Construction of geometric rough paths

This talk is based on a joint work in progress with L. Zambotti (UPMC). First, I will give a brief introduction to the theory of rough paths focusing on the case of Hölder regularity between 1/3 and 1/2. After this, I will address the basic problem of construction of a geometric rough path over a given ɑ-Hölder path in a finite-dimensional vector space. Although this problem was already solved by Lyons and Victoir in 2007, their method relies on the axiom of choice and thus is not explicit; in exchange the proof is simpler. In an upcoming paper, we provide an explicit construction clarifying the connection between rough paths theory and free (nilpotent) Lie algebras. In particular, we use an explicit form of the Baker–Campbell–Hausdorff formula due to Loday in order to provide explicit expressions and bounds to achieve such a construction.

Sala de seminarios del 5to piso, CMM, 16:00 hrs.

nov / 2017
27

From Anderson models to GOE statistics

We first prove some SDE limit for product of random matrices. We then apply this to transfer matrices of block-Jacobi operators which we use to obtain limiting statistics for Anderson models on long strips under proper rescaling of the randomness. With the correct sequence of limits we obtain a random matrix ensemble and finally the Sine_1 kernel.

Finally we construct a sequence of graphs (antitrees) where some averaging effect of a random potential mimics the rescaling in the step before. This way we obtain a sequence of random matrices with randomness of fixed strength (disorder) only along the diagonal for which we have limiting GOE statistics (Sine_1 kernel).

Sala 5, Facultad de Matemáticas, PUC. 17:00 hrs.

nov / 2017
20

Intertwinings and Stein's method for birth-death processes

In this talk, I will present intertwinings between Markov processes and gradients, which are functional relations relative to the space-derivative of a Markov semigroup. I will focus on the discrete case involving birth-death processes, and recall a first-order relation as well as introduce a new second-order relation for a discrete Laplacian. As the main application, new quantitative bounds on the Stein factors of discrete distributions are provided. Stein’s factors are a key component of Stein’s method, a collection of techniques to bound the distance between probability distribution.

Fecha: lunes 13 de noviembre, 16:30 hrs.

Lugar: Sala John Von Neumann piso 7 CMM

Fecha: lunes 13 de noviembre, 16:30 hrs.

Lugar: Sala John Von Neumann piso 7 CMM

nov / 2017
13

WEAK AND STRONG DISORDER FOR THE STOCHASTIC HEAT EQUATION IN d ≥ 3

We consider the smoothed multiplicative noise stochastic heat equation (SHE) in dimen-

sion d ≥ 3. If β > 0 is a parameter that denotes the disorder strength (i.e., inverse temperature), we show the existence of a critical β ∈ (0, ∞) so that, as ε → 0, the solution of the SHE exhibits “weak

disorder” when β < β and “strong disorder” when β > β. Furthermore, we investigate the behavior

of the “quenched” and “annealed” path measures arising from the solution in the weak and strong

disorder phases.

Part of this talk is based on a joint work with A. Shamov (Weizmann Institute) and O. Zeitouni

(Weizmann Institute/ Courant Institute) and Yannic Broeker (Muenster).

Sala 5, Facultad de Matemáticas, Universidad Católica, 17:00 hrs.

nov / 2017
06

The KPZ fixed point

I will describe the construction and main properties of the KPZ fixed point, which is the scaling invariant Markov process conjectured to arise as the universal scaling limit of all models in the KPZ universality class, and which contains all the fluctuation behavior seen in the class. The construction follows from an exact solution of the totally asymmetric exclusion process (TASEP) for arbitrary initial condition. This is joint work with K. Matetski and J. Quastel.

Sala de seminarios 5to piso CMM

oct / 2017
16

Pontificia Universidad Católica de Chile (PUC-Chile)

Av. Vicuña Mackenna 4860, Macul,

Santiago – Chile

(+56 2) 2354 5779

Facultad de Ciencias Físicas y Matemáticas (FCFM)

Universidad de Chile

Beauchef 851, Edificio Norte, Piso 7,

Santiago – Chile