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School of Mathematical Sciences

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Probability and Applications

Time: Wednesday at 1pm
Location: W316, Queen's Building
Organizer: Mira Shamis


  • Date
    Room
    Speaker
    Title
  • 18/04/2012 5:00 AM
    M203
    Daniel Ueltschi (Warwick)
    Random permutations with cycle weights
  • 02/05/2012 5:00 PM
    M203
    Yee Whye Teh (UCL)
    Hierarchical Bayesian Models of Sequential Data
  • 16/05/2012 5:00 PM
    M203
    Natanael Berestycki (Cambridge)
    Branching Brownian motion with selection
  • 16/05/2012 5:00 PM
    M203
    Natanael Berestycki (Cambridge)
    Branching Brownian motion with selection
  • 06/06/2012 5:00 PM
    M 203
    Pierre Tarres (Oxford)
    Edge reinforced random walks, vertex reinforced jump process, and the SuSy hyperbolic sigma model
  • 18/06/2012 5:00 PM
    M513
    Michael Kozdron (University of Regina)
    Using multiple SLE to explain a certain observable in the 2d Ising model
  • 04/07/2012 5:00 AM
    M203
    Malwina Luczak (Sheffield)
    The supermarket model with arrival rate tending to 1
  • 26/09/2012 5:00 PM
    M203
    Leonid Pastur (Kharkov) Joint meeting with London Analysis and probability Seminar
    On links between the random operator and random matrix theories
  • 03/10/2012 5:00 AM
    M203
    Matthias Winkel (University of Oxford)
    Hereditary properties, Galton-Watson real trees and Levy trees
  • 31/10/2012 4:00 AM
    M203
    Leonid Bogachev (University of Leeds)
    Gaussian fluctuations for Plancherel partitions
  • 07/11/2012 1:30 PM
    M203
    Special Event
    One Day Ergodic Theory Meeting
  • 21/11/2012 4:00 AM
    M203
    Nadia Sidorova (UCL)
    A conditioning principle for Galton-Watson trees
  • 12/12/2012 4:00 AM
    M203
    Malwina Luczak (QMUL)
    Law of large numbers for the SIR process on a random graph with given degree sequence
  • 23/01/2013 4:00 AM
    M203
    Yan Fyodorov (QMUL)
    Fluctuations and extreme values in multifractal patterns
  • 06/02/2013 4:00 AM
    M203
    Svetlana Anulova (Inst Control Sci, Moscow)
    On ergodic properties of hybrid mechanical stochastic systems
  • 13/02/2013 4:00 AM
    M203
    Pierre Le Doussal (ENS, Paris)
    Statistics of the Kardar-Parisi-Zhang growth equation from quantum mechanics
  • 06/03/2013 4:00 AM
    M203
    Andreas Kyprianou (Bath)
    Censored Stable Processes
  • 13/03/2013 4:00 AM
    M203
    Ben Hambly (Oxford)
    Spectral properties for some random graphs and their scaling limits
  • 20/03/2013 4:00 AM
    M203
    Alexander Iksanov (National T. Shevchenko University, Kiev)
    Asymptotics of the number of empty boxes in the Bernoulli sieve
  • 25/09/2013 5:00 AM
    M203
    Peter Windridge (QMUL)
    Critical SIR epidemic on a random graph with given degrees
  • 30/10/2013 4:00 PM
    M203
    Olivier Henard (QMUL)
    The number of old families in Beta(2-alpha,alpha)-coalescents
  • 06/11/2013 4:00 PM
    M203
    Albert Ferreiro-Castilla (QMUL)
    Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorization
  • 13/11/2013 4:00 PM
    M203
    Nicholas Simm (QMUL)
    fBm with Hurst index H=0 and statistics of GUE characteristic polynomials
  • 27/11/2013 4:00 PM
    M203
    YACINE BARHOUMI (Uni Zurich)
    KEATING-SNAITH PHILOSOPHY AND MOD-* CONVERGENCE : SOME RECENT DEVELOPMENTS
  • 11/12/2013 4:00 PM
    M203
    Codina Cotar (UCL)
    Uniqueness of gradient Gibbs measures with disorder
  • 15/01/2014 4:00 PM
    M513
    Serguey Novak (Middlesex University London)
    Accuracy of Poisson approximation for sums of integer-valued r.v.s.
