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Tokyo Probability Seminar
Seminar information archive ～04/23｜Next seminar｜Future seminars 04/24～
| Date, time & place | Monday 16:00 - 17:30 126Room #126 (Graduate School of Math. Sci. Bldg.) |
|---|---|
| Organizer(s) | Makiko Sasada, Shuta Nakajima |
Seminar information archive
2016/07/04
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Nanba Ryuya (Graduate School of Natural Science and Technology, Okayama University)
Central limit theorems for non-symmetric random walks on nilpotent covering graphs
Nanba Ryuya (Graduate School of Natural Science and Technology, Okayama University)
Central limit theorems for non-symmetric random walks on nilpotent covering graphs
2016/06/13
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Yuki Tokushige (Research Institute for Mathematical Sciences, Kyoto University)
Jump processes on boudaries of random trees
Yuki Tokushige (Research Institute for Mathematical Sciences, Kyoto University)
Jump processes on boudaries of random trees
2016/05/30
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Takafumi Otsuka (Graduate school of science and engineering, Tokyo metropolitan university)
Takafumi Otsuka (Graduate school of science and engineering, Tokyo metropolitan university)
2016/05/23
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Fabrice Baudoin (Department of mathematics, Purdue university)
Sub-Riemannian diffusions on foliated manifolds
Fabrice Baudoin (Department of mathematics, Purdue university)
Sub-Riemannian diffusions on foliated manifolds
[ Abstract ]
We study the horizontal diffusion of a totally geodesic Riemannian foliation. We particularly focus on integration by parts formulas on the path space of the diffusion and present several heat semigroup gradient bounds as a consequence. Connections with a generalized sub-Riemannian curvature dimension inequality are made.
We study the horizontal diffusion of a totally geodesic Riemannian foliation. We particularly focus on integration by parts formulas on the path space of the diffusion and present several heat semigroup gradient bounds as a consequence. Connections with a generalized sub-Riemannian curvature dimension inequality are made.
2016/05/16
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Hiroshi Matano (Graduate School of Mathematical Sciences, the university of Tokyocho)
Generation and propagation of fine transition layers for the Allen-Cahn equation with mild noise
Hiroshi Matano (Graduate School of Mathematical Sciences, the university of Tokyocho)
Generation and propagation of fine transition layers for the Allen-Cahn equation with mild noise
2016/05/09
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Yosuke Kawamoto (Graduate school of Mathematics, Kyushu university)
Yosuke Kawamoto (Graduate school of Mathematics, Kyushu university)
2016/04/25
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Shuta Nakajima (Research institute for mathematical sciences)
Concentration results for directed polymer with unbouded jumps
Shuta Nakajima (Research institute for mathematical sciences)
Concentration results for directed polymer with unbouded jumps
2016/04/18
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Kai Lee (Graduate School of Mathematical Sciences, the university of Tokyo)
Sharp interface limit for one-dimensional stochastic Allen-Cahn equation with Dirichlet boundary condition
Kai Lee (Graduate School of Mathematical Sciences, the university of Tokyo)
Sharp interface limit for one-dimensional stochastic Allen-Cahn equation with Dirichlet boundary condition
2016/02/08
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Hirofumi Osada (Graduate School of Mathematics, Kyushu University)
Dynamical rigidity of stochastic Coulomb systems
Hirofumi Osada (Graduate School of Mathematics, Kyushu University)
Dynamical rigidity of stochastic Coulomb systems
2016/02/01
16:50-18:20 Room #270 (Graduate School of Math. Sci. Bldg.)
Kohei Soga (Faculty of Science and Technology, Keio University)
Kohei Soga (Faculty of Science and Technology, Keio University)
2016/01/25
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Atsushi Nakayasu (Graduate School of Mathematical Sciences, The University of Tokyo)
Hamilton-Jacobi equations in metric spaces
Atsushi Nakayasu (Graduate School of Mathematical Sciences, The University of Tokyo)
Hamilton-Jacobi equations in metric spaces
2015/12/21
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
David Croydon (University of Warwick)
Scaling limits of random walks on trees (English)
David Croydon (University of Warwick)
Scaling limits of random walks on trees (English)
[ Abstract ]
I will survey some recent work regarding the scaling limits of random walks on trees, as well as the scaling of the associated local times and cover time. The trees considered will include self-similar pre-fractal graphs, critical Galton-Watson trees and the uniform spanning tree in two dimensions.
