Probability Seminar

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The seminar is jointly sponsored by Temple and Penn. The organizers are Brian Rider and Atilla Yilmaz (Temple), and Jian Ding and Robin Pemantle (Penn).

Talks are Tuesdays 3:00 - 4:00 pm and are held either in Wachman Hall (Temple) or David Rittenhouse Lab (Penn) as indicated below.

For a chronological listing of the talks, click the year above.

 

  • Tuesday January 22, 2019 at 15:00, Penn (DRL 4C8)

    One-point function estimates and natural parametrization for loop-erased random walk in three dimensions

    Xinyi Li, University of Chicago

    In this talk, I will talk about loop-erased random walk (LERW) in three dimensions. I will first give an asymptotic estimate on the probability that 3D LERW passes a given point (commonly referred to as the one-point function). I will then talk about how to apply this estimate to show that 3D LERW as a curve converges to its scaling limit in natural parametrization. If time permits, I will also talk about the asymptotics of non-intersection probabilities of 3D LERW with simple random walk. This is a joint work with Daisuke Shiraishi (Kyoto).

  • Tuesday January 29, 2019 at 15:00, Temple (Wachman 617)

    Fractional Gaussian fields in geometric quantization and the semi-classical analysis of coherent states

    Alexander Moll, Northeastern University

    The Born Rule (1926) formalized in von Neumann's spectral theorem (1932) gives a precise definition of the random outcomes of quantum measurements as random variables from the spectral theory of non-random matrices. In [M. 2017], the Born rule provided a way to derive limit shapes and global fractional Gaussian field fluctuations for a large class of point processes from the first principles of geometric quantization and semi-classical analysis of coherent states. Rather than take a point process as a starting point, these point process are realized as auxiliary objects in an analysis that starts instead from a classical Hamiltonian system with possibly infinitely-many degrees of freedom that is not necessarily Liouville integrable. In this talk, we present these results with a focus on the case of one degree of freedom, where the core ideas in the arguments are faithfully represented.

  • Tuesday February 5, 2019 at 15:00, Penn (DRL 4C8)

    Conformal embedding and percolation on the uniform triangulation

    Xin Sun, Columbia University

    Following Smirnov’s proof of Cardy’s formula and Schramm’s discovery of SLE, a thorough understanding of the scaling limit of critical percolation on the regular triangular lattice has been achieved. Smirnov’s proof in fact gives a discrete approximation of the conformal embedding which we call the Cardy embedding. In this talk, I will present a joint project with Nina Holden where we show that the uniform triangulation under the Cardy embedding converges to the Brownian disk under the conformal embedding. Moreover, we prove a quenched scaling limit result for critical percolation on uniform triangulations. I will also explain how this result fits in the larger picture of random planar maps and Liouville quantum gravity.

  • Tuesday February 19, 2019 at 15:00, Penn (DRL 4C8)

    Asymptotic zero distribution of random polynomials

    Duncan Dauvergne, University of Toronto

    It is well known that the roots of a random polynomial with i.i.d. coefficients tend to concentrate near the unit circle. In particular, the zero measures of such random polynomials converge almost surely to normalized Lebesgue measure on the unit circle if and only if the underlying coefficient distribution satisfies a particular moment condition. In this talk, I will discuss how to generalize this result to random sums of orthogonal (or asymptotically minimal) polynomials.

  • Tuesday February 26, 2019 at 15:00, Penn (DRL 4C8)

    Distances between random orthogonal matrices and independent normals

    Tiefeng Jiang, University of Minnesota

    We study the distance between Haar-orthogonal matrices and independent normal random variables. The distance is measured by the total variation distance, the Kullback-Leibler distance, the Hellinger distance and the Euclidean distance. Optimal rates are obtained. This is a joint work with Yutao Ma.

