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

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,... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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)... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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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06.02.2023, 13:00  –  Campus Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Local time approximation in parameter estimation for skew-sticky diffusions

Sara Mazzonetto (Univ. de Lorraine, Nancy)

In this seminar we first describe a class of real Markov processes with continuous sample paths which
shows singular behavior at a point, let us say barrier. The barrier is semi-permeable or sticky.... 

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30.01.2023, 14:00  –  Campus Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Homogenisation of a multivariate diffusion with semipermeable reflecting interfaces

Olga Aryasova (Inst. of Geophysics, Nat. Acad. of Sciences of Ukraine / Friedrich–Schiller–Univ. Jena)

We study the homogenization problem for a multivariate stochastic differential equations with local times that determine semipermeable reflecting hyperplane interfaces. We show that this system has a... 

mehr erfahren

23.01.2023, 13:00  –  Campus Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Early stages of the malaria parasite inside the mosquito

Dr. Angelo Valleriani (Max-Planck-Inst. of Colloids and Interfaces, Dept of Biomaterials, Potsdam)

The malaria parasite Plasmodium falciparum is ingested by the mosquito of the species Anophele, when
the mosquito gets a blood meal from an infected host. Inside the mosquito, the parasite's first 24... 

mehr erfahren

17.01.2023, 11H00  –  Campus Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Nonlinear pseudo-differential operators and stochastic equations on p-adic fields

Oleksandra Antoniouk (Institute of Mathematics NAS of Ukraine,  Kyiv Academic University)

The talk gives a brief overview of the results related to the theory of pseudo-differential equations in the spaces of test and generalized functions on the field of p-adic numbers. Results related to... 

mehr erfahren

16.01.2023, 13:00  –  Campus Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Reflected diffusions in cones

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

Let X be a diffusion in a cone with oblique reflection at the boundary. We study the question whether X reaches a vertex of the cone in a finite time with positive probability. A new probabilistic... 

mehr erfahren

28.11.2022, 13:00  –  Campus Golm, Haus 9 Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Relaxed formulation for the control of branching diffusions: Existence of an optimal control and HJB equation.

Antonio Ocello (Sorbonne-univ., Paris)

We study the existence of optimal control for branching diffusion processes. The considered problem use rewards that can be nonlinear in the final payoff and linear in the running payout. We give a... 

mehr erfahren

21.11.2022, 14:00  –  Campus Golm, Haus 9, Raum 2.22 & Zoom
Forschungsseminar Wahrscheinlichkeitstheorie

1/3 scaling exponent and non-gaussian limit laws

Peter Nejjar (Bonn Uni./Potsdam Uni.)

The standard CLT is characterized by a fluctuation exponent of one half and a gaussian limit distribution. We will discuss several examples, e.g. of random growth models and interacting paticle... 

mehr erfahren

14.11.2022, 13:00  –  Campus Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Penrose-stable Interactions in Classical Statistical Mechanics

Suren Poghosyan (Nat. Acad. of Science, Armenia)

For a pair potential Φ in a general underlying space X satisfying some natural and sufficiently general
conditions we define by means of the so called Ursell kernel a function r which is shown to be... 

mehr erfahren

07.11.2022, 13:00  –  Campus Golm, House 9, Room 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

On Stochastic Differential Equations with Jumps of Marcus-Type

Martha Nansubuga (HU Berlin)

We study stochastic differential equations (SDEs) driven by semimartingales with jumps, where the jumps of the solution are obtained as small relaxation time limits of fast curvilinear motions along... 

mehr erfahren

24.10.2022, 13:00  –  Campus Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Weakly self-avoiding walk in a random potential

Willem van Zuijlen (WIAS, Berlin)

We investigate a model of simple-random walk paths in a random environment that has two competing features: an attractive one towards the highest values of a random potential, and a self-repellent one... 

mehr erfahren

21.06.2022, 13:00  –  Raum 2.22 Haus 9, Golm
Forschungsseminar Wahrscheinlichkeitstheorie

Introduction to Hawkes Processes

Laetitia Colombani (U Toulouse)

Hawkes processes were introduced by Hawkes in 1971, and are widely used in many applications (earthquakes, neurons, social network, finance, etc.) They are random point processes on the real line, and... 

mehr erfahren

13.06.2022, 13:00  –  Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Convergence of Random Walks towards Skew Brownian motion

Andrey Pilipenko (Acad. of Science, Kyiv)

We consider the random motion of a particle, whose jumps outside of a bounded set (membrane) are mean-zero i.i.d.  with a finite second moment. Jumps from the membrane have other finite mean... 

mehr erfahren

31.05.2022, 12:30  –  Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Percolation of the level set of the Gaussian Free Field on a Galton-Watson tree.

