Graduate student reading seminar

From UW-Math Wiki
Revision as of 17:26, 22 January 2014 by Shottovy (talk | contribs)
Jump to navigation Jump to search
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.

Tuesdays at 2:25pm in B129.

Preliminary schedule - 2014 Spring

1/28, 2/4: Greg

2/11, 2/18: Scott

Reflected Brownian motion, Occupation time, and applications.

2/25, 3/4: Beth

3/11, 3/25: Chris J

4/1, 4/8: Chris N

4/15, 4/22: Yu Sun

4/29. 5/6: Diane


2013 Fall

9/24, 10/1: Chris A light introduction to metastability

10/8, Dae Han Majoring multiplicative cascades for directed polymers in random media

10/15, 10/22: no reading seminar

10/29, 11/5: Elnur Limit fluctuations of last passage times

11/12: Yun Helffer-Sj?ostrand representation and Brascamp-Lieb inequality for stochastic interface models

11/19, 11/26: Yu Sun

12/3, 12/10: Jason

2013 Spring

2/13: Elnur

Young diagrams, RSK correspondence, corner growth models, distribution of last passage times.

2/20: Elnur

2/27: Chris

A brief introduction to enlargement of filtration and the Dufresne identity Notes

3/6: Chris

3/13: Dae Han

An introduction to random polymers

3/20: Dae Han

Directed polymers in a random environment: path localization and strong disorder

4/3: Diane

Scale and Speed for honest 1 dimensional diffusions

References:
Rogers & Williams - Diffusions, Markov Processes and Martingales
Ito & McKean - Diffusion Processes and their Sample Paths
Breiman - Probability
http://www.statslab.cam.ac.uk/~beresty/Articles/diffusions.pdf

4/10: Diane

4/17: Yun

Introduction to stochastic interface models

4/24: Yun

Dynamics and Gaussian equilibrium sytems

5/1: This reading seminar will be shifted because of a probability seminar.


5/8: Greg, Maso

The Bethe ansatz vs. The Replica Trick. This lecture is an overview of the two approaches. See [1] for a nice overview.

5/15: Greg, Maso

Rigorous use of the replica trick.