  • Tuesday March 19, 2019 at 15:00, Penn (DRL 4C8)

    Delocalization of random band matrices

    Fan Yang, UCLA

    We consider Hermitian random band matrices $H$ in dimension $d$, where the entries $h_{xy}$, indexed by $x,y \in [1,N]^d$, vanish if $|x-y|$ exceeds the band width $W$. It is conjectured that a sharp transition of the eigenvalue and eigenvector statistics occurs at a critical band width $W_c$, with $W_c=\sqrt{N}$ in $d=1$, $W_c=\sqrt{\log N}$ in $d=2$, and $W_c=O(1)$ in $d\ge 3$. Recently, Bourgade, Yau and Yin proved the eigenvector delocalization for 1D random band matrices with generally distributed entries and band width $W\gg N^{3/4}$. In this talk, we will show that for $d\ge 2$, the delocalization of eigenvectors in a certain averaged sense holds under the condition $W\gg N^{2/(2+d)}$. Based on joint work with Bourgade, Yau and Yin.

  • Tuesday March 26, 2019 at 15:00, Penn (DRL 4C8)

    Large deviations for functionals of Gaussian processes

    Xiaoming Song, Drexel University

    We prove large deviation principles for $\int_0^t \gamma(X_s)ds$, where $X$ is a $d$-dimensional Gaussian process and $\gamma(x)$ takes the form of the Dirac delta function $\delta(x)$, $|x|^{-\beta}$ with $\beta\in (0,d)$, or $\prod_{i=1}^d |x_i|^{-\beta_i}$ with $\beta_i\in(0,1)$. In particular, large deviations are obtained for the functionals of $d$-dimensional fractional Brownian motion, sub-fractional Brownian motion and bi-fractional Brownian motion. As an application, the critical exponential integrability of the functionals is discussed.

  • Tuesday April 2, 2019 at 15:00, Temple (Wachman 617)

    Geometry of the corner growth model

    Timo Seppalainen, UW-Madison

    The corner growth model is a last-passage percolation model of random growth on the square lattice. It lies at the nexus of several branches of mathematics: probability, statistical physics, queueing theory, combinatorics, and integrable systems. It has been studied intensely for almost 40 years. This talk reviews properties of the geodesics, Busemann functions and competition interfaces of the corner growth model, and presents new qualitative and quantitative results. Based on joint projects with Louis Fan (Indiana), Firas Rassoul-Agha and Chris Janjigian (Utah). 

  • Tuesday April 9, 2019 at 15:00, Temple (Wachman 617)

    Eigenvectors of non-Hermitian random matrices

    Guillaume Dubach, Courant Institute, NYU

    Eigenvectors of non-Hermitian matrices are non-orthogonal, and their distance to a unitary basis can be quantified through the matrix of overlaps. These variables also quantify the stability of the spectrum, and characterize the joint eigenvalue increments under Dyson-type dynamics. Overlaps first appeared in the physics literature, when Chalker and Mehlig calculated their conditional expectation for complex Ginibre matrices (1998). For the same model, we extend their results by deriving the distribution of the overlaps and their correlations (joint work with P. Bourgade). Similar results are expected to hold in other integrable models, and some have been established for quaternionic Gaussian matrices.

  • Tuesday April 16, 2019 at 15:00, Temple (Wachman 617)

    Stochastic homogenization for reaction-diffusion equations

    Jessica Lin, McGill University

    I will present several results concerning the stochastic homogenization for reaction-diffusion equations. We consider reaction-diffusion equations with nonlinear, heterogeneous, stationary-ergodic reaction terms. Under certain hypotheses on the environment, we show that the typical large-time, large-scale behavior of solutions is governed by a deterministic front propagation. Our arguments rely on analyzing a suitable analogue of “first passage times” for solutions of reaction-diffusion equations. In particular, under these hypotheses, solutions of heterogeneous reaction-diffusion equations with front-like initial data become asymptotically front-like with a deterministic speed. This talk is based on joint work with Andrej Zlatos.

