Seminars and Colloquia by Series

Recent Berry-Esseen bounds obtained with Stein's method and Poincare inequalities, with Geometric applications

Series
Stochastics Seminar
Time
Thursday, October 29, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Raphael Lachieze-ReyUniversity of Southern California
Recently, new general bounds for the distance to the normal of a non-linear functional have been obtained, both with Poisson input and with IID points input. In the Poisson case, the results have been obtained by combining Stein's method with Malliavin calculus and a 'second-order Poincare inequality', itself obtained through a coupling involving Glauber's dynamics. In the case where the input consists in IID points, Stein's method is again involved, and combined with a particular inequality obtained by Chatterjee in 2008, similar to the second-order Poincar? inequality. Many new results and optimal speeds have been obtained for some Euclidean geometric functionals, such as the minimal spanning tree, the Boolean model, or the Voronoi approximation of sets.

Longest Subsequences Problems and Maximal Eigenvalues of Gaussian Random Matrices

Series
Stochastics Seminar
Time
Thursday, October 22, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Christian HoudreSchool of Mathematics, Georgia Tech
This is survey talk where, both for random words and random permutations, I will present a panoramic view of the subject ranging from classical results to recent breakthroughs. Throughout, equivalencies with some directed last passage percolation models with dependent weights will be pointed out.

Convex regularization for low rank tensor estimation

Series
Stochastics Seminar
Time
Thursday, October 8, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Ming YuanUniversity of Wisconsin
Many problems can be formulated as recovering a low-rank tensor. Although an increasingly common task, tensor recovery remains a challenging problem because of the delicacy associated with the decomposition of higher order tensors. We introduce a general framework of convex regularization for low rank tensor estimation.

Gaussian fluctuations for linear statistics of Wigner matrices

Series
Stochastics Seminar
Time
Thursday, October 1, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Philippe SosoeHarvard University
In the 1970s, Girko made the striking observation that, after centering, traces of functions of large random matrices have approximately Gaussian distribution. This convergence is true without any further normalization provided f is smooth enough, even though the trace involves a number of terms equal to the dimension of the matrix. This is particularly interesting, because for some rougher, but still natural observables, like the number of eigenvalues in an interval, the fluctuations diverge. I will explain how such results can be obtained, focusing in particular on controlling the fluctuations when the function is not very regular.

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.

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