I will survey some recent work regarding the scaling limits of random walks on trees, as well as the scaling of the associated local times and cover time. The trees considered will include self-similar pre-fractal graphs, critical Galton-Watson trees and the uniform spanning tree in two dimensions.
2015/12/07
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Jean-Dominique Deuschel (TU Berlin)
Quenched invariance principle for random walks in time-dependent balanced random environment
Jean-Dominique Deuschel (TU Berlin)
Quenched invariance principle for random walks in time-dependent balanced random environment
[ Abstract ]
We prove an almost sure functional limit theorem for a random walk in an space-time ergodic balanced environment under certain moment conditions. The proof is based on the maximal principle for parabolic difference operators. We also deal with the non-elliptic case, where the corresponding limiting diffusion matrix can be random in higher dimensions. This is a joint work with N. Berger, X. Guo and A. Ramirez.
We prove an almost sure functional limit theorem for a random walk in an space-time ergodic balanced environment under certain moment conditions. The proof is based on the maximal principle for parabolic difference operators. We also deal with the non-elliptic case, where the corresponding limiting diffusion matrix can be random in higher dimensions. This is a joint work with N. Berger, X. Guo and A. Ramirez.
2015/11/30
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Raoul Normand (Institute of Mathematics, Academia Sinica)
Self-organized criticality in a discrete model of limited aggregation
Raoul Normand (Institute of Mathematics, Academia Sinica)
Self-organized criticality in a discrete model of limited aggregation
[ Abstract ]
We consider a discrete model of coagulation, where a large number of particles are initially given a prescribed number of arms. We successively choose arms uniformly at random and bind them two by two, unless they belong to "large" clusters. In that sense, the large clusters are frozen and become inactive. We study the graph structure obtained, and describe what a typical cluster looks like. We show that there is a fixed time T such that, before time T, a typical cluster is a subcritical Galton-Watson tree, whereas after time T, a typical cluster is a critical Galton-Watson tree. In that sense, we observe a phenomenon called self-organized criticality.
We consider a discrete model of coagulation, where a large number of particles are initially given a prescribed number of arms. We successively choose arms uniformly at random and bind them two by two, unless they belong to "large" clusters. In that sense, the large clusters are frozen and become inactive. We study the graph structure obtained, and describe what a typical cluster looks like. We show that there is a fixed time T such that, before time T, a typical cluster is a subcritical Galton-Watson tree, whereas after time T, a typical cluster is a critical Galton-Watson tree. In that sense, we observe a phenomenon called self-organized criticality.
2015/11/02
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Naoki Kubota (College of Science and Tenology, Nihon University)
Concentrations for the travel cost of the simple random walk in random potentials
Naoki Kubota (College of Science and Tenology, Nihon University)
Concentrations for the travel cost of the simple random walk in random potentials
2015/10/19
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Stefano Olla (University of Paris-Dauphine)
Entropy and hypo-coercive methods in hydrodynamic limits
Stefano Olla (University of Paris-Dauphine)
Entropy and hypo-coercive methods in hydrodynamic limits
[ Abstract ]
Relative Entropy and entropy production have been main tools
in obtaining hydrodynamic limits Entropic hypo-coercivity can be used to
extend this method to dynamics with highly degenerate noise. I will
apply it to a chain of anharmonic oscillators immersed in a temperature
gradient. Stationary states of these dynamics are of ’non equilibrium’,
and their entropy production does not allow the application of previous
techniques. These dynamics model microscopically an isothermal
thermodynamic transformation between non-equilibrium stationary states.
Ref: http://arxiv.org/abs/1505.05002
Relative Entropy and entropy production have been main tools
in obtaining hydrodynamic limits Entropic hypo-coercivity can be used to
extend this method to dynamics with highly degenerate noise. I will
apply it to a chain of anharmonic oscillators immersed in a temperature
gradient. Stationary states of these dynamics are of ’non equilibrium’,
and their entropy production does not allow the application of previous
techniques. These dynamics model microscopically an isothermal
thermodynamic transformation between non-equilibrium stationary states.
