Stochastics seminar -- Sztochasztika Szeminárium
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Next talk scheduled / Következő előadás:
Alexander Drewitz (Köln)
Sign clusters of the Gaussian free field percolate on Z^d, d≥3
We consider level set percolation for the Gaussian free field on the
Euclidean lattice in dimensions larger than or equal to three. It had
previously been shown by Bricmont, Lebowitz, and Maes that the critical
level is non-negative in any dimension and finite in dimension three.
Rodriguez and Sznitman have extended this result by proving that it is
finite in all dimensions, and positive in all large enough dimensions.
We show that the critical parameter is positive in any dimension larger than
or equal to three. In particular, this entails the percolation of sign
clusters of the Gaussian free field.
This talk is based on joint work with A. Prévost (Köln) and P.-F. Rodriguez
2017.11.23 Thursday, 16:15
Further talks planned / További tervezett előadások:
Kói Tamás (BME)
Error exponents for communication models with multiple codebooks and the capacity region of partly asynchronous multiple access channel
PhD public defense
szokatlan időpont / unusual time
2017.12.04 Monday, 15.00
Unusual place: BME J épület I. Em. 102..
David Renfrew (IST Austria)
Eigenvalues of random non-Hermitian matrices and randomly coupled differential equations
We consider large random matrices with centered, independent entries but
possibly different variances and compute the limiting distribution of
eigenvalues. We then consider applications to long time asymptotics for
systems of critically coupled differential equations with random
2017.12.07 Thursday, 16:15
Place of the seminar: TU Budapest, building H
, room 306. Everybody is welcome!
Az előadások helyszíne: BME H épület
306. Mindenkit szeretettel várunk!
Earlier talks were / Korábbi előadások voltak:
Lorenzo Federico (TU Eindhoven)
Critical percolation on the Hamming graph
Percolation on finite graphs is known to exhibit a phase transition similar
to the Erdős-Rényi Random Graph in presence of sufficiently weak geometry.
We focus on the Hamming graph H(d,n) (the cartesian product of d complete
graphs on n vertices each) when d is fixed and n→∞. We identify the
critical point pc(d) at which such phase transition happens and we analyse
the structure of the largest connected components at criticality. We prove
that the scaling limit of component sizes is identical to the one for
critical Erdős-Rényi components, while the number of surplus edges is much
higher. These results are obtained coupling percolation to the trace of
branching random walks on the Hamming graph.
Based on joint work with Remco van der Hofstad, Frank den Hollander and Tim
2017.11.09 Thursday, 16:15
Peter Nejjar (IST Austria)
Shock Fluctuations in TASEP
We consider the totally asymmetric simple exclusion process (TASEP) with a
non-random initial condition that has a discontinuity (shock) in the
particle density. If one inserts a "second class particle" in the system,
it will follow the shock. For large time t, we show that the position of
the second class particle fluctuates on the t1/3 scale and we determine
its limiting law. Joint work with Patrik Ferrari and Promit Ghosal.
2017.11.02 Thursday, 16:15
Jiří Černý (Vienna)
The maximum of branching random walk in spatially random branching environment
Branching branching random walk and Brownian motion have been the subject of
intensive research recently. We consider branching random walk and
investigate the effect of introducing a spatially random branching
environment. We are primarily interested in the position of the maximum
particle, for which we prove a CLT. Our result correspond, on an analytic
level, to a CLT for the front of the solutions to a randomized Fisher-KPP
equation, and also to a CLT for the parabolic Anderson model.
2017.10.26 Thursday, 16:15
Ilkka Norros (VTT Technical Research Centre of Finland)
Regular Decomposition: an information and graph theoretic approach to stochastic block models
A method for compression of large graphs and matrices to a block structure is proposed. Szemerédi's regularity lemma is used as a generic motivation of the significance of stochastic block models. Another ingredient of the method is Rissanen's minimum description length principle (MDL). We propose practical algorithms and provide theoretical results on the accuracy and consistency of the method.
2017.10.12 Thursday, 16:15
Hermann Thorisson (University of Iceland)
Finding patterns in Brownian motion
We consider the problem of finding particular patterns in a realisation of a
two-sided standard Brownian motion. Examples include two-sided Skorohod
imbedding, the Brownian bridge and several other patterns, also in planar
Brownian motion. The key tool here are recent allocation results in Palm
2017.10.05 Thursday, 16:15