Luis Fredes (Bordeaux)


“Invariant measures of discrete interacting particle systems: Algebraic aspects”


We consider a continuous time particle system on a graph L being either Z,  Z_n, a segment {1,…, n}, or Z^d, with state space Ek={0,…,k-1} for some k belonging to {infinity, 2, 3, …}. We also assume that the Markovian evolution is driven by some translation invariant local dynamics with bounded width dependence, encoded by a rate matrix T. These are standard settings, satisfied by many studied particle systems. We provide some sufficient and/or necessary conditions on the matrix T, so that this Markov process admits some simple invariant distribution, as a product measure, as the distribution of a Markov process indexed by Z or {1,…, n} (if L=Z or {1,…,n}), or as a Gibbs measure (if L=Z_n). These results are mainly obtained with some manipulations of finite words, with alphabet Ek, representing subconfigurations of the systems. For the case L=Z, we give a procedure to find the set of invariant i.i.d and Markov measures.

Sala John Von Neumann, 7mo piso, CMM, 15:00 hrs.
ene / 2018 09

Nikolas Tapia, Universidad de Chile


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

Christian Sadel (PUC)


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

Claire Delplanck (Universidad de Chile)


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
nov / 2017 13

Chiranjib Mukherjee (University of Muenster)




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
Departamento de Matemáticas

Pontificia Universidad Católica de Chile (PUC-Chile)

Av. Vicuña Mackenna 4860, Macul,

Santiago – Chile

(+56 2) 2354 5779

Centro de Modelamiento Matemático (CMM)

Facultad de Ciencias Físicas y Matemáticas (FCFM)

Universidad de Chile

Beauchef 851, Edificio Norte, Piso 7,

Santiago – Chile