Ref: http://arxiv.org/abs/1505.05002
2015/10/05
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Satoshi Ishiwata (Faculty of Science, Yamagata University)
Heat kernel on connected sums of parabolic manifolds (日本語)
Satoshi Ishiwata (Faculty of Science, Yamagata University)
Heat kernel on connected sums of parabolic manifolds (日本語)
2015/09/28
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Keiji Saito (Faculty of Science and Technology, Keio University)
Keiji Saito (Faculty of Science and Technology, Keio University)
2015/07/27
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Kohei Suzuki (Graduate School of Science, Kyoto University)
Convergence of Brownian motions on RCD*(K,N) spaces
Kohei Suzuki (Graduate School of Science, Kyoto University)
Convergence of Brownian motions on RCD*(K,N) spaces
2015/07/13
16:30-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Mykhaylo Shkolnikov (Mathematics Department, Princeton University) 16:30-17:20
On interacting particle systems in beta random matrix theory
Random field of gradients and elasticity
Mykhaylo Shkolnikov (Mathematics Department, Princeton University) 16:30-17:20
On interacting particle systems in beta random matrix theory
[ Abstract ]
I will first introduce multilevel Dyson Brownian motions and review how those extend to the setting of beta random matrix theory. Then, I will describe a connection between multilevel Dyson Brownian motions and interacting particle systems on the real line with local interactions. This is the first connection of this kind for values of beta different from 1 and 2. Based on joint work with Vadim Gorin.
Stefan Adams (Mathematics Institute, Warwick University) 17:30-18:20I will first introduce multilevel Dyson Brownian motions and review how those extend to the setting of beta random matrix theory. Then, I will describe a connection between multilevel Dyson Brownian motions and interacting particle systems on the real line with local interactions. This is the first connection of this kind for values of beta different from 1 and 2. Based on joint work with Vadim Gorin.
Random field of gradients and elasticity
[ Abstract ]
Random fields of gradients are a class of model systems arising in the studies of random interfaces, random geometry, field theory, and elasticity theory. These random objects pose challenging problems for probabilists as even an a priori distribution involves strong correlations, and are likely to be an universal class of models combining probability, analysis and physics in the study of critical phenomena. They emerge in the following three areas, effective models for random interfaces, Gaussian Free Fields (scaling limits), and mathematical models for the Cauchy-Born rule of materials, i.e., a microscopic approach to nonlinear elasticity. The latter class of models requires that interaction energies are non-convex functions of the gradients. Open problems over the last decades include unicity of Gibbs measures, the scaling to GFF and strict convexity of the free energy. We present in the talk first results for the free energy and the scaling limit at low temperatures using Gaussian measures and rigorous renormalisation group techniques yielding an analysis in terms of dynamical systems. The key ingredient is a finite range decomposition for parameter dependent families of Gaussian measures. (partly joint work with S. Mueller & R. Kotecky)
Random fields of gradients are a class of model systems arising in the studies of random interfaces, random geometry, field theory, and elasticity theory. These random objects pose challenging problems for probabilists as even an a priori distribution involves strong correlations, and are likely to be an universal class of models combining probability, analysis and physics in the study of critical phenomena. They emerge in the following three areas, effective models for random interfaces, Gaussian Free Fields (scaling limits), and mathematical models for the Cauchy-Born rule of materials, i.e., a microscopic approach to nonlinear elasticity. The latter class of models requires that interaction energies are non-convex functions of the gradients. Open problems over the last decades include unicity of Gibbs measures, the scaling to GFF and strict convexity of the free energy. We present in the talk first results for the free energy and the scaling limit at low temperatures using Gaussian measures and rigorous renormalisation group techniques yielding an analysis in terms of dynamical systems. The key ingredient is a finite range decomposition for parameter dependent families of Gaussian measures. (partly joint work with S. Mueller & R. Kotecky)
2015/06/29
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Kunio Nishioka (Faculty of Commerce, Chuo University)
Kunio Nishioka (Faculty of Commerce, Chuo University)
2015/06/22
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Chikara Nakamura (Research Institute for Mathematical Sciences, Kyoto University)
Lamplighter random walks on fractals
Chikara Nakamura (Research Institute for Mathematical Sciences, Kyoto University)
Lamplighter random walks on fractals
2015/06/15
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Hiroshi Takahashi (College of Science and Technology, Nihon University)
Hiroshi Takahashi (College of Science and Technology, Nihon University)
2015/06/08
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Satoshi Yokoyama (Graduate School of Mathematical Sciences, The University of Tokyo)
On a stochastic Rayleigh-Plesset equation and a certain stochastic Navier-Stokes equation
Satoshi Yokoyama (Graduate School of Mathematical Sciences, The University of Tokyo)
On a stochastic Rayleigh-Plesset equation and a certain stochastic Navier-Stokes equation
2015/06/01
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Masato Hoshino (Graduate School of Mathematical Sciences, The University of Tokyo)
Masato Hoshino (Graduate School of Mathematical Sciences, The University of Tokyo)
