During the last years the Chair of Probability Theory offered regularly a Research Seminar. See the last programmes, 2018 and 2018-2019. Since the 2018-2019 winter term the chair of Mathematical Statistics joined the Chair of Probability Theory to offer a commun Research Seminar.  Dr. Pierre Houdebert and Dr. Sara Mazzonetto take care of the organisation. After each talk there is a culinary meeting prepared by one member of the groups. The next meetings of the present summer term 2019 are announced below.

29.04.2019, 12:00  –  Golm, Haus 9, Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

An extension of Dobrushin's uniqueness criterion and applications to Gibbs point proceses

Tanja Pasurek (Bielefeld)

We extend the classical Dobrushin's uniqueness criterion to Markov random fields on general graphs and with single-spin spaces that need not be locally compact. As a by-product of the method, we... 

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06.05.2019, 12:00  –  Golm Haus 9 raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

On the Itô-Alekseev-Gröbner formula and its applications

Sara Mazzonetto

In this talk we introduce a nonlinear integration-by-parts formula for stochastic differential equations which generalizes both Itô formula and the classical Alekseev-Gröbner lemma for deterministic... 

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27.05.2019, 12:00  –  Golm, Haus 9, Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Non–linear functionals preserving normal distribution and their asymptotic normality

Linda Khachatryan (Yerevan, Armenia)

We introduce sufficiently wide classes of non-linear functionals preserving normal (Gaussian) distribution and establish various conditions under which a sequence of such functionals is... 

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

TBA

Giovanni Conforti (Ecole Polytechnique)

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27.06.2019, 12:00  –  Golm, Haus 9, Raum ?
Forschungsseminar Wahrscheinlichkeitstheorie

TBA

David Dereudre (Lille, France)

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

TBA

Oleksandr Zadorozhnyi

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