Gioele Gallo (Köln)

The study of Gaussian free field level sets on supercritical Galton-Watson trees has been initiated by Abächerli and Sznitman. We continue this investigation by means of different tools in order to... 

mehr erfahren

30.05.2022, 13:00  –  Golm, Haus 9 Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Random Dynamics in Collective Behaviour - Consensus, Clustering and Extinction of Populations

Jens Fischer (Toulouse, UP)

Social network models are a common tool to further the understanding of relation based interactions in societies. Nonetheless, a complete mathematical understanding is lacking due to the complexity of... 

mehr erfahren

23.05.2022, 13:00  –  Campus Golm, Building 9, Room 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Population models with seed bank: construction, duality and tree properties

Marta Dai Pra (HU Berlin)

This talk focuses on the study of population models with a seed bank, in particular presenting their construction from classical models, some duality results and tree properties.The first part is an... 

mehr erfahren

16.05.2022, 13:00  –  Campus Golm, Building 9 Room 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Bose-Einstein condensation: introduction and open problems

Alexander Zass (WIAS Berlin)

In this talk we present the open problem of Bose--Einstein condensation. In the first part, we provide a
historical background and some physical heuristics for this state of matter that was first... 

mehr erfahren

09.05.2022, 13:00  –  Raum 2.22 und Zoom
Forschungsseminar Wahrscheinlichkeitstheorie

Order of the phase transition of a free Bose Gas

Anne Flöge (UP & WIAS Berlin)

We investigate the order of the phase transition in the free Bose gas and start with a criterion of a phase transition of order 2 for general q_k. Then we continue the analysis under a gamma... 

mehr erfahren

25.04.2022, 13:00  –  Raum 2.22 + Zoom
Forschungsseminar Wahrscheinlichkeitstheorie

Hydrodynamic limits of particle systems

Julian Kern (ENS Lyon, Potsdam)

The Symmetric Simple Exclusion Process (SSEP) is a very important toy model in particle systems. I will use it and related processes to showcase some ideas from the theory of hydrodynamic limits which... 

mehr erfahren

05.07.2021, 14:00
Forschungsseminar Wahrscheinlichkeitstheorie

Lévy-driven transport equations

Ilya Pavlyukevich (Jena)

In case of SDEs driven by continuous semimartingales, it is well know that their Wong-Zakai approximations converge to Stratonovich SDEs, whereas in the jump case the so-called Marcus (canonical) SDEs... 

mehr erfahren

28.06.2021, 14:00
Forschungsseminar Wahrscheinlichkeitstheorie

Emergence of interfaces from sandpile models

Wioletta Ruszel (Utrecht)

Interfaces separating two phases (e.g. water and ice) are created in phase coexistence situations such as at 0 degree Celsius. Random interface models are stochastic models which aim at explaining... 

mehr erfahren

07.06.2021, 14:00
Forschungsseminar Wahrscheinlichkeitstheorie

Spatial and temporal central limit theorems for geodesic and horocycle flows on hyperbolic surface

Emilio Corso (ETH Zürich)

A leitmotif in probability theory is the discovery of universal, deterministic phenomena underlying the asymptotic behaviour, in a suitably defined sense, of random structures. In the ergodic theory... 

mehr erfahren

31.05.2021, 14:00  –  Zoom
Forschungsseminar Wahrscheinlichkeitstheorie

Feynman-Kac formula for 1st order perturbations of covariant Laplace-type operators

Batu Güneysu (UP)

Abstract:
It is a classical fact that one can represent the heat semigroup of a Schrödinger operator (that is, a perturbation of the Laplacian by a real-valued potential) as a path integral in terms... 

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20.05.2021, 14:00
Forschungsseminar Wahrscheinlichkeitstheorie

A multifaceted study of marked Gibbs point processes

Alexander Zass (UP)

In this talk we present some results on the existence and uniqueness of marked Gibbs point processes. Firstly, we prove in a general setting the existence of an infinite-volume marked Gibbs point... 

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10.05.2021, 14:00
Forschungsseminar Wahrscheinlichkeitstheorie

Sparse inhomogeneous random graphs from a large deviation point of view

Luisa Andreis (Uni. Firenze)

Inhomogeneous  random  graphs  are  a  natural  generalization  of  the  well-known Erdös Rényi random graph, where vertices are characterized by a type and edges are independent but distributed... 

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26.04.2021, 14:00 - 15:00
Forschungsseminar Wahrscheinlichkeitstheorie

Random connected subgraph on Zd: A phase transition result

David Dereudre (Lille, Frankreich)

We consider the bond percolation model on the lattice Zd (d≥2) with the constraint to be fully connected. Each edge is open with probability p∈(0,1), closed with probability 1−p and then the process... 

mehr erfahren

10.02.2021, 13:00
Forschungsseminar Wahrscheinlichkeitstheorie

Threshold Ornstein-Uhlenbeck process: drift parameters estimation

Dr. Sara Mazzonetto

With the term threshold diffusion we denote diffusion processes which follow different dynamics in different space intervals. We focus on the one-dimensional case of two Ornstein-Uhlenbeck dynamics in... 

