## Tokyo Probability Seminar

Date, time & place Monday 16:00 - 17:30 128Room #128 (Graduate School of Math. Sci. Bldg.) Makiko Sasada, Naoki Kubota, Yoshihiro Abe

Seminar information archive

### 2019/01/28

16:00-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Yosuke Kawamoto (FUKUOKA DENTAL COLLEGE)
(JAPANESE)

### 2018/12/10

17:00-18:00   Room # (Graduate School of Math. Sci. Bldg.)
Nikolaos Zygouras (University of Warwick)
Random polymer models and classical groups (ENGLISH)
[ Abstract ]
The relation between polymer models at zero temperature and characters of the general linear group GL_n(R) has been known since the first breakthroughs in the field around the KPZ universality through the works of Johansson, Baik, Rains, Okounkov and others. Later on, geometric liftings of the GL_n(R) characters appeared in the study of positive temperature polymer models in the form of GL_n(R)-Whittaker functions. In this talk I will describe joint works with E. Bisi where we have established that Whittaker functions associated to the orthogonal group SO_{2n+1}(R) can be used to describe laws of positive temperature polymers when their end point is free to lie on a line. Going back to zero temperature, we will also see that characters of other classical groups such as SO_{2n+1}(R); Sp_{2n}(R); SO_{2n}(R) do play a role in describing laws of polymers in various geometries. This occurence might be surprising given the length of time these models have been studied.
[ Reference URL ]

### 2018/11/19

16:00-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Fabio Toninelli (University Lyon 1)
Two-dimensional stochastic interface growth (ENGLISH)
[ Abstract ]
I will discuss stochastic growth of two-dimensional, discrete interfaces, especially models in the so-called Anisotropic KPZ (AKPZ) class, that has the same large-scale behavior as the Stochastic Heat equation with additive noise. I will focus in particular on: 1) the relation between AKPZ exponents, convexity properties of the speed of growth and the preservation of the Gibbs property; and 2) the relation between singularities of the speed of growth and the occurrence of "smooth" (i.e. non-rough) stationary states.
[ Reference URL ]
http://math.univ-lyon1.fr/~toninelli/

### 2018/11/12

16:00-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Alejandro Ramirez (Pontificia Universidad Catolica de Chile)
Random walk at weak and strong disorder (ENGLISH)
[ Abstract ]
We consider random walks at low disorder on $\mathbb Z^d$. For dimensions $d\ge 4$, we exhibit a phase transition on the strength of the disorder expressed as an equality between the quenched and annealed rate functions. In dimension $d=2$ we exhibit a universal scaling limit to the stochastic heat equation. This talk is based on joint works with Bazaes, Mukherjee and Saglietti, and with Moreno and Quastel.
[ Reference URL ]
http://www.mat.uc.cl/~aramirez/

### 2018/10/29

16:00-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Sunder Sethuraman (University of Arizona)
On Hydrodynamic Limits of Young Diagrams (ENGLISH)
[ Abstract ]
We consider a family of stochastic models of evolving two-dimensional Young diagrams, given in terms of certain energies, with Gibbs invariant measures. Static' scaling limits of the shape functions, under these Gibbs measures, have been shown by several over the years. The purpose of this article is to study corresponding dynamical' limits of which less is understood. We show that the hydrodynamic scaling limits of the diagram shape functions may be described by different types of parabolic PDEs, depending on the energy structure.
The talk will be based on the article: https://arxiv.org/abs/1809.03592
[ Reference URL ]
http://math.arizona.edu/~sethuram/

### 2018/10/22

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Trinh Khanh Duy (Tohoku University)
Limit theorems for random geometric complexes in the critical regime (ENGLISH)
[ Abstract ]
Geometric complexes (eg. Cech complexes or Rips complexes) are simplicial complexes defined on a finite set of points in a Euclidean space together with a radius parameter, which can be viewed as a higher dimensional generalization of geometric graphs. This talk concerns with random geometric complexes built over binomial point processes (collections of iid points). Like random geometric graphs, there are three regimes (subcritical(or dust, sparse) regime, critical (or thermodynamic) regime and supercritical regime) which are divided according the growth of the radius parameters in which the limiting behavior of random geometric complexes is totally different. This talk introduces some results on the strong law of large numbers and a central limit theorem in the critical regime.

### 2018/07/30

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Tomohiro Hayase (Graduate School of Mathematical Sciences, The University of Tokyo)
Parameter estimation of random matrix models via free probability theory (JAPANESE)
[ Abstract ]
For random matrix models, the parameter estimation based on the likelihood is not straightforward in particular when there is only one sample matrix. We introduce a new parameter optimization method of random matrix models which works even in such a case not based on the likelihood, instead based on the spectral distribution. We use the spectral distribution perturbed by Cauchy noises because the free deterministic equivalent, which is a tool in free probability theory, allows us to approximate it by a smooth and accessible density function.
In addition, we propose a new rank recovery method for the signal-plus-noise model, and experimentally demonstrate that it recovers the true rank even if the rank is not low; It is a simultaneous rank recovery and parameter estimation procedure.
[ Reference URL ]
https://www.ms.u-tokyo.ac.jp/~hayase/

### 2018/07/02

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Toru SERA (Graduate School of Science, Kyoto University)
Distributional limit theorems for intermittent maps (JAPANESE)

