Seminario de Probabilidad

En este seminario se expone trabajos recientes en teoría de probabilidades.
2017-06-27
16:00hrs.
Julian Tugaut. Université Jean Monnet
Exit Time Of a Self-Stabilizing Diffusion
sala John Von Neumann, 7mo piso, CMM, U. Cjile
Abstract:
In this talk, we briefly present some Freidlin and Wentzell results then we give a Kramers’type law satisfied by the McKean-Vlasov diffusion when the confining potential is uniformly strictly convex. We briefly present two previous proofs of this result before giving a third proof which is simpler, more intuitive and less technical.
http://nm.cmm.uchile.cl/seminarios/
2017-06-15
15:30hrs.
Ciprian Tudor. Lille
A Link Between The Zeta Function And Stochastic Calculus
Seminarios John Von Neumann CMM, ubicada en Beauchef 851, Torre Norte, Piso 7 (ingreso ascensores torre poniente)
Abstract:
 The study of the zeros of the Riemann zeta function constitutes one of the most challenging problems in mathematics. A large literature in devoted to the study of the behavior of the zeta zeros. We will  discuss  how  tools from stochastic analysis, and in particular from Malliavin calculus (multiple integrals,  Wiener chaos, Stein method etc) can be used in the study of some aspects of the behavior of  the zeta function.
2017-06-13
16:00hrs.
Milica Tomacevic. Tosca Team, Inria Sophia-Antipolis Mediterranee
A New Probabilistic Interpretation Of Keller-Segel Model For Chemotaxis, Application To 1-D.
Sala John Von Neumann, 7mo piso, CMM, U. Chile
Abstract:
The Keller Segel (KS) model for chemotaxis is a two-dimensional system of parabolic or elliptic PDEs. Motivated by the study of the fully parabolic model using probabilistic methods, we give rise to a non-linear SDE of McKean-Vlasov type with a highly non standard and singular interaction kernel.
In this talk I will briefly introduce the KS model, point out some of the PDE analysis results related to the model and then, in detail, analyze our probabilistic interpretation in the case d=1.
This is a joint work with Denis Talay (TOSCA team, INRIA Sophia-Antipolis Mediterranee).
http://nm.cmm.uchile.cl/seminarios/
2017-04-25
15:30hrs.
Christophe Profeta. Universite D'evry Val D'essonne
Stable Langevin Model With Diffusive-Reflective Boundary Conditions. 
Sala 5, Facultad de matemáticas, Campus San Joaquín. PUC.
Abstract:

Resumen : We consider a one-dimensional stable Langevin process confined in the upper half-plane and submitted to a diffusive-reflective boundary condition whenever the particle position hits 0. We show that different regimes appear according to the value of the chosen parameters. We then use this study to construct the law of a (free) stable Langevin process conditioned to stay positive, thus extending earlier works on the integrated Brownian motion. Such construction finally enables us to improve some recent persistence probability estimates. This is a joint work with Jean-François Jabir.

http://nm.cmm.uchile.cl/seminarios/
2016-11-24
16:30 hrs.hrs.
Karl Liechty . Depaul
Propagation Of Critical Behavior For Unitary Invariant Plus Gue Random Matrices
Sala John Von Neumann, 7mo piso, CMM.
Abstract:
 
 It is a well known and celebrated fact that the eigenvalues of random Hermitian matrices from a unitary invariant ensemble form a determinantal point process with correlation kernel given in terms of a system of orthogonal polynomials on the real line. It is a much more recent result that the eigenvalues of the sum of such a random matrix with a matrix from the Gaussian unitary ensemble (GUE) also forms a determinantal point process, with the kernel given in terms of the Weierstrass transform of the original kernel. I'll talk about the case in which the limiting distribution of eigenvalues is critical in the sense that there is a non-generic scaling limit for the correlation kernel, and discuss the effect of a Gaussian perturbation on the limiting critical kernel. This is joint work with Tom Claeys, Arno Kuijlaars, and Dong Wang.
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http://nm.cmm.uchile.cl/seminarios/
2016-11-14
16:30hrs.
Bernardo Nunes Borges de Lima . Ufmg
Embedding Binary Sequences Into Bernoulli Site Percolation On Z3
Sala Jacques L. Lions, CMM, Universidad de Chile 
Abstract:
 