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03.02. bis 01.02.2021, 13:00
Forschungsseminar Wahrscheinlichkeitstheorie

Generalized non-stationary multi-armed Bandits

Anne Manegueu (Magdeburg)

Recent decades have seen rapid advances in multi-armed bandits (MAB) algorithms, due to their ability to optimize with the presence of uncertainty. Classical MAB problems are studied based on the... 

mehr erfahren

27.01.2021, 13:00-13:30
Forschungsseminar Wahrscheinlichkeitstheorie

Wilcoxon-Test: Ein Rangtest für zwei unverbundene Stichproben

Angelina Henning (UP)

In diesem Vortrag wird das Testverfahren von Wilcoxon betrachtet, welches eine Alternative zum 2-SP-t-Test liefern kann. Dieses Verfahren gehört zu den sogenannten Rangtests. Neben der theoretischen... 

mehr erfahren

20.01.2021, 13:00
Forschungsseminar Wahrscheinlichkeitstheorie

Concentration inequalities for dependent random fields

Oleksandr Zadorozhnyi (Uni Potsdam)

In this talk I firstly discuss a general martingale-difference approach which can be used to obtain some of the existing concentration inequalities for 1-dimensional weakly-dependent random processes.... 

mehr erfahren

13.01.2021, 13:00
Forschungsseminar Wahrscheinlichkeitstheorie

Stochastic optimal control of SDEs for importance sampling of path functional

Han Cheng Lie (University of Potsdam)

The estimation of statistics of functionals of a diffusion process is a problem that arises in multiple applications. An example of such a problem involves estimating the expected value of the first... 

mehr erfahren

06.01.2021, 13:00
Forschungsseminar Wahrscheinlichkeitstheorie

Mastering the Maze - Reinforcement Learning in Grid-World-Setup

Peter Keller

Imagine, a robot is moving through a maze that consists of equal sized rooms. Adjacent rooms are connected by doors. The robot can now perform actions, choosing the next door with respect to a given... 

mehr erfahren

16.12.2020, 13:00
Forschungsseminar Wahrscheinlichkeitstheorie

An explicit uniqueness region for Gibbs point processes

Alexander Zass (Potsdam)

We present a uniqueness result for Gibbs point processes with repulsive pair interaction; in particular, we provide an explicit uniqueness region in terms of the activity and inverse temperature... 

mehr erfahren

09.12.2020, 13:00
Forschungsseminar Wahrscheinlichkeitstheorie

Minimax optimal goodness-of-fit testing under local differential privacy

Joseph Lam (Magdeburg)

The consequences of local differential privacy constraints on goodness-of-fit testing are considered, i.e. the statistical problem assessing whether sample points are generated from a fixed density or... 

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02.12.2020, 13:00
Forschungsseminar Wahrscheinlichkeitstheorie

Consensus Dynamics and Exclusion processes

Jens Fischer (Potsdam/Toulouse)

The voter model and the Deffuant model are two well known models on networks where individual opinions influence the relationsship dynamics. Recent work related to social networks focuses entirely on... 

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16.07.2020, 15:30  –  Webinar
Forschungsseminar Wahrscheinlichkeitstheorie

Modelization of Covid 19 by multitype branching processes

Andrea Hübner

Master thesis

mehr erfahren

22.06.2020, 12:15  –  Webinar
Forschungsseminar Wahrscheinlichkeitstheorie

Sequential prediction for arbitrary time-series

Pierre Gaillard (INRIA Paris)

In this presentation we will examine the framework for online prediction of arbitrary time series. In the latter, a learner sequentially makes predictions of a time series, for which no stochastic... 

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08.06.2020, 12:20  –  Webinar
Forschungsseminar Wahrscheinlichkeitstheorie

Metastability in the Curie-Weiss and randomly dilute Curie-Weiss models

Saeda Marello (Bonn)

The Curie-Weiss model (CW) is a classical model of a ferromagnetic spin system in which all spins interact with each other. After giving an introduction on metastability, a phenomenon appearing in a... 

mehr erfahren

08.06.2020, 11:45  –  Webinar
Forschungsseminar Wahrscheinlichkeitstheorie

The (neural network) Hopfield Model applied to decision making in behavioural science

Anne Flöge (Potsdam)

TBA

mehr erfahren

27.01.2020, 12:15  –  Campus Golm Haus 9 Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

On the maximum of a perturbed random walk

Andrey Pilipenko (Kyiv)

Abstract. Let \((\xi_1,\eta_1), (\xi_2,\eta_2),\ldots\) be asequence of i.i.d. two-dimensional random vectors. We prove a functional limit theorem for the maximum of a perturbed random walk \(\underse... 

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20.01.2020, 12:15  –  Campus Golm Haus 9 Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Stochastic dependent bandits with memory

Oleksandr Zadorozhnyi (Potsdam)

In the talk I present the stochastic multi-armed bandit problem and its analysis in the case when the arm samples are dependent over time and generated from the so-called weak \(\mathcal{C}\)-mixing... 

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13.01.2020, 12:15  –  Campus Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

A Gibbsian model for message routeing in highly dense multihop networks

András Tóbiás (TU Berlin)

We investigate a probabilistic model for routeing of messages in relay-augmented multihop ad-hoc networks, where each transmitter sends one message to the origin. Given the (random) transmitter... 

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16.12.2019, 12:00  –  Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

The first passage problem for stable linear delay equations perturbed by small power law Lévy noise

Michael Högele (Universidad de los Andes, Bogotà, Colombia)

In this talk we present a linear scalar delay differential equation subject to small multiplicative power tail Lévy noise. We solve the first passage (the Kramers) problem with probabilistic methods... 