  • 29/01/2014 4:00 PM
    M513
    Zhian Liang (Shanghai)
    Evaluation of Geometric Asian Power Options under Fractional Brownian Motion
  • 05/02/2014 4:00 PM
    M513
    George Kapetanios (SEF, QMUL)
    Exponent of cross sectional dependence: estimation and inference.
  • 12/02/2014 4:00 PM
    M513
    Jérémie Unterberger (Université de Lorraine)
    Analytic extension of fractional Brownian motion
  • 19/02/2014 4:00 PM
    M513
    Jordan Stoyanov (Newcastle)
    Moment Determinacy of Probability Distributions
  • 12/03/2014 4:00 PM
    M513
    Erik Baurdoux (LSE)
    Optimal prediction of the time of the ultimate maximum of a Lévy process
  • 26/03/2014 4:00 PM
    M513
    Dario Spano (Oxford)
    On the ancestral process of long-range seed bank models
  • 25/06/2014 5:00 PM
    M513
    Alexander Marynych (Kiev)
    Limit theorems for random processes with immigration at the epochs of a renewal process.
  • 24/09/2014 5:00 PM
    Cécile Mailler (Bath)
    Condensation and symmetry-breaking in the zero-range process with weak site disorder.
  • 01/10/2014 5:00 PM
    Neofytos Rodosthenous (QML)
    Optimal stopping problems in diffusion-type models with running maxima and drawdowns
  • 22/10/2014 5:00 PM
    M513
    Igor Kortchemski (Universität Zürich)
    Scaling limits and influence of the seed graph in preferential attachment trees
  • 29/10/2014 4:00 PM
    M513
    Pascal Maillard (Université Paris-Sud)
    Choices and Intervals
  • 26/11/2014 4:00 PM
    M513
    Goran Peskir (Manchester)
    Optimal Mean-Variance Portfolio Selection
  • 03/12/2014 4:00 PM
    M513
    Alexandre Stauffer (Bath)
    Random walk on dynamical percolation
  • 14/01/2015 4:00 PM
    M513
    George Kapetanios (QM, SEF)
    Time Varying Estimation and Inference with Application to Large Dimensional Covariance Estimation and Portfolio Management
  • 28/01/2015 4:00 PM
    M513
    Noah Forman (Oxford)
    The quantile rearrangement of random walk and Brownian motion increments
  • 11/02/2015 4:00 PM
    M513
    Nina Gantert (Technical University Munich)
    Random Walk among random conductances: Einstein relation and monotonicity of the speed
  • 25/02/2015 4:00 PM
    M513
    Hsien-Kuei Hwang (Academia Sinica, Taiwan)
    Nonlinear differential equations in applied probability
  • 11/03/2015 4:00 PM
    M513
    Louigi Addario-Berry (McGill University; Leverhulme Lecture)
    Slowdown of the front for branching Brownian motion with decay of mass.
  • 22/04/2015 5:00 PM
    M513
    Dan Crisan (Imperial CL)
    Limit theorems in stochastic filtering
  • 06/05/2015 5:00 PM
    M513
    Stephen Connor (York)
    Perfect simulation of M/G/c queues
  • 23/09/2015 5:00 PM
    M203
    Joaquin Miguez (QM)
    An overview of convergence results and some unconventional applications of particle filters
  • 30/09/2015 5:00 PM
    M203
    John Moriarty (QM)
    A geometric answer to an open question of singular control with stopping
  • 07/10/2015 5:00 PM
    Bancroft Rd 3.02
    Nick Whiteley (Bristol)
    Particle filtering subject to interaction constraints
  • 13/10/2015 5:00 PM
    M103
    Rosemary Harris (QM)
    Memory effects in complex systems (joint meeting with Complex Systems seminar)
  • 28/10/2015 4:00 PM
    M203
    Christopher Joyner (QM)
    Random Walk approach to spectral statistics in random Bernoulli matrices
  • 25/11/2015 4:00 PM
    M203
    James Martin (Oxford)
    Percolation games
  • 09/12/2015 4:00 PM
    M203
    Julien Berestycki (Oxford)
    Vanishing corrections for the position in a linear model of FKPP fronts
  • 13/01/2016 4:00 PM
    M103
    James Norris (Cambridge)
    Fluid limits for population processes with a continuum of types: an example from gas kinetics
  • 20/01/2016 4:00 PM
    M103
    Vladimir Ejov (Flinders University of South Australia/ MPI Bonn): joint meeting of Probability and Combinatorics Research Groups
    "Snakes and Ladders" Heuristic for the Hamiltonian Cycle Problem and Flinders HCP Challenge
  • 27/01/2016 4:00 PM
    M103
    Chris Rogers (Cambridge): talk in the framework of the London Probability Seminar
    Combining different models
  • 10/02/2016 4:00 PM
    M103
    Pavel Gapeev (LSE)
    Risk sensitive utility indifference pricing of perpetual American options under fixed transaction costs.
