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Toronto Probability Seminar 2011-12
held at the Fields Institute
Organizers
Bálint
Virág , Benedek
Valkó
University of Toronto, Mathematics and Statistics
For questions, scheduling, or to be added to the mailing
list, contact the organizers at:
probsem-at-math-dot-toronto-dot-edu
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2012
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Speaker and Talk Title
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Wednesday February 15, 2012
5:00 p.m
Fields Institute Stewart Library
***PLEASE NOTE CHANGE IN DATE AND TIME
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Charles Bordenave (Université
de Toulouse)
Localization and delocalization of eigenvectors for heavy-tailed random
matrices
This is a joint work with Alice Guionnet. Consider an n x n Hermitian
random matrix with, above the diagonal, independent entries with alpha-stable
symmetric distribution and 0 < alpha < 2. The spectrum of this random
matrix differs significantly from the spectrum of Wigner matrices with
finite variance. It can be seen as an instance of a sparse random matrix
: only O(1) entries in each row have a significant impact on the behavior
of the matrix. In this talk, we will give bounds on the rate of convergence
of the empirical spectral distribution of this random matrix as n goes
to infi nity. When 1 < alpha < 2 and p large enough, we will see
that the Lp-norm of the eigenvectors normalized to have unit L2-norm goes
to 0. On the contrary, when 0 < alpha < 2/3, we will see that these
eigenvectors are localized. These localization/delocalization results
only partially recover some predictions due to Bouchaud and Cizeau in
1994. |
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PAST SEMINARS 2011
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Monday February 6, 2012
4:10 p.m
Fields Institute Stewart Library
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Daniel Remenik (University
of Toronto)
Variational formulas for the Airy2 process
The Airy2 process arises as the scaling limit of the fluctuations
in a variety of one dimensional random growth models with curved initial
conditions and point-to-point directed random polymers, all in the KPZ
universality class. In this talk I will explain how to get a formula for
the continuum statistics of the Airy2 process or, more precisely, for
the probability that the process lies below a given function on some finite
interval. Then I will explain how this formula can be used to confirm
some predictions which relate a variational problem for the Airy2 process
to certain asymptotic distributions in the KPZ universality class associated
with other initial conditions. I will also explain how the formula can
be used to compute the asymptotic endpoint distribution for point-to-line
polymers. This is joint work with Ivan Corwin, Gregorio Moreno Flores
and Jeremy Quastel.
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Monday January 30, 2012
4:10 p.m
Fields Institute Stewart Library
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Karl Liechty (University
of Michigan)
Nonintersecting processes on the half-line and discrete orthogonal polynomials
We will consider a system of n Brownian motions on the time interval [0,1]
taking values the nonnegative real numbers such that all of them begin
at zero at time t=0, and return to zero at time t=1, and such that they
never intersect for t \in (0,1). The condition that the Brownian motions
are never negative can be thought of as a "wall" at zero. In
the proper scaling, the distribution of the top curve should converge
to the Airy process, and thus the distribution of the maximum value of
the top curve should converge to the Tracy-Widom distribution for the
Gaussian orthogonal ensemble. I will formulate the distribution of the
maximum value of the top curve in terms of a system of discrete orthogonal
polynomials which then can be evaluated in an appropriate double scaling
limit. This double scaling limit corresponds to the system of orthogonal
polynomials approaching saturation, meaning that their zeroes become as
tightly packed as possible. If time permits, I will also discuss a discrete
version of the same problem.