  • Tuesday April 30, 2019 at 15:00, Temple (Wachman 617)

    The geometry of the last passage percolation problem

    Tom Alberts, University of Utah

    Last passage percolation is a well-studied model in probability theory that is simple to state but notoriously difficult to analyze. In recent years it has been shown to be related to many seemingly unrelated things: longest increasing subsequences in random permutations, eigenvalues of random matrices, and long-time asymptotics of solutions to stochastic partial differential equations. Much of the previous analysis of the last passage model has been made possible through connections with representation theory of the symmetric group that comes about for certain exact choices of the random input into the last passage model. This has the disadvantage that if the random inputs are modified even slightly then the analysis falls apart. In an attempt to generalize beyond exact analysis, recently my collaborator Eric Cator (Radboud University, Nijmegen) and I have started using tools of tropical geometry to analyze the last passage model. The tools we use to this point are purely geometric, but have the potential advantage that they can be used for very general choices of random inputs. I will describe the very pretty geometry of the last passage model and our work to use it to produce probabilistic information.

  • Tuesday September 3, 2019 at 15:00, Penn (DRL 4C8)

    Existence and uniqueness of the Liouville quantum gravity metric for $\gamma \in (0,2)$

    Ewain Gwynne, University of Cambridge

    We show that for each $\gamma \in (0,2)$, there is a unique metric associated with $\gamma$-Liouville quantum gravity (LQG). More precisely, we show that for the Gaussian free field $h$ on a planar domain $U$, there is a unique random metric $D_h =$ "$e^{\gamma h} (dx^2 + dy^2)$" on $U$ which is uniquely characterized by a list of natural axioms.

    The $\gamma$-LQG metric can be constructed explicitly as the scaling limit of Liouville first passage percolation (LFPP), the random metric obtained by exponentiating a mollified version of the Gaussian free field. Earlier work by Ding, Dubédat, Dunlap, and Falconet (2019) showed that LFPP admits non-trivial subsequential limits. We show that the subsequential limit is unique and satisfies our list of axioms. In the case when $\gamma = \sqrt{8/3}$, our metric coincides with the $\sqrt{8/3}$-LQG metric constructed in previous work by Miller and Sheffield.

    Based on four joint papers with Jason Miller, one joint paper with Julien Dubédat, Hugo Falconet, Josh Pfeffer, and Xin Sun, and one joint paper with Josh Pfeffer.
     

  • Tuesday September 10, 2019 at 15:00, Temple (Wachman 617)

    Semigroups for one-dimensional Schrödinger operators with multiplicative white noise

    Pierre Yves Gaudreau Lamarre, Princeton University

    In this talk, we are interested in the semigroup theory of continuous one-dimensional random Schrödinger operators with white noise. We will begin with a brief reminder of the rigorous definition of these operators as well as some of the problems in which they naturally arise. Then, we will discuss the proof of a Feynman-Kac formula describing their semigroups. In closing, we will showcase an application of this new semigroup theory to the study of rigidity (in the sense of Ghosh-Peres) of random Schrödinger eigenvalue point processes.

    Some of the results discussed in this talk are joint work with Promit Ghosal (Columbia) and Yuchen Liao (Michigan).
     

  • Tuesday September 17, 2019 at 15:00, Penn (DRL 4C8)

    Hard-core models in discrete 2D

    Izabella Stuhl, Pennsylvania State University

    Do hard disks in the plane admit a unique Gibbs measure at high density? This is one of the outstanding open problems of statistical mechanics, and it seems natural to approach it by requiring the centers to lie in a fine lattice; equivalently, we may fix the lattice, but let the Euclidean diameter $D$ of the hard disks tend to infinity. Unlike most models in statistical physics, we find non-universality and connections to number theory, with different new phenomena arising in the triangular lattice $\mathbb{A}_2$, the square lattice $\mathbb{Z}^2$ and the hexagonal tiling $\mathbb{H}_2$.

    In particular, number-theoretic properties of the exclusion diameter $D$ turn out to be important. We analyze high-density hard-core Gibbs measures via Pirogov-Sinai theory. The first step is to identify periodic ground states, i.e., maximal density disk configurations which cannot be locally 'improved'. A key finding is that only certain 'dominant' ground states, which we determine, generate nearby Gibbs measures. Another important ingredient is the Peierls bound separating ground states from other admissible configurations.

