"Ballisticity conditions for random walk in random environment"

Speaker: 

Professor Alejandro Ramirez

Institution: 

Pontificia Universidad Catolica de Chile,

Time: 

Thursday, May 12, 2011 - 2:00pm

Location: 

RH 306

BALLISTICITY CONDITIONS FOR RANDOM WALK IN
RANDOM ENVIRONMENT
ALEJANDRO F. RAMIREZ
resumen. Consider a Random Walk in a Random Environment (RWRE)
{Xn :
n
≥ 0} on a uniformly elliptic i.i.d. environment in dimensions d ≥ 2. Some
fundamental questions about this model, related to the concept of ballisticity
and which remain unsolved, will be discussed in this talk. The walk is said to
be transient in a direction l
∈ S
d
, if limn
→∞ Xn l = ∞, and ballistic in the
direction l if lim inf n
→∞ Xn l/n > 0. It is conjectured that transience in a
given direction implies ballisticity in the same direction. To tackle this question,
in 2002, Sznitman introduced for each γ
∈ (0, 1) and direction l the ballisticity
condition (Tγ )
|l, and condition (T ′ )|l defined as the fulfillment of (Tγ )|l for each
γ
∈ (0, 1). He proved that (T ′ ) implies ballisticity in the corresponding direction,
and showed that for each γ
∈ (0, 5, 1), (Tγ ) implies (T ′ ). It is believed that for
each γ
∈ (0, 1), (Tγ ) implies (T ′ ). We prove that for γ ∈ (γd , 1), (T )γ is equivalent
to (T ′ ), where for d
≥ 4, γd = 0 while for d = 2, 3 we have γd ∈ (0.366, 0.388).
The case d
≥ 4 uses heavily a recent multiscale renormalization method developed
by Noam Berger. This talk is based on joint works with Alexander Drewitz from
ETH Z
urich.
l

Fluctuations of ground state energy in Anderson model with Bernoulli potential

Speaker: 

Professor Jan Wehr

Institution: 

University of Arizona

Time: 

Tuesday, April 12, 2011 - 11:00am

Location: 

RH 306

Energy of the finite-volume ground state of a random Schroedinger operator is studied in the limit as the volume increases. We relate its fluctuations to a classical probability problem---extreme statistics of IID random variables---and describe the detailed behavior of its distribution. Surprisingly, the distributions do not converge---presence of two scales in the system leads to a chaotic volume dependence. A possible application to a sharp estimate of the Lifshits tail will be mentioned. The work presented is done jointly with Michael Bishop.

Beyond the Gaussian Universality Class

Speaker: 

Professor Ivan Corwin

Institution: 

NYU

Time: 

Thursday, December 2, 2010 - 11:00am

Location: 

340P

The Gaussian central limit theorem says that for a wide class of stochastic systems, the bell curve (Gaussian distribution) describes the statistics for random fluctuations of important observables. In this talk I will look beyond this class of systems to a collection of probabilistic models which include random growth models, polymers, particle systems, matrices and stochastic PDEs, as well as certain asymptotic problems in combinatorics and representation theory. I will explain in what ways these different examples all fall into a single new universality class with a much richer mathematical structure than that of the Gaussian.

Distributional limits for the symmetric exclusion process.

Speaker: 

Professor Thomas Liggett

Institution: 

UCLA

Time: 

Tuesday, November 9, 2010 - 11:00am

Location: 

RH 306

Strong negative dependence properties have recently been proved for the symmetric exclusion process. In this paper, we apply these results to prove convergence to the Poisson and Gaussian distributions for various functionals of the process.

The one-dimensional Kadar-Parisi-Zhang equation and universal height statistics.

Speaker: 

Professor Herbert Spohn

Institution: 

TU Muenchen

Time: 

Tuesday, November 30, 2010 - 11:00am

Location: 

RH 306

The KPZ equation is a stochastic PDE describing the motion of an interface
between a stable and an unstable phase. We will discuss solutions of the one-dimensional
equation with sharp wedge initial conditions. For long times the Tracy-Widom distribution
of GUE random matrices is recovered.
The talk is based on recent joint work with Tomohiro Sasamoto.

Hermitian random matrix model with spiked external source

Speaker: 

Professor Jinho Baik

Institution: 

University of Michigan

Time: 

Tuesday, October 26, 2010 - 11:00am

Location: 

RH 306

If a random Hermitian Gaussian matrix (GUE matrix) is perturbed additively by a matrix of small rank, the largest eigenvalue undergoes a transition depending on the spectrum of the added matrix. We consider a generalization of this case with general potential. When the potential is convex, the transition phenomenon is universal. However, for non-convex potentials, new types of transition may occur. This is a joint work with Dong Wang.

Gaussian fluctuations for Plancherel partitions

Speaker: 

Professor Leonid Bogachev

Institution: 

University of Leeds, UK

Time: 

Tuesday, October 12, 2010 - 11:00am

Location: 

RH 306

The limit shape of Young diagrams under the Plancherel
measure was found by Vershik \& Kerov (1977) and Logan \& Shepp
(1977). We obtain a central limit theorem for fluctuations of Young
diagrams in the bulk of the partition '`spectrum''. More
specifically, under a suitable (logarithmic) normalization, the
corresponding random process converges (in the FDD sense) to a
Gaussian process with independent values. We also discuss a link
with an earlier result by Kerov (1993) on the convergence to a
generalized Gaussian process. The proof is based on poissonization
of the Plancherel measure and an application of a general central
limit theorem for determinantal point processes. (Joint work with
Zhonggen Su.)

scaling exponents for a one-dimensional directed polymer

Speaker: 

Professor Timo Seppalainen

Institution: 

University of Wisconsin

Time: 

Wednesday, June 2, 2010 - 2:00pm

Location: 

MSTB 114

We study a 1+1-dimensional directed polymer in a random
environment on the integer lattice with log-gamma distributed
weights and both endpoints of the polymer path fixed.
We show that under appropriate boundary conditions
the fluctuation exponents for the free energy and
the polymer path take the values conjectured in the
theoretical physics literature. Without the boundary
we get the conjectured upped bounds on the exponents.

A propagation-of-chaos type result in stochastic averaging

Speaker: 

Professor Richard Sowers

Institution: 

University of Illinois

Time: 

Tuesday, May 25, 2010 - 11:00am

Location: 

RH 306

Stochastic averaging goes back to Khasminskii in the 1960's. The
standard result is that, given a separation of scales, one can find effective dynamics
for slow components. We investigate the motion of two particles in such a system, in
particular in a randomly-perturbed twist map. The nub of the issue
is how two points escape from a 1-1 resonance zone. Results of Pinsky
and Wihstutz indicate that there is a third scale at work, which we can use to study
the escape from resonance.

Pages

Subscribe to RSS - Combinatorics and Probability