### 2018/06/25

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Yushi HAMAGUCHI (Graduate School of Science, Kyoto University)
BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (JAPANESE)

### 2018/06/18

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Hideki TANEMURA (Department of Mathematics, Keio University)
(JAPANESE)

### 2018/06/04

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Hiroyoshi MITAKE (Graduate School of Mathematical Sciences, The University of Tokyo)
Uniqueness set for degenerate Hamilton-Jacobi equations (JAPANESE)

### 2018/05/14

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Takuya MURAYAMA (Graduate School of Science, Kyoto University)
Chordal Komatu-Loewner equation for a family of continuously growing hulls (JAPANESE)

### 2018/05/07

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Takahiro SAGAWA (Faculty of Engineering, The University of Tokyo)
(JAPANESE)
[ Reference URL ]
http://www.taksagawa.com

### 2018/04/23

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Hiroshi KAWABI (Faculty of Economics, Keio University)
Functional central limit theorems for non-symmetric random walks on nilpotent covering graphs (JAPANESE)

### 2018/01/29

16:00-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Kazuhiro Kuwae (Department of Applied Mathematics, Faculty of Science, Fukuoka University)
(JAPANESE)

### 2018/01/22

16:00-17:30   Room # (Graduate School of Math. Sci. Bldg.)
(JAPANESE)

### 2017/12/04

16:00-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Kazuki Okamura (Research Institute for Mathematical Sciences, Kyoto University)
Some results for range of random walk on graph with spectral dimension two (JAPANESE)
[ Abstract ]
We consider the range of random walk on graphs with spectral dimension two. We show that a certain weak law of large numbers hold if a recurrent graph satisfies a uniform condition. We construct a recurrent graph such that the uniform condition holds but appropriately scaled expectations fluctuate. Our result is applicable to showing LILs for lamplighter random walks in the case that the spectral dimension of the underlying graph is two.

### 2017/11/27

16:00-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Random Recursive Tree, Branching Markov Chains and Urn Models (ENGLISH)
[ Abstract ]
In this talk, we will establish a connection between random recursive tree, branching Markov chain and urn model. Exploring the connection further we will derive fairly general scaling limits for urn models with colors indexed by a Polish Space and show that several exiting results on classical/non-classical urn schemes can be easily derived out of such general asymptotic. We will further show that the connection can be used to derive exact asymptotic for the sizes of the connected components of a "random recursive forest", obtained by removing the root of a random recursive tree.

[This is a joint work with Debleena Thacker]

### 2017/11/13

16:00-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Masaki Wada (Faculty of Human Development and Culture, Fukushima University)
(JAPANESE)

### 2017/10/30

16:00-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Yu Ito (Department of Mathematics, Faculty of Science, Kyoto Sangyo University)
Integration of controlled rough paths via fractional calculus (JAPANESE)

### 2017/10/23

16:00-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Yoshihiro Abe (Department of Mathematics, Gakushuin University)
(JAPANESE)

### 2017/07/10

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Mei Yin (University of Denver)
Phase transitions in exponential random graphs (ENGLISH)
[ Abstract ]
Large networks have become increasingly popular over the last decades, and their modeling and investigation have led to interesting and new ways to apply statistical and analytical methods. The introduction of exponential random graphs has aided in this pursuit, as they are able to capture a wide variety of common network tendencies by representing a complex global structure through a set of tractable local features. This talk with focus on the phenomenon of phase transitions in large exponential random graphs. The main techniques that we use are variants of statistical physics but the exciting new theory of graph limits, which has rich ties to many parts of mathematics and beyond, also plays an important role in the interdisciplinary inquiry. Some open problems and conjectures will be presented.

### 2017/07/03

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Lu Xu (Faculty of Mathematics, Kyushu University)
Equilibrium fluctuation for a chain of anharmonic oscillators (JAPANESE)
[ Abstract ]
A chain of oscillators is a particle system whose microscopic time evolution is given by Hamilton equations with various kinds of conservative noises. Mathematicians and physicians are interested in its macroscopic behaviors (ε → 0) under different space-time scales: ballistic (hyperbolic) (εx, εt), diffusive (εx, ε^2t) and superdiffusive (εx, ε^αt) for 1 < α < 2. In this talk, we consider a 1-dimensional chain of anharmonic oscillators perturbed by noises preserving the total momentum as well as the total energy. We present a result about the hyperbolic scaling limit of its equilibrium fluctuation as well as some further discussions. (A joint work with S. Olla, Université Paris-Dauphine)

### 2017/06/19

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Kensuke Ishitani (Graduate School of Science and Engineering, Tokyo Metropolitan University)
Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals (JAPANESE)
[ Abstract ]
In this presentation, we present a new methodology to compute first-order Greeks for barrier options under the framework of path-dependent payoff functions with European, Lookback, or Asian type and with time-dependent trigger levels. In particular, we develop chain rules for Wiener path integrals between two curves that arise in the computation of first-order Greeks for barrier options. We also illustrate the effectiveness of our method through numerical examples.

### 2017/05/29

16:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Shuta Nakajima (Research Institute for Mathematical Sciences, Kyoto University)
The cardinality of infinite geodesics originating from zero in First Passage Percolation (JAPANESE)