During the last years the Chair of Probability Theory offered regularly a Research Seminar, joined with the chair of Mathematical Statistics during the period 2019-2021. See the last programs: Summer  2018, Winter 2018-2019, Summer 2019, Winter 2019-2020 , Summer 2020, Winter term 2020-2021 , Summer 2021, Summer term 2022, Winter term 2022-2023,  Summer term 2023. A preliminary programm for the Winter term 2023-2024 can be found here.

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One can  find  here the video-record of the talk On the generalized Skorokhod reflection problem done by A. Pilipenko in January 2024.

One can  find  here the slides of the talk on Number-Rigidity and β-Circular Riesz Gas done by David Dereudre and onStochastic model of tumor evolution for cancer etiology and risk  done by Sophie Pénisson in May 2023.

Guest Seminar from Dr. S. Mieruch-Schnülle (AWI) on Tuesday, 18. May 2021 at 8:15, in the framework of the Klimacampus Week: Markov chain analysis in climate dynamics.

Past seminars

29.11.2024, 12:15  –  Campus Golm, Building 9, Room 1.10
Forschungsseminar Wahrscheinlichkeitstheorie

Research Seminar Probability Theory

Alexey Bufetov (Leipzig)

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11.01.2024, 11:00  –  Only ONLINE
Forschungsseminar Wahrscheinlichkeitstheorie

On the generalized Skorokhod reflection problem

Andrey Pilipenko (Nat. Acad. of Sciences & Nat. TU of Ukraine, Kyiv)

The Skorokhod reflection was used in 1961 to create a reflected Brownian motion on the half-line. Later, it was used for processes with jumps such as reflected Lévy processes. Like a Brownian motion,... 

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12.12.2023, 16:00  –  Zoom talk
Forschungsseminar Wahrscheinlichkeitstheorie

On the tradeoff between almost sure convergence and overshoot integrability with applications

Michael Högele (Univ. de los Andes, Kolumbien)

In this talk we present a quantitative version of the Borel-Cantelli lemma, which allows for a quantification of the "tradeoff" between a.s. rates of convergence and the precise integrability of the... 

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07.12.2023, 10:30  –  Weierstrass Inst., Berlin
Forschungsseminar Wahrscheinlichkeitstheorie

Invariant integrated convexity profiles for Hamilton-Jacobi-Bellman equations and applications.

Giovanni Conforti (Ecole Polytechnique, Paris)

It has been known for a long time that Hamilton-Jacobi-Bellman (HJB) equations preserve convexity, namely if the terminal condition is convex, the solution stays convex at all times. Equivalently,... 

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25.10.2023, 12:00  –  Campus Golm, Building 9, Room 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Duality, interacting particle systems, and infinite-dimensional orthogonal polynomials

Sabine Jansen (LMU München)

Studying the time-evolution of a many-particle system is a difficult task. For some interacting particle systems in Z^d, duality and intertwining allow to map the time evolution of one- or two-point... 

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18.10.2023, 12:00  –  Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Pseudo-chaotic expansion and explicit correlation formula for the Hawkes processes

Anthony Réveillac (INSA Toulouse)

Hawkes processes have proved to be a powerful probabilistic model for various applications in neurosciences or insurance. These counting processes are defined through their intensity which is... 

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12.07.2023, 10:00  –  Campus Golm, Haus 9 Raum 0.17 (und online)
Forschungsseminar Wahrscheinlichkeitstheorie

On the space-time correlations in KPZ growth models

Patrik Ferrari (Univ. Bonn)

We will discuss results on the correlation structure of some models in the KPZ universality class, for instance, on the covariance of limiting the processes along characteristic lines and of the... 

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05.07.2023, 10:00  –  Campus Golm, Haus 9 Raum 0.17 (und online)
Forschungsseminar Wahrscheinlichkeitstheorie

Improved error bounds for score-based diffusion models

Giovanni Conforti (Ecole Polytechnique, Palaiseau)

The aim of this talk is to provide with an introduction to score-based diffusion models, that are a special class of generative models that has recently provided with impressive experimental results... 

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28.06.2023, 10:00  –  House 9, Campus Golm, Room 0.17
Forschungsseminar Wahrscheinlichkeitstheorie

About some reinforcement stochastic processes

Pierre-Yves Louis (Univ. Bourgogne Franche-Comté)

We will present an overview of some new models and results about the long time behaviour of stochastic processes with reinforcement. Some applications will be outlined : urn models with different kind... 

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07.06.2023, 10:00  –  Campus Golm, Haus 9, Raum 0.17 (und online)
Forschungsseminar Wahrscheinlichkeitstheorie

Sandpile models and spanning trees

Wioletta Ruszel (Univ. Utrecht)

The sandpile model (aka chip-firing game) is a toy model for studying self-organized criticality (SOC). SOC models are characterized by displaying power-law probability behaviour of certain quantities... 

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31.05.2023, 10:00  –  Campus Golm, Haus 9, Raum 0.17 (and Online)
Forschungsseminar Wahrscheinlichkeitstheorie

Number-Rigidity and β-Circular Riesz gas

David Dereudre (Univ. Lille)

For an inverse temperature β>0, we define the β-circular Riesz gas on Rd as any microscopic thermodynamic limit of Gibbs particle systems on the torus interacting via the Riesz potential... 

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17.05.2023, 10:00  –  Campus Golm, Haus 9, Raum 0.17 & online
Forschungsseminar Wahrscheinlichkeitstheorie

Yaglom limits and convergence on local times for Bienaymé-Galton-Watson processes with immigration

Ben Povar (Univ. of Warwick)

We study the joint convergence of Bienaymé-Galton-Watson processes with immigration (BGWI) and its ``naive'' local times at 0 to the corresponding Continuous Branching Process with immigration (CBI)... 

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10.05.2023, 10:00  –  Campus Golm, Haus 9, Raum 0.17 & online
Forschungsseminar Wahrscheinlichkeitstheorie

Stochastic model of tumor evolution for cancer etiology and risk

Dr. Sophie Pénisson (Univ. Paris-Est Créteil)

We present a mathematical model of tumor evolution that includes all phases in the life of a tissue, from tissue development to cancer occurrence. The effects of a carrying capacity, different types... 

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03.05.2023, 10:00  –  Campus Golm, Haus 9, Raum 0.17
Forschungsseminar Wahrscheinlichkeitstheorie

High-dimensional grid exploration using self-avoiding exclusion processes

Dr. Jens Fischer (D-fine AG, Zürich; Univ. Toulouse)

With the advancements in quantum computing in recent years, the need for secure encoding methods, which can withstand quantum attacks, has motivated a new research branch in cryptography known as... 

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26.04.2023, 10:00  –  Campus Golm, Haus 9, Raum 0.17 & Online
Forschungsseminar Wahrscheinlichkeitstheorie

Construction of a biological model and study of experimental design

Laetitia Colombani (Univ. Bern)

In this seminar, I will introduce a biological model we are constructing, and explain the questions that drives us. In link with this model, I will present the notion of experimental design, and how... 

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