Probability Seminar at Peking University
You are cordially invited to present a talk in our probability seminar
if you are a probabilist and you will stop by in Beijing.
My colleagues, students and I will be very eager to learn from you.
Here is the list of previous speakers.
Please contact [email protected] if you wish to add your name in this list.
For the current events see //yrzhibo.com/teachers/renyx/Homepage/seminarC.htm
2009.06.22 T. M. Liggett(UCLA)
The Exclusion Process: Central Limit Theorems and Stationary Distributions
2009.06.04 Min Liao(Auburn University, USA)
A decomposition of Markov processes via group actions
2009.05.29 Yves Le Jan (Univ. Paris IX)
Recent developments in the theory of stochastic flows
2009.05.18 Jiongmin Yong (University of Central Florida)
Backward Stochastic Volterra Integral Equations ---Theory and Applications
2009.05.15 Thomas Duquesne (Université Paris VI)
The exact packing measure of Super-Brownian motion in dimension > 4
2009.03.13 Zhan Shi (Université Paris VI)
A survival problem of branching processes
2008.12.25 Zhen-qing Chen (University of Washington)
Life beyond death (Extension of
Reflecting Brownian motion)
2008.12.08 Quanlin Li(Tsinghua Univ. Dept of Industrial Engineering) ppt file
Constructive Computations of Applied Stochastic Models
2008.12.01 Minyu Xu (Inst. of Applied Math., CAS)
Reflected Backward Stochastic Differential Equations with Applications
2008.11.21 Man-Cho Anthony So (Dept. of Systems Engineering and Engineering Management, The Chinese Univ. of Hong Kong)
The Khintchine's inequality and its application in optimization
2008.10.30 M. Fukushima (Osaka University, Japan)
On time change theory for symmetric Markov processes (II)
2008.10.27 * Peter
Jagers (Chalmers University of Technology, Sweden)
On the Path to Extinction
2008.10.21
Thierry Levy (CNRS, ENS Paris)
Brownian motion on the unitary
group and random walk on the symmetric group
2008.10.20 *
Thomas G. Kurtz(University of Wisconsin - Madison)
Applications of a Markov
mapping theorem
2008.10.17 **
Thomas G. Kurtz(University of Wisconsin - Madison)
Particle representations for
some SPDEs and measure-valued processes
pdf file
2008.10.16
Thomas G. Kurtz(University of Wisconsin - Madison)
3. Identifying separated time
scales in stochastic models of reaction networks
pdf file
4. Averaging fast subsystems
pdf file
2008.10.14
Thomas G. Kurtz(University of Wisconsin - Madison)
1. Stochastic equations for
counting processes
pdf file
2. Stochastic models for
chemical reactions
pdf file
2008.10.10** Zhenting Hou(Central South Univ.) Stability of growing networks
2008.7.2 Qiman Shao (HKUST) Stein's method of exchangeable pairs with application to the Curie-Weiss Model
2008.6.5 Zoran Vondracek(University of Zagreb,Corodia) On infima of Levy processes and application in risk theory
2008.6.5 Xin Yao (Weierstrass Institute, Germany) Metastability: the potential theoretical method and its applications
2008.5.12 Thomas Duquesne (Paris 6) Fractal properties of stable Levy trees
2008.4.14* Yves Le Jan (Univ. Paris Sud) Markov loops and fields
2008.3.24* Zhan Shi(Univ. Paris VI)Tree, Random walks and polymer
2008.3.21** Mu-Fa Chen(Beijing Normal Univ.) On the first eigenvalue and related topics
2007.12.3 Dejun Luo (Beijing Normal Univ.) Stochastic homeomorphic Flow and Stochastic Transportation Equation
2007.11.29 Yongjin Wang(Nankai Univ.) The higher-order stochastic partial differential equations with space-time noises
2007.11.26* Jiangang Ying (Fudan Univ.) Feynman-Kac formula and related problem
2007.11.8. Elchanan Mossel(UC Berkeley) Phylogeny from mathematical perspective
2007.10.29. Nan Chen (The Chinese Univ. of Hong Kong) Malliavin Greeks without Malliavin Calculus
2007.9.17* Anton Bovier (Weierstrass Institute, Germany) Ageing in meanfield spin glasses
Prof. Bovier also give a mini course at PKU and here is his lecture notes
2007.9.14** Anton Bovier (Weierstrass Institute, Germany) Metastability: a potential theoretic approach