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09.12.2019, 13:10  –  Campus Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

The one-dimensional contact process and the KPP equation with noise

Sandra Kliem (Frankfurt)

The one-dimensional KPP-equation driven by space-time white noise,
\[ \partial_t u = \partial_{xx} u + \theta u - u^2 + u^{\frac{1}{2}} dW, \qquad t>0, x \in \mathbb{R}, \theta>0, \qquad \qquad u(0,x)... 

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25.11.2019, 12:15  –  Campus Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Frechet differentiable drift dependence of Perron-Frobenius and Koopman operators for stochastic dynamical systems

Han Cheng Lie (Universität Potsdam)

Global long-term properties of dynamical systems, such as their stationary distribution or rate of mixing, are strongly related to spectral objects of certain operators. These operators, which are... 

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18.11.2019, 12:00  –  Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

On diffusion processes in Euclidean space with intersecting membranes

Olga Aryasova (Kyiv)

We consider an Euclidean space with semipermeable membranes on nonsmooth surfaces, for example, on the boundary of a wedge or a cone. We study the existence and uniqueness of a strong Markov process... 

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11.11.2019, 12:15  –  Campus Golm Haus 9 Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

A nonlinear integration by parts formula for stochastic differential equations

Sara Mazzonetto

In this talk we introduce a nonlinear integration-by-parts formula for stochastic differential equations. We call it Itô-Alekseev-Gröbner formula because it generalizes both Itô formula and the... 

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04.11.2019, 12:15  –  Campus Golm, Haus 09, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Multiscale statistical analysis on random geometric graphs

Franziska Göbel (Universität Potsdam)

In this talk I will present a multiscale approach to construct a data-adapted basis-like (Parseval frame) set of functions F which allows for a decomposition of every square-integrable function... 

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21.10.2019, 12:00  –  Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Weyl asymptotics for discrete Hamiltonians on a scaled lattice

Enrico Reiß (Universität Potsdam)

In mean field theories of statistical mechanics where N particles interact, macroscopic observables typically take values in a scaled lattice with lattice spacing 1/N. An easy but typical example is... 

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14.10.2019, 12:00  –  Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Phase transition of Gibbs point processes using Fortuin-Kasteleyn representation

Pierre Houdebert (Universität Potsdam)

The Fortuin-Kasteleyen representation, introduce in the 1960', is a method used to prove phase transition for Gibbs point process. It reduces the problem of phase transition to the study of... 

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15.07.2019, 12:00  –  Golm Haus 9 Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Continuum limits of tree-valued stochastic processes

Wolfgang Löhr (Universität Duisburg-Essen)

Markov chains on sets of (finite, graph-theoretic) trees arise in applications, e.g., as evolving genealogical trees in population models or in Markov chain Monte Carlo methods for the reconstruction... 

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08.07.2019, 12:00  –  Golm, Haus 9, Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods.

Oleksandr Zadorozhnyi (Potsdam)

In the talk I present a Bernstein type inequality for Banach-valued random sums under weak-dependency assumption of general kind on the variables and smoothness assumption on the underlying Banach... 

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01.07.2019, 12:00  –  Golm Haus 9 Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Precise asymptotics of rough stochastic volatility models

Paolo Pigato (WIAS Berlin)

I will review some empirical facts on implied volatility and how they recently led to the introduction of rough (fractional) stochastic volatility models in finance. I will recall some results in... 

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03.06.2019, 12:00  –  Golm, Haus 9, Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

The turnpike property, large deviations, and the Schrooedinger problem.

Giovanni Conforti (Ecole Polytechnique)

In deterministic control, the turnpike property is the fact that optimal solutions consist approximatively of three pieces. The first and third pieces are rapid transitions from the initial state to a... 

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20.05.2019, 12:00  –  Golm Haus 9 Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Random walk with lagging

Oleksandr Prykhodko (Kyiv)

We will construct a random walk with specific lagging in point 0 and prove that for appropriate scaling the limiting process is so-called sticky Brownian motion.

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15.04.2019, 12:00  –  Golm, Haus 9, Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Incremental Cover Trees for Dynamic Diversification

Hannah Marienwald (TU Berlin)

Dynamic diversification – finding a set of data points with maximum pairwise distance from a time-dependent sample pool – is an important, but NP-hard problem in many different applications.... 

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08.04.2019, 12:00  –  Golm, Haus 9, Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Existence of limiting correlation functions and their cluster representation

Suren Poghosyan (Yerevan, Armenia)

The traditional method for the construction of the limiting Gibbs measure uses the thermodynamic limit of the finite volume correlation functions. These limiting correlation functions are defined... 

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18.02.2019, 11:00  –  Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Gaussian processes with inequality constraints

François Bachoc

We consider a Gaussian process subjected to inequality constraints (for instance boundedness, monotonicity or convexity). These types of inequality constraints correspond to additional information on... 

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11.02.2019, 11:00  –  Golm Haus 9 Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Conditioned point processes with applications to Lévy bridges

Tania Kosenkova

In the talk, we present a characterization of the bridges of Lévy processes through a functional equation. This result allows us to obtain stochastic domination for the bridges through unconditioned... 

