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The probability seminar is coordinated with Duke University. For more talks check the calendar at Duke.


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Past Events › Probability Seminar

April 2018

Probability Seminar: James Nolan, Duke University

April 5, 2018 @ 4:15 pm - 5:15 pm

Probability Seminar Thursday, April 5, 2018 Hanes 125 4:15 PM James Nolan Mathematics Department Duke University A system of Brownian particles interacting through a moving reflector I will describe a system of N particles diffusing on the real line and interacting through a moving boundary. The hydrodymamic limit (N going to infinity) of this system is a solution to a nonlinear free-boundary problem for the heat equation. For finite N, the stochastic system has a stationary distribution, a fact that…

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November 2018

Probability Seminar: Guo-Jhen Wu, Brown University

November 1, 2018 @ 4:00 pm - 6:00 pm

Guo-Jhen Wu Brown University Temperature selection for the infinite swapping algorithm Parallel tempering, also known as replica exchange, is an algorithm used to speed up the convergence of slowly converging Markov processes (corresponding to lower temperatures for models from the physical sciences). By constructing other processes with higher temperature and allowing Metropolis type swaps between the different processes, the original process is able to explore the state space more efficiently via the swapping mechanism. It has been proven that by…

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October 2019

Probability Seminar: Sayan Banerjee

October 10, 2019 @ 4:15 pm - 5:15 pm

Non-parametric change point detection in growing networks

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November 2019

Probability Seminar: Souvik Dhara, MIT

November 7, 2019 @ 4:15 pm - 5:15 pm

Souvik Dhara MIT A new universality class for critical percolation on networks with heavy-tailed degrees The talk concerns critical behavior of percolation on finite random networks with heavy-tailed degree distribution. In a seminal paper, Aldous (1997) identified the scaling limit for the component sizes in the critical window of phase transition for the Erdős-Rényi random graph. Subsequently, there has been a surge in the literature identifying two universality classes for the critical behavior depending on whether the asymptotic degree distribution…

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December 2019

Probability Seminar: Zoe Huang, Duke

December 5, 2019 @ 4:15 pm - 5:15 pm

Zoe Huang Duke The contact process on Galton-Watson trees   Abstract: The contact process describes an epidemic model where each infected individual recovers at rate 1 and infects its healthy neighbors at rate $\lambda$. We show that for the contact process on Galton-Watson trees, when the offspring distribution (i) is subexponential the critical value for local survival $\lambda_2=0$ and (ii) when it is Geometric($p$) we have $\lambda_2 \le C_p$, where the $C_p$ are much smaller than previous estimates. This is…

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January 2020

Probability Seminar: Mariana Olvera-Cravioto, UNC-CH

January 23, 2020 @ 4:15 pm - 5:30 pm

Maxima on trees This talk will focus on the study of the endogenous solution to the high-order Lindley equation. The solution we are interested in corresponds to the maxima of a “perturbed” branching random walk, and it includes as a special case the unique solution to the well-known Lindley equation. Under a condition analogous to the so-called Cram\’er condition for the standard random walk, the tail distribution P(W > t) is known to decay exponentially. This result can be established…

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Probability Seminar: Miheer Dewaskar, UNC-Chapel Hill

January 30, 2020 @ 4:15 pm - 5:15 pm

Miheer Dewaskar University of North Carolina at Chapel Hill Asymptotic analysis of the power of choice phenomenon for queuing models Suppose that n balls are to be sequentially placed into n bins with the objective of keeping the maximum load of the bins small. In the absence of a central dispatcher, and in order to minimize communication overhead, each incoming ball chooses d bins uniformly at random and goes into the bin with the smallest load among its d choices.…

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February 2020

Probability Seminar: Samantha Petti, Georgia Institute of Technology

February 6, 2020 @ 4:15 pm - 5:30 pm

Sparse random graphs with overlapping community structure In this talk we introduce two different random graph models that produce sparse graphs with overlapping community structure and discuss community detection in each context. The Random Overlapping Community (ROC) model produces a sparse graph by constructing many Erdos Renyi random graphs (communities) on small randomly selected subsets of vertices. By varying the size and density of these communities, ROC graphs can be tuned to exhibit a wide range normalized of closed walk…

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Probability Seminar: Brendan Brown, UNC-CH

February 13, 2020 @ 4:15 pm - 5:15 pm

Probability Seminar Thursday, February 13th, 2020 Hanes 125 4:15 PM Brendan Brown UNC Chapel Hill Exponentially fast convergence of an Inert drift system The talk will explore an inert drift system, describing the joint motion of a massive particle in fluid as it collides with a Brownian particle. I will describe the different long-time behavior seen in the viscous and inviscid regimes. Such systems give an example of degenerate SDEs that nonetheless converge exponentially fast to stationarity. I will discuss briefly why…

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March 2020

Probability Seminar: Dong Yao, Duke

March 5, 2020 @ 4:15 pm - 5:15 pm

Probability Seminar Thursday, February 20th, 2020 Hanes 125 4:15 PM Dong Yao Duke University, Mathematics Department   Epidemics on Evolving Graphs   The evoSIR model is a modification of the usual SIR process on a graph G in which S−I connections are broken at rate ρ and the S connects to a randomly chosen vertex. The evoSI model is the same as evoSI but recovery is impossible. In a 2018 DOMath project the critical value for evoSIR was computed and…

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