  • 24/02/2016 4:00 PM
    M103
    Giorgio Ferrari (Bielefeld)
    Nash equilibria of threshold type for two-player nonzero-sum games of stopping
  • 02/03/2016 4:00 PM
    M103
    Elliott Paquette
    The law of fractional logarithm in the GUE minor process
  • 09/03/2016 4:00 PM
    M103
    Elena Boguslavskaya (Brunel)
    A-transforms and Lévy processes
  • 16/03/2016 4:00 PM
    M103
    Evgeny Burnaev (Institute of Information Transmission Problems, Moscow)
    On some Machine Learning Applications in Computational Finance
  • 04/05/2016 4:00 PM
    M103
    Hermann Þórisson (Uni Iceland)
    Finding patterns in two-sided Brownian motion
  • 21/09/2016 4:00 PM
    M103
    Fabrizio Leisen (Kent)
    Some recent results on Exchangeable Occupancy Models
  • 28/09/2016 4:00 PM
    M103
    Silke Rolles (Munich)
    Vertex-reinforced jump processes
  • 19/10/2016 4:00 PM
    M103
    Ashkan Nikeghbali (Zurich)
    Some remarkable applications of coupling and strong convergence for the circular unitary ensemble
  • 09/11/2016 4:00 PM
    M103
    Jennie Hansen (Heriot-Watt University, Edinburgh)
    Random mappings with exchangeable in-degrees
  • 23/11/2016 4:00 PM
    M103
    Igor Wigman (KCL)
    Nodal intersections of random toral eigenfunctions with a test curve
  • 30/11/2016 4:00 PM
    M103
    Wilfrid Kendall (Warwick)
    Random Walks in Scale-invariant Random Spatial Networks (SIRSN)
  • 07/12/2016 4:00 PM
    M103
    Alexandre Veretennikov (Leeds)
    Poisson equations with a potential in the whole space for "ergodic" generators
  • 18/01/2017 1:00 PM
    M103
    Constanza Rojas-Molina (Uni Bonn)
    Characterization of the metal-insulator transport transition for the two-particle Anderson model
  • 08/02/2017 1:00 PM
    M203
    Ilya Goldsheid (QM)
    Products of non-identically distributed independent matrices.
  • 15/02/2017 1:00 PM
    M203
    Nick Simm (Warwick)
    Gaussian multiplicative chaos and random matrix theory
  • 01/03/2017 1:00 PM
    W316
    Roland Bauerschmidt (Cambridge)
    Local Kesten--McKay law for random regular graphs
  • 08/03/2017 1:00 PM
    W316
    Neil O'Connell (Bristol)
    From longest increasing subsequences to Whittaker functions and random polymers
  • 15/03/2017 1:00 PM
    W316
    Robert Griffiths (Oxford)
    A coalescent dual process for a Wright-Fisher diffusion with recombination and its application to haplotype partitioning
  • 22/03/2017 1:00 PM
    W316
    Christophe Sabot (Lyon)
    Vertex Reinforced Jump Process, random Schrödinger operator and hitting time of Brownian motion.
  • 05/04/2017 1:00 PM
    W316
    Nadav Yesha (King's)
    Nodal intersections for random waves on the three-dimensional torus.
  • 24/05/2017 1:00 PM
    W316
    Giorgio Ferrari (Uni Bielefeld)
    On the Optimal Management of Public Debt: a Solvable Two-Dimensional Singular Stochastic Control Problem
  • 04/10/2017 1:00 PM
    W316, Queen's Building
    Anna Maltsev (QM)
    Intracellular calcium signalling and the Ising model
  • 11/10/2017 1:00 PM
    Queen's Building, W316
    Daniel Ueltschi (Warwick)
    Random interchange model on the complete graph and the Poisson-Dirichlet distribution
  • 18/10/2017 1:00 PM
    Queen's Building, W316
    Dmitry Chelkak (ENS, Paris)
    Ising model on planar graphs: s-holomorphic functions and embeddings.