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04.02.2019, 10:15  –  Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

On perturbation of an ODE with non-Lipschitz coefficients by a small noise & On mutual behavior of solutions of an SDE with non-regular drift

Olga Aryasova & Andrey Pilipenko

10:15-11:00 : A. Pilipenko, On pertubertation of an ODE with non-Lipschitz coefficients by a small noise

We study the limit behavior of an ordinary differential equation with non-Lipschitz... 

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14.01.2019, 10:15  –  Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Sharp phase transition for the Widom-Rowlinson model

Dr. Pierre Houdebert

The Widom-Rowlinson model is formally defined as two homogeneous Poisson point processes forbidding the points of different type to be too close. For this Gibbs model the question of uniqueness/... 

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17.12.2018, 10:15  –  Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Parameter estimation for SPDEs based on discrete observation in time and space

Florian Hildebrandt (Hamburg)

Stochastic partial differential equations (SPDEs) are becoming increasingly popular for modeling phenomena from the natural sciences and finance and thus require statistical methods for their... 

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26.11.2018, 10:15  –  Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Gaussian approximation for the small jumps of Lévy processes

Dr. Ester Mariucci

It is common practice to treat small jumps of a Lévy process as Wiener noise and thus to approximate their marginals by means of their corresponding Gaussian distributions.

However, results that allow... 

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05.11.2018, 10:15  –  Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

A Large Deviations Approach to the Homogenization of Nonlocal PDEs

Dr. André de Oliveira Gomes

Homogenization theory studies, roughly speaking, the effects of high frequency oscillations on the coefficients of the solutions of partial differential equations (PDEs for short). In the simplest... 

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29.10.2018, 10:15  –  Haus 9, Raum 2.11
Forschungsseminar Wahrscheinlichkeitstheorie

Statistical inference with optimal transport

Dr. Alexandra Suvorikova

Optimal transportation (OT) theory provides a powerful toolbox for data analysis in nonlinear spaces, where nonlinearity appears as an inevitable consequence of complexity of objects of interest (e.g.... 

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18.10.2018, 10:15  –  Haus 9, Raum 0.12
Forschungsseminar Wahrscheinlichkeitstheorie

Quasi-stationarity for one-dimensional renormalized Brownian motion

William Oçafrain

The goal is to approximate the law of a one-dimensional Brownian motion
conditioned not to cross fleeing boundaries when the time is big enough. To do so,
we will study the quasi-stationarity of the... 

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10.10.2018, 10:15  –  Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Gibbsian representation for point processes via hyperedge potentials

Benedikt Jahnel (WIAS)

Abstract: We consider marked point processes on the d-dimensional euclidean space, defined in terms of a quasilocal specification based on marked Poisson point processes. We investigate the... 

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16.07.2018, 17:15-18:15  –  Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Entropic and optimal transport

Christian Léonard (Paris)

The Schrödinger problem is an entropy minimization problem on a set of  path measures with prescribed initial and final marginals. It arises  from a large deviation principle for the empirical... 

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12.07.2018, 16:15  –  Haus 9, Raum 2.09.0.14
Forschungsseminar Wahrscheinlichkeitstheorie

Random dynamics for hard spheres

Myriam Fradon (Lille)

What is the closest packing for a finite number of non-overlapping  spheres with equal radius ? The answer to this apparently simple  question in only known for very small systems, despite the... 

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14.06.2018, 16:00  –  Haus 9, Raum 2.09.0.14
Forschungsseminar Wahrscheinlichkeitstheorie

Overview on stochastic models, McKean-Vlasov dynamics and their applications.

Jean-Francois Jabir (Moskau)

Abstract: This seminar aims to give a broad and straightforward presentation on fundamental aspects related to the theory and application of continuous-time stochastic ... 

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31.05.2018, 10:15-11:45  –  Campus 2 Haus 27 Raum 0.29/30
Forschungsseminar Wahrscheinlichkeitstheorie

A stochastic model for population evolution with genocide incidence

Samuel Sindayigaya (Kigali)

Abstrasct:

We study Birth-Death-Immigration-Emigration (BDIE) Processes with genocide incidence via their probability generating functions. The influence of genocide incidence, as a partial... 

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24.05.2018, 16:15
Forschungsseminar Wahrscheinlichkeitstheorie

Bandit problems

Pierre Ménard

First Talk

Title: An introduction to best arm identification in the bandit problems

Abstract: In this talk we will introduce the bandit setting and in particular the problem of best arm... 

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03.05.2018, 16:15  –  Haus 9, Raum 2.09.0.14
Forschungsseminar Wahrscheinlichkeitstheorie

Thermodynamic limit and phase transitions in non-cooperative games: some mean-field examples.

Paolo Dai Pra (Padova)

Abstract:

In stochastic dynamics inspired by Statistical Mechanics the interaction between different particles, or agents, is usually expressed as a given... 

