UC San Diego Probability Seminar   2018-2019


Seminar Information

Thursdays, 11am   AP&M 6402
University of California, San Diego
La Jolla, CA 92093-0112
Map

Organizer:    Todd Kemp
E-mail:          tkemp@math.ucsd.edu

Previous years' webpages:
2017-2018
2016-2017
2015-2016
2014-2015
2013-2014
2012-2013
2011-2012
2010-2011
2009-2010
2008-2009
2007-2008
2006-2007
2005-2006
2004-2005
2003-2004
2002-2003
2000-2001
1999-2000
1998-1999

 

Fall 2018 Schedule

Sept 27    Nikhil Srivastava, UC Berkeley
 
Concentration for Sums of Random Matrices with Markov Dependence
There are many well-known concentration results for sums of independent random matrices, e.g. those of Rudelson, Ahlswede-Winter, Tropp, and Oliveira. We move beyond the independent setting, and prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an reversible Markov chain, confirming a conjecture due to Wigderson and Xiao. Our proof is based on a new multi-matrix extension of the Golden-Thompson inequality which follows from complex interpolation methods. (Joint work with A. Garg, Y. Lee, and Z. Song.)

Oct 25    Li-Cheng Tasi, Columbia University
 
Lower-tail large deviations of the KPZ equation
Regarding time as a scaling parameter, we prove the one-point, lower tail Large Deviation Principle (LDP) of the KPZ equation, with an explicit rate function. This result confirms existing physics predictions. We utilize a formula from [Borodin Gorin 16] to convert LDP of the KPZ equation to calculating an exponential moment of the Airy point process, and analyze the latter via stochastic Airy operator and Riccati transform.

Nov 8    Joshua Frisch, Caltech
 
TBA

Nov 15    Noah Forman, University of Washington
 
TBA

"Winter" 2019 Schedule

Jan 10    Tom Kurtz, University of Wisconsin
 
TBA

Spring 2019 Schedule

Apr 4    Elizabeth and Mark Meckes, Case Western University
 
TBA