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Monday January 23, 2012
3:10 p.m
Fields Institute Stewart Library
**Please note the change in time
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Raoul Normand (Paris VI,
Toronto)
Self-organized criticality in a discrete model of coagulation
The goal of this talk is to present a random model of coagulation, meant
to be a discrete model for Smoluchowski's equation. Loosely, one starts
with a large number of particles, each with a certain number of arms,
used for the coagulations. Then we pair, at each step, two arms chosen
uniformly at random, but only in "small" clusters. We want to
study the shape of the clusters in this model, and we will explain how
it exhibits a phenomenon of self-organized criticality. This is a joint
work with Mathieu Merle (LPMA, Univ. Paris VII). |
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Monday January 16, 2012
3:10 p.m
Fields Institute Stewart Library
**Please note the change in time
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Almut Burchard (University
of Toronto)
Random sequences of symmetrizations
In geometric optimization problems, it can be useful to approximate the
symmetric decreasing rearrangement by a sequence of simpler rearrangements,
such as polarization
(two-point rearrangement), Steiner symmetrization, or the Schwarz rounding
process. In the literature, considerable effort goes into the construction
of special sequences
of rearrangements that yield full rotational symmetry in the limit. Here,
I will discuss conditions under which random sequences of rearrangements
converge almost surely to the
symmetric decreasing rearrangement and give bounds on the rate of convergence.
I will also show examples how convergence can fail. The talk is based
on results from Marc Fortier's 2010 M.S. thesis and more recent results,
including work in progress with Gabriele Bianchi, Paolo Gronchi, and Ajosa
Volcic.
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Monday January 9, 2012
4:10 p.m
Fields Institute Stewart Library
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Codina Cotar (Fields Institute)
Uniqueness of random gradient states
We consider two versions of random gradient models. In model A)
the interface feels a bulk term of random fields while in model B) the
disorder enters though the potential acting on the gradients itself.
It is well known that without disorder there are no Gibbs measures in
infinite volume in dimension d = 2, while there are gradient Gibbs measures
describing an infinite-volume distribution for the increments of the
field, as was shown by Funaki and Spohn. Van Enter and Kuelske proved
that adding a disorder term as in model A) prohibits the existence of
such gradient Gibbs measures for general interaction potentials in d
= 2. Cotar and Kuelske proved the existence of shift-covariant gradient
Gibbs measures for model A) when d\ge 3 and the expectation with respect
to the disorder is zero, and for model B) when d\ge 2. In the current
work, we prove uniqueness of shift-covariance gradient Gibbs measures
with given tilt under the above assumptions.
(this is joint work with Christof Kuelske).
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Friday, December 16, 2011
3:10 p.m
Fields Institute Stewart Library
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Christian Sadel (UC Irvine)
A multi-channel 1D random Dirac operator with purely absolutely
continuous spectrum
For Anderson-type random operators one expects the existence of absolutely
continuous spectrum for low disorder in 3 and higher dimensions. In
contrast, one-dimensional structures usually have pure point spectrum
because the Lyapunov exponents are positive. However, certain symmetries
in the model can lead to zero Lyapunov exponents and absolutely continuous
spectrum. We will give such an example in the form of a multi-channel
Dirac operator with random matrix potential with time-reversal symmetry.
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Friday, December 9, 2011
3:10 p.m
Fields Institute Stewart Library
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Robert Young (University of Toronto)
Pants decompositions of random surfaces
Random graphs often have remarkable geometric and combinatorial properties,
but what about random high-genus surfaces? In this talk, I will describe
a construction of a random high-genus surface and prove one of its unusual
geometric properties. No previous knowledge of the geometry of surfaces
is necessary. This is joint work with Larry Guth and Hugo Parlier.
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Friday, December 2, 2011
3:10 p.m
Fields Institute Stewart Library
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Arnab Sen, Cambridge University
Reverse hypercontractivity and its applications
An operator T is said to satisfy a hypercontractive inequality if
there exist q > p > 1 (depending on T) such that |Tf|_q \leq \|f\|_p
for all functions f. Hypercontractive inequalities are extremely well
known and play a fundamental role in discrete harmonic analysis as well
as other areas of mathematics. An operator T is said to satisfy a reverse
hypercontractive inequality if there exist
q < p < 1 (q and p can be negative) such that |Tf|_q \geq |f|_p
for all strictly positive functions f. Reverse hypercontractive inequalities
started to emerge in recent years as a useful tool for providing solutions
to a number of problems. In this talk I will discuss some new results
relating reverse hypercontractive inequalities to hypercontractive, Log-Sobolev
and Poincare inequalities in the setting of finite reversible Markov chains.