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26.04.2018, 16:15  –  Haus 9, Raum 2.09.014
Forschungsseminar Wahrscheinlichkeitstheorie

The First Exit Time Problem in the small noise limit

André de Oliveira Gomes

It is our intention to describe the first exit time problem for an ordinary differential equation (ODE) perturbed by additive noise. We consider a dynamical system described by the ODE <tex>$\dot X_t=... 

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14.02. bis 16.02.2018  –  Haus 9, Neues Palais
Forschungsseminar Wahrscheinlichkeitstheorie

Stochastic processes and statistical machine learning I

https://www.math.uni-potsdam.de/professuren/proba/cdfa2018/

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18.07.2017, 10.15  –  Haus 9, Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Noise sensitivity of Lévy driven SDE’s : estimates and applications

Tania Kosenkova (Potsdam)

The topic of this talk is induced by the following question: whether the deviation between the solutions of two different Lévy driven SDE’s can be controlled in terms of the characteristics of the... 

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18.07.2017, 11.00  –  Haus 9, Raum 0.14
Forschungsseminar Wahrscheinlichkeitstheorie

Wasserstein distances between discretely observed Lévy processes

Ester Mariucci ( HU Berlin)

We present some upper bounds for the Wasserstein distance of order p between the product measures associated with the increments of two independent Lévy processes with possibly infinite Lévy measures.... 

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13.07.2017, 12.00-12.30  –  Haus 09, Raum 1.10, Golm
Forschungsseminar Wahrscheinlichkeitstheorie

Masterarbeitverteidigung "Expected Tumor Cell Lifespan During Radiotherapy Treatment: A Heterogeneous Stochastic Model"

Alexandra Wolff

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07.07.2017, 9.00  –  Haus 9, Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Pesin’s formula for isotropic Brownian flows

Vitalii Senin (Berlin)

Pesin's formula is a relation between the entropy of a dynamical system and its positive Lyapunov exponents. This formula was first established by Pesin in the late 1970s for some deterministic... 

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30.06.2017, 10.15-11.45  –  Golm, Haus 9, 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Ruin measures and occupation times for spectrally negative Lévy processe

Hélène Guérin (Rennes )

I will present some risk measures for insurance models, the classical ruin and different parisian
ruins, who are linked to occupation times of the surplus process. Some explicit results will be
given in... 

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23.06.2017, 10.15  –  Haus 9, Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

About some stochastic particle dynamics

Laure Pédèches (Toulouse/Potsdam)

In this talk, on the one hand, we will look into the asymptotic behaviour of stochastic version of
the Cucker-Smale model, while also presenting a propagation of chaos result. On the other hand,
we will... 

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16.06.2017, 10.00  –  TU Berlin, Raum MA 415 des Mathematikgebäudes
Forschungsseminar Wahrscheinlichkeitstheorie

Verteidigung der Doktorarbeit ''Well-posedness and stability of stochastic evolution equations arising from neuroscience''

Jennifer Krüger

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02.06.2017, 10.15-11.45  –  2.09.0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Well-Posedness and stability of Stochastic Evolution Equations arising from Neuroscience

Jennifer Krüger (Berlin)

We study the existence and uniqueness of mild solutions to the deterministic and the stochastic neural field equation
with Heaviside firing rate. Since standard well-posedness results do not apply in... 

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19.05.2017, 10.15-11.45  –  2.09.0.13
Forschungsseminar Wahrscheinlichkeitstheorie

On mutual behavior of solutions of an SDE with non-regular drift

Olga Aryasova (Kyiv)

We consider a stochastic differential equation with a Gaussian noise and a drift vector having jump discontinuities
along a hyperplane or surface. We study the large time behavior of the distance... 

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12.05.2017, 10.00-11.45  –  Golm, Haus 9 Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Strong and weak rates of approximation for integral functionals of Markov processes

Iurii Ganychenko (Potsdam)

We provide weak and strong rates of approximation of integral functionals of Markov processes by Riemann sums.Assumptions on the processes are formulated only in terms of their transition probability... 

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12.05.2017, 10.45-11.30  –  Haus 9, Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Estimating occupation time functionals

Randolf Altmeyer

An occupation time functional is a Lebesgue integral of a function f(X_t) with X a stochastic process (X_t). Given
the observations at discrete times (X_{k T/n})_k, we study the approximation of the... 

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05.05.2017, 10.15 - 11.45  –  Haus 9 Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

The bridges of the Langevin dynamics

Giovanni Conforti (Lille)

 

The Langevin dynamics is a simple stochastic model for molecular dynamics. Its behavior is well understood and a very accurate description of its long time behavior can be obtained under the... 

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26.04.2017, 18.15  –  am Weierstraß-Institut, Raum: ESH, Berlin
Forschungsseminar Wahrscheinlichkeitstheorie

On a selection problem for small noise perturbation of ODE in multidimensional case

Andrey Pilipenko (Kyiv)

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21.04.2017, 10.15-11.45  –  Only ONLINE
Forschungsseminar Wahrscheinlichkeitstheorie

Gastvortrag "A functional limit theorem for excited random walks"

Prof. Dr. Andrey Pilipenko (Kyiv)

We consider the limit behavior of an excited random walk (ERW), i.e., a
random walk whose transition probabilities depend on the number of times the
walk has visited the current state. We prove that... 

