During the last years the Chair of Probability Theory offered regularly a Research Seminar. See the last programs, 2018, 2018-2019, and 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 winter term 2019-2020 can be found in the updated program (with abstracts or only titles) and are also announced below.

 

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... 

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09.12.2019, 12:15  –  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)... 

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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... 

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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... 

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