I will also describe some of the old and new applications of the reverse
hypercontractive inequalities.
This is joint work with Elchanan Mossel and Krzysztof Oleszkiewicz.
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2:00 p.m Probability Study Group BA 6180
Raoul Normand, Paris 6, Toronto
A model of migration under constraints
The goal of this talk is to present a simple model of population
with migration. The tools used are classical, namely Galton-Watson trees,
random walks and Brownian motion, so this talk is accessible to graduate
students.
In our model, migrations are constrained, in that people migrate when
the resources on the "island" where they live are exhausted.
From the genealogy of an individual (a Galton-Watson tree), we can construct
the "tree of isles", describing the genealogy of the migrations.
A first step is to describe this tree. The second step is to study limits.
The relevant parameters are encoded in a random walk, and thus the limiting
quantities are related to the Brownian motion.
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Friday, November 25, 2011
3:10 p.m.
Fields Institute Stewart Library
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Carl Mueller, Rochester
Uniqueness and nonuniqueness for some stochastic PDE
Good uniqueness criteria for stochastic differential equations have
been known for a long time, at least in the one dimensional case. The
situation is very different for stochastic PDE (SPDE), and uniqueness
criteria for parabolic SPDE have only appeared recently. We will discuss
some of this progress, focusing on equations related to the superprocess,
which is a limit of branching Brownian motions.
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Friday, November 18, 2011
2:10pm
Room 6180, Bahen
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Affliated Actvity
Probability Study Gruop
Codina Cotar
will give the first of three lectures on Gradient Models
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Friday November 18, 2011
3:10 pm
Stewart Library, Fields Institute
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Joseph Najnudel (Zurich)
A unitary extension of virtual permutations
The virtual permutations, introduced by Kerov, Olshanski and Vershik,
are sequences of permutations of increasing order, whose cycle structure
satisfies some compatibility properties. If these permutations are chosen
uniformly and considered as random matrices, then one can prove an almost
sure convergence of their renormalized eigenangles. In a joint paper
with P. Bourgade and A. Nikeghbali, we extend this result to sequences
of matrices following Haar measure on the unitary group.
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Wednesday November 16, 2011
3:10 pm
Stewart Library, Fields Institute
***PLEASE NOTE SPECIAL DATE
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Jeremy Quastel (University of Toronto)
Variational problems for Airy processes
We show how to compute the joint density of the max and argmax of the
Airy_2 process minus a parabola. The argmax is a universal distribution
governing the endpoint of directed random polymers in 1+1 dimensions.
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Friday November 11, 2011
2:30 pm
Stewart Library, Fields Institute
***PLEASE NOTE TIME
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Thomas Bloom (University of
Toronto)
Large deviations for random matrices via potential theory
Ben Arous and A.Guionnet gave the first Large Deviation result for
the Gaussian Unitary Ensemble.(drawing on work of Voiculescu). Their
method was subsequently extended to general Unitary and other ensembles.I
will outline a new proof, using potential theory, of those large deviation
results. I will also discuss a large deviation result for a multivariable
generalization of Unitary ensembles. (This uses recent developments
in pluripotential theory due to R.Berman and S.Boucksom.) No prior knowledge
of potential or pluripotential theory will be assumed.
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Friday November 4, 2011
3:10 pm
Stewart Library, Fields Institute
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Robert McCann (Toronto)
Imagine some commodity being produced at various locations and consumed
at others. Given the cost per unit mass transported, the optimal transportation
problem is to pair consumers with producers so as to minimize total
transportation costs. Despite much study, surprisingly little is understood
about this problem when the producers and consumers are continuously
distributed over smooth manifolds, and optimality is measured against
a cost function encoding some geometry of the product space.