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01.03.2017, 14:15  –  Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Gastvortrag "Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance"

Daryna Sobolieva (Kyiv)

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21.01.2017, 9.00-13.00  –  TU Berlin, MA 748
Forschungsseminar Wahrscheinlichkeitstheorie

Oberseminar "Stochastic Processes and their approximation" III

Das Programm

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20.01.2017, 9.15 bis 12.15 und 12.45 bis 14.45  –  Golm, Haus 9 Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Oberseminar "Stochastic Processes and their approximation" II

 Das Programm

How to get to Haus 9 in Golm

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12.01.2017, 10:00  –  Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Verteidigung der Masterarbeit "Die alpha-skalierte Brownsche Brücke: Einige Eigenschaften"

Florian Hildebrandt

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02.12.2016, 9.00-13.00  –  TU Berlin, MA 748
Forschungsseminar Wahrscheinlichkeitstheorie

Oberseminar "Stochastic Processes and their approximation" I

Jonathan Mandt, Generation of random variables. Inversion, Acceptance-Rejection, and Fast Fourier transform.

Konrad Noworyta, Asymptotic ... 

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08.11.2016, 10:15 Uhr  –  Haus 9, Konferenzraum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Defence of the PhD Thesis "On the Exact Simulation of (Skew) Brownian Diffusions with Discontinuous Drift"

Sara Mazzonetto

This thesis is focused on the study and the exact simulation of two classes of real-valued Brownian diffusions: multi-skew Brownian motions with constant drift and Brownian diffusions whose drift... 

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18.01.2016, 10.15  –  Raum E-N 053, der Elektronischen Institute, 10587 Berlin, Einsteinufer 19
Forschungsseminar Wahrscheinlichkeitstheorie

Travelling waves in stochastik neural fields

Eva Lang

Doktorarbeitverteidigung/ Defence of the Titel

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04.12.2015, 10:15-11:45  –  Golm, Haus 9, Raum 1.10
Forschungsseminar Wahrscheinlichkeitstheorie

On a Brownian motion with a hard membrane

Andrey Pilipenko (Kyiv)

Local perturbations of a Brownian motion are considered. As a limit we

obtain a non-Markov process that behaves like a reflected Brownian

motion on the positive half line until its local time at... 

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02.12.2015, 8:15-9:45  –  Golm, Haus 9, Raum 1.10
Forschungsseminar Wahrscheinlichkeitstheorie

On a Selection Problem for Small Noise Perturbation in Multidimensional Case

Andrey Pilipenko (Kyiv)

The problem on identification of a limit of an ordinary

differential equation with discontinuous drift that perturbed by a

zero-noise is considered in multidimensional case.

This problem is a... 

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13.11.2015, 10:15-11:45  –  Golm, Haus 9, Raum 1.10
Forschungsseminar Wahrscheinlichkeitstheorie

Minicourse: "Use of Counterexamples in Probability for Research: part II"

Jordan Stoyanov (Newcastle/Ljubljana)

We are going to have an intensive discussion on known objects: random variables and stochastic processes. The goal is to look closely at basic properties and results. Any result is proved under... 

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11.11.2015, 8:15-9:45  –  Golm, Haus 9, Raum 1.10
Forschungsseminar Wahrscheinlichkeitstheorie

Minicourse: "Use of Counterexamples in Probability for Research: part I"

Jordan Stoyanov (Newcastle/Ljubljana)

We are going to have an intensive discussion on known objects: random variables and stochastic processes. The goal is to look closely at basic properties and results. Any result is proved under... 

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11.11.2015, 8:15-9:45  –  Golm, Haus 9, Raum 1.10
Forschungsseminar Wahrscheinlichkeitstheorie

Minicourse: "Use of Counterexamples in Probability for Research: part I"

Jordan Stoyanov (Newcastle/Ljubljana)

We are going to have an intensive discussion on known objects: random variables and stochastic processes. The goal is to look closely at basic properties and results. Any result is proved under... 

mehr erfahren

11.11.2015, 18:00-19:00  –  TU Berlin Raum MA 0.41
Forschungsseminar Wahrscheinlichkeitstheorie

Berliner Kolloquium Wahrscheinlichkeitstheorie: "Probability and other branches of mathematics"

Jordan Stoyanov (Newcastle/Ljubljana)

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07.07.2015, 14:15-15:45  –  Am Neuen Palais, Haus 22 Raum 1.27
Forschungsseminar Wahrscheinlichkeitstheorie

Explicit representation and simulation from the transition densities of a Skew Brownian motion with two semipermeable barriers.

Sara Mazzonetto (Potsdam/Lille)

In this talk an explicit representation of the transition densities of real-valued Brownian dynamics undergoing their motion through semipermeable barriers will be presented. The technique we used... 

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23.06.2015, 14:15-15:00  –  Am Neuen Palais, Haus 22 Raum 1.27
Forschungsseminar Wahrscheinlichkeitstheorie

Approximation of Conditioned Process

William Oçafrain (Nancy)

This problem deals with a particle in movement in a set D in R^2. It moves according to two random parameters: the angle of the direction, which is chosen uniformly between 0 and 2?, and the time... 

