturbed diffusion semigroups. In contrast with existing results, the perturbation is here random and the bounds obtained are pathwise. Our approach builds on the classical work of Kusuoka and Stroock and extends their program developed for the heat semi-group to solutions of stochastic partial differential equations. The work is motivated by and applied to nonlinear filtering. The analysis allows us to derive pathwise gradient bounds for the un-normalised conditional distribution of a partially observed signal. The estimates we derive have sharp small time asymptotics
This is joint work with Terry Lyons (Oxford) and Christian Literrer (Ecole Polytechnique) and is based on the paper
D Crisan, C Litterer, T Lyons, Kusuoka–Stroock gradient bounds for the solution of the filtering equation, Journal of Functional Analysis, 2105
== Wednesday, <span style="color:red">March 4</span>, [http://www.math.wisc.edu/~stechmann/ Sam Stechmann], [http://www.math.wisc.edu/ UW-Madison], <span style="color:red"> 2:25pm Van Vleck B113</span>  ==
<span style="color:red">Please note the unusual time and room.
</span>
Title: Stochastic Models for Rainfall: Extreme Events and Critical Phenomena
Abstract:
In recent years, tropical rainfall statistics have been shown to conform to paradigms of critical phenomena and statistical physics. In this talk, stochastic models will be presented as prototypes for understanding the atmospheric dynamics that leads to these statistics and extreme events. Key nonlinear ingredients in the models include either stochastic jump processes or thresholds (Heaviside functions). First, both exact solutions and simple numerics are used to verify that a suite of observed rainfall statistics is reproduced by the models, including power-law distributions and long-range correlations. Second, we prove that a stochastic trigger, which is a time-evolving indicator of whether it is raining or not, will converge to a deterministic threshold in an appropriate limit. Finally, we discuss the connections among these rainfall models, stochastic PDEs, and traditional models for critical phenomena.
== Thursday, March 12, [http://www.ima.umn.edu/~ohadfeld/Website/index.html Ohad Feldheim], [http://www.ima.umn.edu/ IMA]  ==
Title: '''The 3-states AF-Potts model in high dimension'''
Abstract:
<!--
Take a bounded odd domain of the bipartite graph $\mathbb{Z}^d$. Color the boundary of the set by $0$, then
color the rest of the domain at random with the colors $\{0,\dots,q-1\}$, penalizing every
configuration with proportion to the number of improper edges at a given rate $\beta>0$ (the "inverse temperature").
Q: "What is the structure of such a coloring?"
This model is called the $q$-states Potts antiferromagnet(AF), a classical spin glass model in statistical mechanics.
The $2$-states case is the famous Ising model which is relatively well understood.
The $3$-states case in high dimension has been studies for $\beta=\infty$,
when the model reduces to a uniformly chosen proper three coloring of the domain.
Several words, by Galvin, Kahn, Peled, Randall and Sorkin established the structure of the model
showing long-range correlations and phase coexistence. In this work, we generalize this result to positive temperature,
showing that for large enough $\beta$ (low enough temperature)
the rigid structure persists. This is the first rigorous result for $\beta<\infty$.
In the talk, assuming no acquaintance with the model, we shall give the physical background, introduce all the
relevant definitions and shed some light on how such results are proved using only combinatorial methods.
Joint work with Yinon Spinka.
-->
Take a bounded odd domain of the bipartite graph <math>\mathbb{Z}^d</math>.    Color the
boundary of the set by <math>0</math>, then
color the rest of the domain at random with the colors <math>\{0,\dots,q-1\}</math>,
penalizing every
configuration with proportion to the number of improper edges at a given rate
<math>\beta>0</math> (the "inverse temperature").
Q: "What is the structure of such a coloring?"
This model is called the <math>q</math>-states Potts antiferromagnet(AF), a    classical spin
glass model in statistical mechanics.
The <math>2</math>-states case is the famous Ising model which is relatively    well
understood.
The <math>3</math>-states case in high dimension has been studies for          <math>\beta=\infty</math>,
when the model reduces to a uniformly chosen proper three coloring of the
domain.
Several words, by Galvin, Kahn, Peled, Randall and Sorkin established the
structure of the model
showing long-range correlations and phase coexistence. In this work, we
generalize this result to positive temperature,
showing that for large enough <math>\beta</math> (low enough temperature)
the rigid structure persists. This is the first rigorous result for
<math>\beta<\infty</math>.
In the talk, assuming no acquaintance with the model, we shall give the
physical background, introduce all the
relevant definitions and shed some light on how such results are proved using
