Seminars and Colloquia by Series

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.

Ultra sub-Gaussian random vectors and Khinchine type inequalities

Series
Stochastics Seminar
Time
Thursday, February 12, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Piotr NayarIMA, Minneapolis
We define the class of ultra sub-Gaussian random vectors and derive optimal comparison of even moments of linear combinations of such vectors in the case of the Euclidean norm. In particular, we get optimal constants in the classical Khinchine inequality. This is a joint work with Krzysztof Oleszkiewicz.

Estimation of convex bodies

Series
Stochastics Seminar
Time
Friday, October 3, 2014 - 14:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Victor-Emmanuel BrunelCREST and Yale University
In this talk we will consider a finite sample of i.i.d. random variables which are uniformly distributed in some convex body in R^d. We will propose several estimators of the support, depending on the information that is available about this set: for instance, it may be a polytope, with known or unknown number of vertices. These estimators will be studied in a minimax setup, and minimax rates of convergence will be given.

Second order free CLT

Series
Stochastics Seminar
Time
Thursday, September 25, 2014 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Ionel PopescuGeorgia Tech
The CLT for free random variables was settled by Voiculescu very early in this work on free probability. He used this in turn to prove his main result on aymptotic freeness of independent random matrices. On the other hand, in random matrices, fluctuations can be understood as a second order phenomena. This notion of fluctuations has a conterpart in free probability which is called freenes of second order. I will explain what this is and how one can prove a free CLT result in this context. It is also interesting to point out that this is a nontrivial calculation which begs the same question in the classical context and I will comment on that.

Moment bounds and concentration for sample covariance operators in Banach spaces

Series
Stochastics Seminar
Time
Thursday, September 11, 2014 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Vladimir KoltchinskiiSchool of Mathematics, Georgia Tech
We will discuss sharp bounds on moments and concentration inequalities for the operator norm of deviations of sample covariance operators from the true covariance operator for i.i.d. Gaussian random variables in a separable Banach space. Based on a joint work with Karim Lounici.

A Central Limit Theorem for the Length of the Longest Common Subsequence in Random Words

Series
Stochastics Seminar
Time
Thursday, September 4, 2014 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Christian HoudreSchool of Mathematics, Georgia Tech
Let (X_k)_{k \geq 1} and (Y_k)_{k\geq1} be two independent sequences of independent identically distributed random variables having the same law and taking their values in a finite alphabet \mathcal{A}_m. Let LC_n be the length of the longest common subsequence of the random words X_1\cdots X_n and Y_1\cdots Y_n. Under assumptions on the distribution of X_1, LC_n is shown to satisfy a central limit theorem. This is in contrast to the Bernoulli matching problem or to the random permutations case, where the limiting law is the Tracy-Widom one. (Joint with Umit Islak)

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