Seminars and Colloquia by Series

Critical exponents in the Abelian sandpile

Series
Stochastics Seminar
Time
Thursday, September 24, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Jack HansonSchool of Mathematics, Georgia Tech and CUNY
The Abelian sandpile was invented as a "self-organized critical" model whose stationary behavior is similar to that of a classical statistical mechanical system at a critical point. On the d-dimensional lattice, many variables measuring correlations in the sandpile are expected to exhibit power-law decay. Among these are various measures of the size of an avalanche when a grain is added at stationarity: the probability that a particular site topples in an avalanche, the diameter of an avalanche, and the number of sites toppled in an avalanche. Various predictions about these exist in the physics literature, but relatively little is known rigorously. We provide some power-law upper and lower bounds for these avalanche size variables and a new approach to the question of stabilizability in two dimensions.

Asymptotics for 2D critical first-passage percolation

Series
Stochastics Seminar
Time
Thursday, September 10, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Xuan WangSchool of Mathematics, Georgia Tech
We consider the first-passage percolation model defined on the square lattice Z^2 with nearest-neighbor edges. The model begins with i.i.d. nonnegative random variables indexed by the edges. Those random variables can be viewed as edge lengths or passage times. Denote by T_n the length (i.e. passage time) of the shortest path from the origin to the boundary of the box [-n,n] \times [-n,n]. We focus on the case when the distribution function of the edge weights satisfies F(0) = 1/2. This is sometimes known as the "critical case" because large clusters of zero-weight edges force T_n to grow at most logarithmically. We characterize the limit behavior of T_n under conditions on the distribution function F. The main tool involves a new relation between first-passage percolation and invasion percolation. This is joint work with Michael Damron and Wai-Kit Lam.

On the chemical distance in critical percolation

Series
Stochastics Seminar
Time
Thursday, September 3, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Michael DamronSchool of Mathematics, Georgia Tech
In two-dimensional critical percolation, the work of Aizenman-Burchard implies that macroscopic distances inside percolation clusters are bounded below by a power of the Euclidean distance greater than 1+\epsilon, for some positive \epsilon. No more precise lower bound has been given so far. Conditioned on the existence of an open crossing of a box of side length n, there is a distinguished open path which can be characterized in terms of arm exponents: the lowest open path crossing the box. This clearly gives an upper bound for the shortest path. The lowest crossing was shown by Morrow and Zhang to have volume n^4/3 on the triangular lattice. In 1992, Kesten and Zhang asked how, given the existence of an open crossing, the length of the shortest open crossing compares to that of the lowest; in particular, whether the ratio of these lengths tends to zero in probability. We answer this question positively.

On the marginals of product measures

Series
Stochastics Seminar
Time
Monday, June 15, 2015 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Galyna LivshytsKent State University
It was shown by Keith Ball that the maximal section of an n-dimensional cube is \sqrt{2}. We show the analogous sharp bound for a maximal marginal of a product measure with bounded density. We also show an optimal bound for all k-codimensional marginals in this setting, conjectured by Rudelson and Vershynin. This talk is based on the joint work with G. Paouris and P. Pivovarov.

Stein Couplings, Log Concavity and Concentration of Measure

Series
Stochastics Seminar
Time
Tuesday, May 19, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Umit IslakUniversity of Minnesota
For a nonnegative random variable Y with finite nonzero mean \mu, we say that Y^s has the Y-size bias distribution if E[Yf(Y)] = \mu E[f(Y^s)] for all bounded, measurable f. If Y can be coupled to Y^s having the Y-size bias distribution such that for some constant C we have Y^s \leq Y + C, then Y satisfies a 'Poisson tail' concentration of measure inequality. This yields concentration results for examples including urn occupancy statistics for multinomial allocation models and Germ-Grain models in stochastic geometry, which are members of a class of models with log concave marginals for which size bias couplings may be constructed more generally. Similarly, concentration bounds can be shown when one can construct a bounded zero bias coupling or a Stein pair for a mean zero random variable Y. These latter couplings can be used to demonstrate concentration in Hoeffding's permutation and doubly indexed permutations statistics. The bounds produced, which have their origin in Stein's method, offer improvements over those obtained by using other methods available in the literature. This work is joint with J. Bartroff, S. Ghosh and L. Goldstein.

Factorial moments of point processes

Series
Stochastics Seminar
Time
Wednesday, April 29, 2015 - 16:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
J.-C. BretonUniversity of Rennes
In this talk, we propose moment identities for point processes. After revisiting the case of Poisson point processes, we propose a direct approach to derive (joint factorial) moment identities for point processes admitting Papangelou intensities. Applications of such identities are given to random transformations of point processes and to their distribution invariance properties.

Semicircular limits and transfer principles on the free Poisson chaos

Series
Stochastics Seminar
Time
Thursday, April 23, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Solesne BourguinCarnegie Mellon University
Motivated by understanding the intricate combinatorial structure of the Poisson chaos in order to see whether or not a fourth moment type theorem may hold on that space, we define, construct and study the free Poisson chaos, a non-commutative counterpart of the classical Poisson space, on which we prove the free counter part of the fourth moment theorem. This is joint work with Giovanni Peccati.

Limit theorems for composition of functions

Series
Stochastics Seminar
Time
Thursday, April 2, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Michael AnshelevichTexas A&M
I will discuss the limit theorems for composition of analytic functions on the upper-half-plane, and the analogies and differences with the limit theorems for sums of independent random variables. The analogies are enhanced by recalling that the probabilistic limit theorems are really results about convolution of probability measures, and by introducing a new binary operation on probability measures, the monotone convolution.This is joint work with John D. Williams.

Burgers equation with random forcing

Series
Stochastics Seminar
Time
Thursday, February 26, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Yuri BakhtinCourant Institute of Mathematical Sciences, New York University
Ergodic theory of randomly forced space-time homogeneous Burgers equation in noncompact setting has been developed in a recent paper by Eric Cator , Kostya Khanin, and myself. The analysis is based on first passage percolation methods that allow to study coalescing one-sided action minimizers and construct the global solution via Busemann functions. i will talk about this theory and its extension to the case of space-continuous kick forcing. In this setting, the minimizers do not coalesce, so for the ergodic program to go through, one must use new soft results on their behavior to define generalized Busemann functions along appropriate subsequences.

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