only combinatorial methods.
Joint work with Yinon Spinka.
== Thursday, March 19,  [http://www.cmc.edu/pages/faculty/MHuber/ Mark Huber], [http://www.cmc.edu/math/ Claremont McKenna Math]  ==
Title: Understanding relative error in Monte Carlo simulations
Abstract:  The problem of estimating the probability <math>p</math> of heads on an unfair coin has been around for centuries, and has inspired numerous advances in probability such as the Strong Law of Large Numbers and the Central Limit Theorem.  In this talk, I'll consider a new twist:  given an estimate <math>\hat p</math>, suppose we want to understand the behavior of the relative error <math>(\hat p - p)/p</math>.  In classic estimators, the values that the relative error can take on depends on the value of <math>p</math>.  I will present a new estimate with the remarkable property that the distribution of the relative error does not depend in any way on the value of <math>p</math>.  Moreover, this new estimate is very fast:  it takes a number of coin flips that is very close to the theoretical minimum.  Time permitting, I will also discuss new ways to use concentration results for estimating the mean of random variables where normal approximations do not apply.
== Thursday, March 26, [http://mathsci.kaist.ac.kr/~jioon/ Ji Oon Lee], [http://www.kaist.edu/html/en/index.html KAIST]  ==
Title: Tracy-Widom Distribution for Sample Covariance Matrices with General Population
Abstract:
Consider the sample covariance matrix <math>(\Sigma^{1/2} X)(\Sigma^{1/2} X)^*</math>, where the sample <math>X</math> is an <math>M \times N</math>  random matrix whose entries are real independent random variables with variance <math>1/N</math> and <math>\Sigma</math> is an  <math>M \times M</math> positive-definite deterministic diagonal matrix. We show that the fluctuation of its rescaled largest eigenvalue is given by the type-1 Tracy-Widom distribution. This is a joint work with Kevin Schnelli.
== Thursday, April 2, No Seminar, Spring Break  ==
== Thursday, April 9, [http://www.math.wisc.edu/~emrah/ Elnur Emrah], [http://www.math.wisc.edu/ UW-Madison]  ==
Title: The shape functions of certain exactly solvable inhomogeneous planar corner growth models
Abstract: I will talk about two kinds of inhomogeneous corner growth models with independent waiting times {W(i, j): i, j positive integers}: (1) W(i, j) is distributed exponentially with parameter <math>a_i+b_j</math> for each i, j.(2) W(i, j) is distributed geometrically with fail parameter <math>a_ib_j</math> for each i, j. These generalize exactly-solvable i.i.d. models with exponential or geometric waiting times. The parameters (a_n) and (b_n) are random with a joint distribution that is stationary with respect to the nonnegative shifts and ergodic (separately) with respect to the positive shifts of the indices. Then the shape functions of models (1) and (2) satisfy variational formulas in terms of the marginal distributions of (a_n) and (b_n). For certain choices of these marginal distributions, we still get closed-form expressions for the shape function as in the i.i.d. models.
== Thursday, April 16, [http://www.math.wisc.edu/~shottovy/ Scott Hottovy], [http://www.math.wisc.edu/ UW-Madison] ==
Title: '''An SDE approximation for stochastic differential delay equations with colored state-dependent noise'''
Abstract: In this talk I will introduce a stochastic differential delay equation with state-dependent colored noise which arises from a noisy circuit experiment. In the experimental paper, a small delay and correlation time limit was performed by using a Taylor expansion of the delay. However, a time substitution was first performed to obtain a good match with experimental results. I will discuss how this limit can be proved without the use of a Taylor expansion by using a theory of convergence of stochastic processes developed by Kurtz and Protter. To obtain a necessary bound, the theory of sums of weakly dependent random variables is used. This analysis leads to the explanation of why the time substitution was needed in the previous case.
== Thursday, April 23, [http://people.math.osu.edu/nguyen.1261/ Hoi Nguyen], [http://math.osu.edu/ Ohio State University]  ==
Title: On eigenvalue repulsion of random matrices
Abstract:
I will address certain repulsion behavior of roots of random polynomials and of eigenvalues of Wigner matrices, and their applications. Among other things, we show a Wegner-type estimate for the number of eigenvalues inside an extremely small interval for quite general matrix ensembles.
== Thursday, May 7, [http://www.math.wisc.edu/~jessica/ Jessica Lin], [http://www.math.wisc.edu/ UW-Madison], <span style="color:red"> 2:25pm, Van Vleck B 115 </span>  ==
<span style="color:red">Please note the unusual room: Van Vleck B115, in the basement.
</span>
Title: '''Random Walks in Random Environments and Stochastic Homogenization'''