    Answers are provided in terms of Eisenstein primes for $\mathbb{A}_2$ and norm equations in the ring $\mathbb{Z}[\sqrt{3}]$ for $\mathbb{Z}^2$. The number of high-density hard-core Gibbs measures grows indefinitely with $D$ but non-monotonically. In $\mathbb{Z}^2$ we analyze the phenomenon of 'sliding' and show it is rare.

    This is a joint work with A. Mazel and Y. Suhov.
     

  • Tuesday September 24, 2019 at 15:00, Temple (Wachman 617)

    Stationary dynamics in finite time for the totally asymmetric simple exclusion process

    Axel Saenz, University of Virginia

    The totally asymmetric simple exclusion process (TASEP) is a Markov process that is the prototypical model for transport phenomena in non-equilibrium statistical mechanics. It was first introduced by Spitzer in 1970, and in the last 20 years, it has gained a strong resurgence in the emerging field of "Integrable Probability" due to exact formulas from Johansson in 2000 and Tracy and Widom in 2007 (among other related formulas and results). In particular, these formulas led to great insights regarding fluctuations related to the Tracy-Widom distribution and scalings to the Kardar-Parisi-Zhang (KPZ) stochastic differential equation. 

    In this joint work with Leonid Petrov (University of Virginia), we introduce a new and simple Markov process that maps the distribution of the TASEP at time $t >0$ , given step initial time data, to the distribution of the TASEP at some earlier time $t-s>0$. This process "back in time" is closely related to the Hammersley process introduced by Hammersley in 1972, which later found a resurgence in the longest increasing subsequence problem in the work of Aldous and Diaconis in 1995. Hence, we call our process the backwards Hammersley-type process (BHP). As a fun application of our results, we have a new proof of the limit shape for the TASEP. The central objects in our constructions and proofs are the Schur point processes and the Yang-Baxter equation for the $sl_2$ quantum affine Lie algebra. In this talk, we will discuss the background in more detail and will explain the main ideas behind the constructions and proof. 
     

  • Tuesday October 1, 2019 at 15:00, Penn (DRL 4C8)

    Dynamics for spherical spin glasses: Disorder dependent initial conditions

    Amir Dembo, Stanford University

    In this talk, based on a joint work with Eliran Subag, I will explain how to rigorously derive the integro-differential equations that arise in the thermodynamic limit of the empirical correlation and response functions for Langevin dynamics in mixed spherical p-spin disordered mean-field models.

    I will then compare the large-time asymptotic of these equations in case of a uniform (infinite-temperature)  starting point, to what one obtains when starting within one of the spherical bands on which the Gibbs measure concentrates at low temperature, commenting on the existence of an aging phenomenon, and on the relations with the recently discovered geometric structure of the Gibbs measures at low temperature.
     

  • Tuesday October 8, 2019 at 15:00, Temple (Wachman 617)

    Lower-tail large deviations of the KPZ equation

    Li-Cheng Tsai, Rutgers University

    Consider the solution of the KPZ equation with the narrow wedge initial condition. We prove the one-point, lower-tail Large Deviation Principle (LDP) of the solution, with time $t\to\infty$ being the scaling parameter, and with an explicit rate function. This result confirms existing physics predictions. We utilize a formula from Borodin and Gorin (2016) to convert the LDP of the KPZ equation to calculating an exponential moment of the Airy point process, and analyze the latter via the stochastic Airy operator and Riccati transform.
     

  • Tuesday October 15, 2019 at 15:00, Penn (DRL 4C8)

    Local regime of random band matrices

    Tatyana Shcherbina, Princeton University

    Random band matrices (RBM) are natural intermediate models to study eigenvalue statistics and quantum propagation in disordered systems, since they interpolate between mean-field type Wigner matrices and random Schrodinger operators. In particular, RBM can be used to model the Anderson metal-insulator phase transition (crossover) even in 1d. In this talk we will discuss some recent progress in application of the supersymmetric method (SUSY) and transfer matrix approach to the analysis of local spectral characteristics of some specific types of 1d RBM.
     