 
 We investigate the problem of embedding infinite binary sequences into Bernoulli site percolation on Zd with parameter p. In 1995, I. Benjamini and H. Kesten proved that, for d≥10 and p=1/2, all sequences can be embedded, almost surely. They conjectured that the same should hold for d≥3. We consider d≥3 and p∈(pc(d),1−pc(d)), where pc(d)<1/2 is the critical threshold for site percolation on Zd. We show that there exists an integer M=M(p), such that, a.s., every binary sequence, for which every run of consecutive {0s} or {1s} contains at least M digits, can be embedded. Joint work with M. Hilário (UFMG), P. Nolin (ETH) and V. Sidoravicius (IMPA)

www.nucleoproba.cl
2016-08-10
Christophe Profeta. Université D’Evry Val D’Essonn
Tbd
Sala 2 - Facultad de Matemáticas a las 16:30 Hrs.
2016-06-12
Ioannis Papageorgiou. UBA
The Log-Sobolev Inequality For Unbounded Spin Systems On The Lattice.
Sala 2 - facultad de Matemáticas a las 16:30 Hrs.
2016-06-12
Aurelia Deshayes. UBA
Scaling Limit Of Subcritical Contact Process
Sala 2 - Facultad de Matemáticas a las 16:30 Hrs.
2016-06-05
Chi Nguyen. UBA
Tbd
Sala 2 - Faculad de Matemáticas a las 16:30 Hrs.
2016-05-15
Santiago Saglietti. P. Universidad Católica de Chile
The Kesten-Stigum Theorem In L^2 For Abbmd
CMM Sala por confirmar a las 16:30 Hrs.
2016-05-09
Mauricio Duarte. UBA
Gravitation Versus Brownian Motion
Sala 2, Facultad de Matemáticas a las 16:30 Hrs.
2016-04-25
Julián Martinez. UBA
Hydrodynamic Limit For Branching Brownian Particles With Spatial Selection And The Kpp Equation.
Sala 2 de la Facultad de Matemáticas a las 16:30 Hrs.
2016-04-02
Mauricio Duarte. Uab
Gravitation Versus Brownian Motion
Sala 2, Facultad de matemáticas, Campus San Joaquín, Pontificia Universidad Católica de Chile.
2015-11-20
Gregorio Moreno. P. Universidad Católica de Chile
Brox Diffusion And Sinai´s Walk In The Intermediate Regime
Sala 2, Facultad de Matemáticas a las 17:30 Hrs.
2015-10-06
Manuel González. Universidade de Sao Paulo
A Ferromagnetic Ising Model With Periodic External Field.
Sala 5, Facultad de matemáticas, PUC Chile, Campus San Joaquín. a las 17:00 Hrs.
2015-04-25
Julián Martinez. UBA
Hydrodynamic Limit For Branching Brownian Particles With Spatial Selection And The Kpp Equation.
Sala 2 Facultad de Matemáticas - 16:30 Hrs.
2015-01-13
Daniel Ahlberg. Impa
Quenched Voronoi Percolation
Sala Multimedia del Centro de Modelamiento Matemático de la Universidad de Chile, en Beauchef 851, Torre Norte, 6° piso (acceso por el 7° piso)
2014-07-23
Gia Bao Nguyen. Cmm-Universidad de Chile
Interacting Partially Directed Self Avoiding Walk
Sala 2 Facultad de Matemáticas 16:30 Hrs.
2014-03-18
Achilleas Tzioufas. Buenos Aires
On The Clt For The Extremal Particles Of Supercritical Contact Processes
Sala 1 de la Facultad de Matemáticas
Abstract:
Abstract: The talk is concerned with the growth of symmetric one-dimensional contact processes on survival. By means of a new approach that relies on stochastic domination arguments and leverages from symmetry to employ well-known facts, we show the existence of random regenerative space-time points on the trajectory of their extremal particles.