  • 08/11/2017 1:00 PM
    Queen's Building, W316
    Sunil Chhita (Durham)
    The two-periodic Aztec diamond
  • 23/10/2013 5:00 PM
    M203
    Shaun McKinlay (Uni Melbourne)
    A characterisation of transient random walks on stochastic matrices with Dirichlet distributed limits
  • 26/02/2014 4:00 PM
    M513
    Martijn Pistorius (Imperial)
    ON EXPLICIT SOLUTION OF AN INVERSE FIRST-PASSAGE TIME PROBLEM FOR LEVY PROCESSES AND COUNTERPARTY CREDIT RISK
  • 18/03/2015 4:00 PM
    M513
    Tim Leung (Columbia University)
    Optimal Mean Reversion Trading with Transaction Cost​s
  • 29/03/2017 1:00 PM
    W316
    Christina Goldschmidt (Oxford)
    Parking on a tree
  • 18/11/2015 4:00 PM
    M203
    Michał Morayne (Wroclaw)
    Sequential selection from posets
  • 25/01/2017 1:00 PM
    M203
    Sasha Sodin (QM)
    The distribution of ζ'/ζ about a random point on the critical line
  • 01/11/2017 1:00 PM
    W316, Queen's Building
    Alexander Gnedin (QMUL)
    The collision spectrum of Lambda-coalescents
  • 08/11/2017 2:00 PM
    W316, Queen's Building
    Said Hamadene (Universite du Maine)
    A new existence result for reflected BSDEs with interconnected obstacles
  • 15/11/2017 1:00 PM
    W316 Queen's Building
    Igor Krasovsky (ICL)
    Central spectral gaps of the almost Mathieu operator
  • 22/11/2017 1:00 PM
    W316, Queen's Building
    Codina Cotar (UCL)
    Equality of the Jellium and Uniform Electron Gas next-order asymptotic terms for Coulomb and Riesz potentials
  • 29/11/2017 1:00 PM
    W316, Queen's Building
    Jason Miller (Cambridge)
    Convergence of percolation on uniform quadrangulations
  • 06/12/2017 1:00 PM
    W316, Queen's Building
    Tiziano de Angelis (Leeds)
    PROBABILISTIC RESULTS ON REGULARITY OF OPTIMAL STOPPING BOUNDARIES
  • 13/12/2017 1:00 PM
    W316, Queen's Building
    Dmitry Dolgopyat (University of Maryland)
    Local Limit Theorem for Nonstationary Markov chains
  • 10/01/2018 1:00 PM
    W316, Queens' Building
    Martin Hairer (ICL)
    TBA
  • 17/01/2018 1:00 PM
    W316, Queens' Building
    Balint Toth (Bristol)
    Quenched CLT for random walk in doubly stochastic random environment
  • 24/01/2018 1:00 PM
    W316, Queens' Building
    Gaultier Lambert (Zurich)
    Stein's method for normal approximation of linear statistics of beta-ensembles
  • 31/01/2018 1:00 PM
    W316, Queens' Building
    Imre Barany (UCL and Renyi Inst. Budapest)
    Convex cones, integral zonotopes, and their limit shape
  • 07/02/2018 1:00 PM
    W316, Queens' Building
    Johannes Alt (IST Austria, Vienna)
    Local inhomogeneous circular law
  • 21/02/2018 1:00 PM
    W316, Queens' Building
    Pedro Miguel Duarte (Lisbon)
    Regularity of Lyapunov exponents of random linear cocycles (joint seminar with dynamical systems)
  • 07/03/2018 1:00 PM
    W316, Queens' Building
    Ben Green (Oxford)
    TBA
  • 07/03/2018 4:00 PM
    Queens' Building, Room W316
    Prof. Dr. Claudia Klüppelberg
    Multivariate boundary crossings in a bipartite network
  • 21/03/2018 1:00 PM
    W316, Queens' Building
    Yan Fyodorov (KCL)
    TBA
  • 28/03/2018 1:00 PM
    W316, Queens' Building
    Benjamin Schlein (Zurich)
    TBA
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