  • Tuesday October 29, 2019 at 15:00, Penn (DRL 4C8)

    Geometric TAP approach for spherical spin glasses

    Eliran Subag, Courant Institute, NYU

    The celebrated Thouless-Anderson-Palmer approach suggests a way to relate the free energy of a mean-field spin glass model to the solutions of certain self-consistency equations for the local magnetizations. In this talk I will first describe a new geometric approach to define free energy landscapes for general spherical mixed p-spin models and derive from them a generalized TAP representation for the free energy. I will then explain how these landscapes are related to various concepts and problems: the pure states decomposition, ultrametricity, temperature chaos, and optimization of full-RSB models.
     

  • Tuesday November 5, 2019 at 15:00, Temple (Wachman 617)

    Absence of backward infinite paths in first-passage percolation in arbitrary dimension

    Michael Damron, Georgia Tech

    In first-passage percolation (FPP), one places weights $(t_e)$ on the edges of $\mathbb{Z}^d$ and considers the induced metric. Optimizing paths for this metric are called geodesics, and infinite geodesics are infinite paths all whose finite subpaths are geodesics. It is a major open problem to show that in two dimensions, with i.i.d. continuous weights, there are no bigeodesics (doubly-infinite geodesics). In this talk, I will describe work on bigeodesics in arbitrary dimension using "geodesic graph'' measures introduced in '13 in joint work with J. Hanson. Our main result is that these measures are supported on graphs with no doubly-infinite paths, and this implies that bigeodesics cannot be constructed in a translation-invariant manner in any dimension as limits of point-to-hyperplane geodesics. Because all previous works on bigeodesics were for two dimensions and heavily used planarity and coalescence, we must develop new tools based on the mass transport principle. Joint with G. Brito (Georgia Tech) and J. Hanson (CUNY).
     

  • Tuesday November 12, 2019 at 15:00, Penn (DRL 4C8)

    Sharp threshold for the Ising perceptron model

    Changji Xu, University of Chicago

    Consider the discrete cube $\{-1,1\}^N$ and a random collection of half spaces which includes each half space $H(x) := \{ y \in \{-1,1\}^N: x \cdot y \geq \kappa \sqrt{N} \}$ for $x \in \{-1,1\}^N$ independently with probability $p$. Is the intersection of these half spaces empty? This is called the Ising perceptron model under Bernoulli disorder. We prove that this event has a sharp threshold, that is, the probability that the intersection is empty increases quickly from $\epsilon$ to $1- \epsilon$ when $p$ increases only by a factor of $1 + o(1)$ as $N \to \infty$.

  • Tuesday November 19, 2019 at 15:00, Temple (Wachman 617)

    The Edwards-Wilkinson limit of the KPZ equation in $d>1$

    Yu Gu, Carnegie Mellon University

    In this talk, I will explain some recent work where we prove that in a certain weak disorder regime, the KPZ equation scales to the Edwards-Wilkinson equation in $d>1$.

  • Tuesday December 3, 2019 at 15:00, Penn (DRL 4C8)

    Maximum of 3D Ising interfaces

    Eyal Lubetzky, Courant Institute, NYU

    Consider the random surface separating the plus and minus phases, above and below the $xy$-plane, in the low temperature Ising model in dimension $d\geq 3$. Dobrushin (1972) showed that if the inverse-temperature $\beta$ is large enough then this interface is localized: it has $O(1)$ height fluctuations above a fixed point, and its maximum height on a box of side length $n$ is $O_P ( \log n )$.

    We study the large deviations of the interface in Dobrushin’s setting, and derive a shape theorem for its "pillars" conditionally on reaching an atypically large height. We use this to obtain a law of large numbers for the maximum height $M_n$ of the interface: $M_n/ \log n$ converges to $c_\beta$ in probability, where $c_\beta$ is given by a large deviation rate in infinite volume. Furthermore, the sequence $(M_n - E[M_n])_{n\geq 1}$ is tight, and even though this sequence does not converge, its subsequential limits satisfy uniform Gumbel tail bounds.

    Joint work with Reza Gheissari.