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23.06.2015, 15:00-15:45  –  Am Neuen Palais, Haus 22 Raum 1.27
Forschungsseminar Wahrscheinlichkeitstheorie

The Stochastic Neural Field Equation with discontinuous firing rate

Jennifer Krüger (Berlin)

In this talk we will discuss the existence and uniqueness of solutions to the stochastic neural field equation with Heaviside firing rate, which can be categorized as a nonlocal (stochastic)... 

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16.06.2015, 14:15-15:45  –  Am Neuen Palais, Haus 22 Raum 1.27
Forschungsseminar Wahrscheinlichkeitstheorie

Behaviour of stochastic systems derived from Cucker-Smale model

Laure Pedeches (Toulouse/Potsdam)

The deterministic model introduced by Felipe Cucker and Stephen Smale represents among others, the way in which groups of autonomous agents (animals, for instance) move together. We modify it to take... 

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09.06.2015, 14:15-15:45  –  Am Neuen Palais, Haus 22 Raum 1.27
Forschungsseminar Wahrscheinlichkeitstheorie

Schrödinger problem and reciprocal walks on graph

Giovanni Conforti (Potsdam/Padova)

In this talk, we introduce the Schrödinger problem, which is the problem of finding a way to transform an initial distribution into a final one along a stochastic process minimizing the relative... 

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26.05.2015, 14:15-15:45  –  Am Neuen Palais, Haus 22 Raum 1.27
Forschungsseminar Wahrscheinlichkeitstheorie

Forschungsseminar der Wahrscheinlichkeitstheorie: "Martingale-difference random fields"

Linda Khachatryan (Erevan)

The problem of establishing classical limit theorems (the central and functional limit theorems, the law of iterated logarithm) is one of the main problems in probability theory. Investigation of... 

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19.05.2015, 14:15-15:45  –  Am Neuen Palais, Haus 22 Raum 1.27
Forschungsseminar Wahrscheinlichkeitstheorie

Forschungsseminar der Wahrscheinlichkeitstheorie:``Convergence of sequence of Markov chains to Lèvy-type process: uniqueness of the solution to the martingale problem and explicit bounds for the convergence rate''

Tania Kosenkova (Potsdam)

The notion of a coupling distance on a space of Lèvy measures is introduced.

It occured that if the Lèvy kernel is Lipschitz continuous in space variable in the coupling distance the martingale... 

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15.05.2015, 14:15-15:45  –  Am Neuen Palais, Haus 22 Raum 1.27
Forschungsseminar Wahrscheinlichkeitstheorie

Forschungsseminar der Wahrscheinlichkeitstheorie: "LAN property of statistical models with Lévy driven processes observed at high frequency: Malliavin calculus approach."

Alexei Kulik (Kyiv)

Suppose we have a high-frequency sample for the solution to a SDE dX_t^?=a(?_1,X^?_t) dt+ ?_2 d Z_t+dU_t, where Z is a locally ?-stable symmetric process, and U is a Lévy process, which has the... 

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06.05.2015, 17:15 bis 18:15 Uhr  –  TU Berlin Raum 748
Forschungsseminar Wahrscheinlichkeitstheorie

Berliner Kolloquium/Forschungsseminar der Wahrscheinlichkeitstheorie: "Central Limit Theorem for additive functionals of some Markov processes: anomalous results"

Patrick Cattiaux (Toulouse)

In this talk we will consider an ergodic Markov process X_t?N (t ? N or t ? R^+) with unique invariant probability ?, and some additive functional S_t=?_(k=1)^t f(X_k) or ?_0^tf(X_s)ds for some... 

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28.04.2015, 14:15-15:45  –  Am Neuen Palais, Haus 22 Raum 1.27
Forschungsseminar Wahrscheinlichkeitstheorie

Forschungsseminar der Wahrscheinlichkeitstheorie: "First Exit Times for Lévy Driven Diffusions in Rd"

André de Oliveira Gomes (Berlin)

It is our intention to describe the problem of the First Exit Time for dynamical systems perturbed in low intensity with jump noise. The problem of the First Exit Time can be viewed as the problem of... 

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14.04.2015, 14:15-15:45  –  Am Neuen Palais, Haus 22 Raum 1.27
Forschungsseminar Wahrscheinlichkeitstheorie

Forschungsseminar der Wahrscheinlichkeitstheorie: "Large Deviations Theory for Lévy Processes and Applications"

André de Oliveira Gomes (Berlin)

We review the Weak Convergence Approach to Large Deviations Theory, developed by Budhiraja, Dupuis and Ellis in 2009. We construct the Large Deviations Principle for certain collections of Poisson... 

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13.02.2015, 09:15 Uhr  –  Universität Potsdam, Am Neuen Palais 10, Haus 8, Raum 0.58
Forschungsseminar Wahrscheinlichkeitstheorie

Modelisations of the tumor growth

Pierre Vallois (Nancy)

  • Abstract: 
    The goal of the course is to present two possible modelling of the tumor growth. The first one is based on Markov chains and the second one makes use of diffusion processes (i.e. solution of... 
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