This talk will include an introduction to the optimal transportation,
its relation to Birkhoff's problem of characterizing of extremality
among doubly stochastic measures, and some recent progress linking the
two. In particular, we expose the topology of the cross-difference,
which explains why extremal measures concentrate on thin sets, and which
underlies a criterion for uniqueness of solutions subsuming all previous
criteria, and which is among the very first to apply to smooth costs
on compact manifolds, yet remains limited to topological spheres.
***Probability Study Group 2:00-3:00 pm BA6180.
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Friday October 28, 2011
3:10 pm
Stewart Library, Fields Institute
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Ben Rifkind (Toronto)
A Stochastic Version of Multiplicative Cascades
I will discuss a 1 dimensional version of a random geometry know as Multiplicative
Cascades. In 2008, Benjamini and Schramm proved a KPZ relation which describes
this random geometry relative to the regular Euclidean one. In joint work
with Tom Alberts, we study the evolution of this random geometry in time
and extract an ODE for the KPZ formula.
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Friday October 21, 2011
3:00 pm
Stewart Library, Fields Institute
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Balint Virag (Toronto)
Finite graphs and Kesten's theorem
Kesten showed that any transitive infinite d-regular graph whose spectral
radius is minimal is a tree. In this talk, we present a version of this
theorem for general finite d-regular graphs: if the spectral radius
is close to minimal, then a large neighborhood around most points is
a tree.
This is a joint work with M. Abert and Y. Glasner.
BA6290B (small meeting room across from the math library)
from 2-3 on Friday.
Let I_N denote the size of the largest independent set of the Erdos-Renyi
random graph
G(N,cN) consisting of N vertices and chosen uniformly at random from
the set of all graphs on N vertices with cN edges. It was conjectured
that I_N/N converges to a limit almost surely, and this was recently
proved by Bayati, Gamarnik and Tetali using a clever combinatorial interpolation
argument. I will present their argument, which was also used to prove
almost sure scaling limits for other combinatorial problems on random
graphs.
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***Probability Study Group
2:00 - 3:00 p.m.
*Please note this event is at the Bahen Centre
BA6290B (small meeting room across from the math library)
Let I_N denote the size of the largest independent set of the Erdos-Renyi
random graph G(N,cN) consisting of N vertices and chosen uniformly at
random from the set of all graphs on N vertices with cN edges. It was
conjectured that I_N/N converges to a limit almost surely, and this
was recently proved by Bayati, Gamarnik and Tetali using a clever combinatorial
interpolation argument. I will present their argument, which was also
used to prove almost sure scaling limits for other combinatorial problems
on random graphs.
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Friday October 14, 2011
3:00 pm
Stewart Library, Fields Institute
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Narn-Rueih Shieh (Taipei)
Scaling Limits for some PDEs with Random Initial Data
Abstract: Let X(x,t) (for x in R^n and t in R+) be the spatial-temporal
random field arising from a certain parabolic PDE with initial data
given by a subordinated Gaussian field. We discuss the scaling limit
of such a space-time random field. The space-time correlation structure
of the solution field and the Hermite expansion associated with the
initial data play the essential roles in our study.
Similar results hold for X an R^2-valued spatial-temporal random field
arising from a certain two-equation system, under very weak coupling.
Scaling limits for time-fractional and spatial-fractional systems are
also reported. There are some novel features in the fractional case.
This talk is based on joint work with G.-R. Liu (a PhD student in Taiwan).
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Monday September 12, 2011
3:00 pm
Stewart Library, Fields Institute
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Balazs Szegedy
Graph limits and corresponding spectral theory
The foundation of the so-called graph limit theory is a certain compactifiction
of the set of finite graphs which captures both local (weak) and global
(Szemeredi partition) convergence. The purpuse of this talk is to extend
the spectral theory of finite graphs to the graph limit space. Along
these lines we prove a spectral version of Szemeredi's regularity lemma.
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