In this talk, I will draw connections between random walks in random environments (RWRE) and stochastic homogenization of partial differential equations (PDE). I will introduce various models of RWRE and derive the corresponding PDEs to show that the two subjects are intimately related. I will then give a brief overview of the tools and techniques used in both approaches (reviewing some classical results), and discuss some recent problems in RWRE which are related to my research in stochastic homogenization.
== Thursday, May 14, [http://www.math.wisc.edu/~janjigia/ Chris Janjigian], [http://www.math.wisc.edu UW-Madison]  ==
Title: '''Large deviations of the free energy in the O’Connell-Yor polymer'''
Abstract: The first model of a directed polymer in a random environment was introduced in the statistical physics literature in the mid 1980s. This family of models has attracted substantial interest in the mathematical community in recent years, due in part to the conjecture that they lie in the KPZ universality class. At the moment, this conjecture can only be verified rigorously for a handful of exactly solvable models. In order to further explore the behavior of these models, it is natural to question whether the solvable models have any common features aside from the Tracy-Widom fluctuations and scaling exponents that characterize the KPZ class.
This talk considers the behavior of one of the solvable polymer models when it is far away from the behavior one would expect based on the KPZ conjecture. We consider the model of a 1+1 dimensional directed polymer model due to O’Connell and Yor, which is a Brownian analogue of the classical lattice polymer models. This model satisfies a strong analogue of Burke’s theorem from queueing theory, which makes some objects of interest computable. This talk will discuss how, using the Burke property, one can compute the positive moment Lyapunov exponents of the parabolic Anderson model associated to the polymer and how this leads to a computation of the large deviation rate function with normalization n for the free energy of the polymer.
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== Thursday, December 11, TBA  ==
Title: TBA
Abstract:
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== Thursday, September 11, <span style="color:red">Van Vleck B105,</span> [http://www.math.wisc.edu/~mmwood/ Melanie Matchett Wood], UW-Madison ==
Please note the non-standard room.
Title: '''The distribution of sandpile groups of random graphs'''
Abstract:<br>
The sandpile group is an abelian group associated to a graph, given as
the cokernel of the graph Laplacian.  An Erdős–Rényi random graph
then gives some distribution of random abelian groups.  We will give
an introduction to various models of random finite abelian groups
arising in number theory and the connections to the distribution
conjectured by Payne et. al. for sandpile groups.  We will talk about
the moments of random finite abelian groups, and how in practice these
are often more accessible than the distributions themselves, but
frustratingly are not a priori guaranteed to determine the
distribution.  In this case however, we have found the moments of the
sandpile groups of random graphs, and proved they determine the
measure, and have proven Payne's conjecture.
== Thursday, September 18, [http://www.math.purdue.edu/~peterson/ Jonathon Peterson], [http://www.math.purdue.edu/ Purdue University]  ==
Title: '''Hydrodynamic limits for directed traps and systems of independent RWRE'''
Abstract:
We study the evolution of a system of independent random walks in a common random environment (RWRE). Previously a hydrodynamic limit was proved in the case where the environment is such that the random walks are ballistic (i.e., transient with non-zero speed <math>v_0 \neq 0)</math>. In this case it was shown that the asymptotic particle density is simply translated deterministically by the speed $v_0$. In this talk we will consider the more difficult case of RWRE that are transient but with $v_0=0$. Under the appropriate space-time scaling, we prove a hydrodynamic limit for the system of random walks. The statement of the hydrodynamic limit that we prove is non-standard in that the evolution of the asymptotic particle density is given by the solution of a random rather than a deterministic PDE. The randomness in the PDE comes from the fact that under the hydrodynamic scaling the effect of the environment does not ``average out'' and so the specific instance of the environment chosen actually matters.
The proof of the hydrodynamic limit for the system of RWRE will be accomplished by coupling the system of RWRE with a simpler model of a system of particles in an environment of ``directed traps.'' This talk is based on joint work with Milton Jara.
== Thursday, September 25, [http://math.colorado.edu/~seor3821/ Sean O'Rourke],  [http://www.colorado.edu/math/ University of Colorado Boulder]  ==
Title: '''Singular values and vectors under random perturbation'''
Abstract:
Computing the singular values and singular vectors of a large matrix is a basic task in high dimensional data analysis with many applications in computer science and statistics. In practice, however, data is often perturbed by noise. A natural question is the following. How much does a small perturbation to the matrix change the singular values and vectors?
Classical (deterministic) theorems, such as those by Davis-Kahan, Wedin, and Weyl, give tight estimates for the worst-case scenario. In this talk, I will consider the case when the perturbation is random. In this setting, better estimates can be achieved when our matrix has low rank.  This talk is based on joint work with Van Vu and Ke Wang.
== Thursday, October 2, [http://www.math.wisc.edu/~jyin/jun-yin.html Jun Yin], [http://www.math.wisc.edu/ UW-Madison]  ==
Title: '''Anisotropic local laws for random matrices'''
Abstract:
In this talk, we introduce a new method of deriving  local laws of random matrices.  As applications, we will show the local laws  and some universality results on general sample covariance matrices: TXX^*T^* (where $T$ is non-square deterministic matrix),  and deformed Wigner matrix: H+A (where A is deterministic symmetric matrix). Note: here $TT^*$ and $A$ could be full rank matrices.
== Thursday, October 9, No seminar due to [http://www.math.northwestern.edu/mwp/ Midwest Probability Colloquium]  ==
No seminar due to [http://www.math.northwestern.edu/mwp/ Midwest Probability Colloquium].
== Thursday, October 16, [http://www.math.utah.edu/~firas/ Firas Rassoul-Agha], [http://www.math.utah.edu/ University of Utah]==
Title: '''The growth model: Busemann functions, shape, geodesics, and other stories'''
Abstract:
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]  ==
Title: '''Multilevel Dyson Brownian Motion and its edge limits.'''
Abstract: The GUE Tracy-Widom distribution is known to govern the large-time asymptotics for a variety of
interacting particle systems on one side, and the asymptotic behavior for largest eigenvalues of
random Hermitian matrices on the other side. In my talk I will explain some reasons for this
connection between two seemingly unrelated classes of stochastic systems, and how this relation can
be extended to general beta random matrices. A multilevel extension of the Dyson Brownian Motion
will be the central object in the discussion.
(Based on joint papers with Misha Shkolnikov.)
==<span style="color:red"> Friday</span>, November 7, [http://tchumley.public.iastate.edu/ Tim Chumley], [http://www.math.iastate.edu/ Iowa State University] ==
<span style="color:darkgreen">Please note the unusual day.</span>
Title: '''Random billiards and diffusion'''
Abstract: We introduce a class of random dynamical systems derived from billiard maps and study a certain Markov chain derived from them. We then discuss the interplay between the billiard geometry and stochastic properties of the random system.  The main results presented investigate the affect of billiard geometry on a diffusion process obtained from an appropriate scaling limit of the Markov chain.
== Thursday, November 13, [http://www.math.wisc.edu/~seppalai/ Timo Seppäläinen], [http://www.math.wisc.edu/ UW-Madison]==
Title: '''Variational formulas for directed polymer and percolation models'''
Abstract:
Explicit formulas for subadditive limits of polymer and percolation models in probability and statistical mechanics have been difficult to find. We describe variational formulas for these limits and their connections with other features of the models such as Busemann functions and Kardar-Parisi-Zhang (KPZ) fluctuation exponents.
== <span style="color:red">Monday</span>, December 1,  [http://www.ma.utexas.edu/users/jneeman/index.html Joe Neeman], [http://www.ma.utexas.edu/ UT-Austin], <span style="color:red">4pm, Room B239 Van Vleck Hall</span>==
<span style="color:darkgreen">Please note the unusual time and room.</span>
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, [http://www.fields.utoronto.ca/ 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>T(x)</math> be the
first-passage time from the origin to <math>x</math> in <math>Z^d</math>. The convergence of
<math>T([nx])/n</math> to the time constant as <math>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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Revision as of 14:13, 21 July 2015


Fall 2015

Thursdays in 901 Van Vleck Hall at 2:25 PM, unless otherwise noted.

If you would like to sign up for the email list to receive seminar announcements then please send an email to join-probsem@lists.wisc.edu.

Thursday, September 10, TBA

Thursday, September 17, TBA

Thursday, September 24, TBA

Thursday, October 1, TBA

Thursday, October 8, TBA

Thursday, October 15, TBA

Thursday, October 22, TBA

Thursday, October 29, TBA

Thursday, November 5, TBA

Thursday, November 12, TBA

Thursday, November 19, TBA

Thursday, November 26, No Seminar, Thanksgiving Break

Thursday, December 3, TBA

Thursday, December 10, TBA

Past Seminars

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