During the last years the Chair of Probability Theory offered regularly a Research Seminar. See the last programs, 2018, 2018-2019, 2019, and 2019-2020. Since the 2018-2019 winter term the chair of Mathematical Statistics joined the Chair of Probability Theory to offer a commun Research Seminar.  Dr. Sara Mazzonetto is currently taking care of the organisation. After each talk there is a culinary meeting prepared by one member of the groups. The seminar of summer term 2020 is different because of COVID-19.

Please contact Sara Mazzonetto at mazzonetto[AT]uni-potsdam.de to obtain the password for the Zoom Webinar. A Moodle page is active as well for Universität Potsdam members: click here.

On Monday June 15th there is no seminar, we instead suggest the participation to the Kolloquium on June 17th.

On Monday June 29th there is no seminar, we instead suggest the participation to the Workshop Women in Probability.

The seminar on July 6th is postponed to July 16th (Thursday) at 15:30. No seminar on Monday 6th and 13th.

 

Past seminars

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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)... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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.

mehr erfahren

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.... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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/... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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.... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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 ... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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=... 

mehr erfahren

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/

mehr erfahren

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... 

mehr erfahren

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.... 

mehr erfahren

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

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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)

mehr erfahren

21.04.2017, 10.15-11.45  –  Haus 9, Raum 2.22
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 an... 

mehr erfahren

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)

mehr erfahren

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

Oberseminar "Stochastic Processes and their approximation" III

Das Programm

mehr erfahren

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

mehr erfahren

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

mehr erfahren

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 ... 

mehr erfahren

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... 

mehr erfahren

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

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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, 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)

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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)... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 

mehr erfahren

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... 
mehr erfahren