2007.7.6 Thomas Mountford (EPFL, Switzerland) Voter model interfaces in one dimension
2007.6.18 Xin Qi (Univ. of Wisconsin) Functional central limit theorem for spatial birth and death processes"
2007.6.4 Jun Xie (Purdue Univ.) Statistical methods for inferring gene regulatory modules and networks
2007.4.23 E. Pardoux (Univ.de Provence, France) The coalescent recombination and selective sweep
2007.4.16. Kainan Xiang(Nankai Univ.) Explicit Cramer (Schilder) type theorem for super-Brownian motions.
2007.4.12* Shaoming Fei (Univ. Bonn Germany & Capital Normal Univ.)Quantum Entanglement and Related Mathematics
2007.4.9. Huaizhong Zhao (Univ. of Loughborough, UK) Stationary solutions of SPDEs and weak solution of BDSDEs
2007.4.6.**Maozheng Guo(Peking Univ.) A brief introduction of works by Varadhan, the new winner of the Abel prize
2007.4.6 **Zhidong Bai(Northeast Normal Univ. & National Univ. of Singapore) Rounded Data Analysis
2007.4.2 Jun Wang(Beijing Jiaotong Univ.) The fluctuation property of the phase separation line of the Widom-Rowlinson model
2007.3.26 Jinwen Chen(Tsinghua Univ.) Large Deviations and the ergodicity
2007.3.20 Deyuan Li (Univ. of Bern, Switzerlan)Testing asymptotic independence in bivariate extremes
2006.12.25 Xianytuan Wu(Capital Normal Univ.)Percolation on Sierpinski Carpet lattice
2006.12.18* Fengyu Wang (Beijing Normal Univ.) The coupling method by the Hranack inequality
2006.12.4 Yonghua Mao(Beijing Normal Univ.)Hardy inequality and its application
2006.11.20 Xiaoyu Hu(Graduate School of CAS) Fractal geometric properties of the exceptional set by Le'vy processes
2006.11.13* Wenbo Li(Univ. of Delaware) Expected Length of Minimum Spanning Tree
2006.11.6 Zhongxia Liang(Tsinghua Univ.)Theory of anticipating local times
2006.10.23* Wenbo LI(Univ. of Delaware) Works of 2006 Fields Medalists in Probability
2006.10.9 Fubao Xi (Beijing Inst. of Tech.) On the Stability of Diffusion Processes with State-Dependent Switching
2006.9.25 Zhao DONG (Inst. of Applied Math,AMSS, CAS) Some Problems on Stochastic Burgers Equation
2006.9.15 Mark Pinsky (Northwestern U., USA) Pointwise Fourier inversion: a classical topic revisited. pdf file
2006.9.11* Mark Pinsky (Northwestern U., USA) Local stochastic differential geometry:
feeling the shape of a manifold with Brownian motion. pdf file
2006.8.31 Qingyang Guan (Inst. of Applied Math, CAS) SLE (Stochastic Loewner Evolutions) and alpha - SLE driven by Levy process
2006.8.29. Anyue Chen (Univ. of Hong Kong) Interacting branching models
Serik Sagitov(Chalmers University of Technology, Sweden) June 17,2005
Time reversed Galton-Waltson Processes in the linear fractional case
Dapeng Zhan(UC Berkeley) May 29, 2005
A brief introduction of SLE processes
John Walsh (The University of British Columbia, Canada) April 22,2005
Some remarks on the numeric solution of the stochastic wave equation
Zhen-Qing
Chen(University of Washington,USA) April 15,2005
Eigenvalues for subordinate processes in domains
Zhi-ming Ma (Inst. of Applied Math, CAS) April 15,2005
Complex networks and mathematics
Yasunari Higuchi (Kobe University, Japan) Sept.29,2004
On
Ising Percolation
Sophia Kalpazidou(Aristotle University, Greece) July 19, 2004
Wide-Ranging Interpretations of the Cycle Representations of Markov Processes
Chuntao
Chris Wu (Penn State University) June 30, 2004
Percolation on Euclidean and Non-Euclidean Graphs
Vladimir Vatutin (Steklov Mathematical Institute)
June 8, 2004
Branching processes in random environment
Elton P. Hsu, (Northwestern Univ., USA) March 25, 2004
Uniqueness of Maximal Markov coupling for Euclidean Brownian motions.
Narn-Rueih Shieh (National Taiwan Univ.) Oct. 27, 2003
Thin and Thick points for branching measure on Galton-Watson trees
Feng-yu Wang (Beijing Normal Univ.) Oct.24, 2003
Functional inequality and transportation costs
Fu-zhou Gong (AMSS, CAS) Oct. 24, 2003
Spectral gap for positive operators
Geoffrey R. Grimmett (Cambridge University) Aug.4, 2003
Ferromagnetism for mathematicians.
Li-ming Wu (Wuhan Univ. & ) April 8, 2003
Gibbs fields and spectrum gap inequality
Jean Memin Oct 17 2002
Convergence of solution of discrete reflected backward SDE's
Jack Dai (McGill University) May 29, 2002
Some results concerning rate of convergence of random walk on integer mod n
Chuanshu Ji (Univ. of North Carolina, Chapel Hill) June 28, 2000
A stochastic geometry cartoon in computational material sciences
Bayesian Calibrate of stochastic volatility models