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 dayue@math.pku.edu.cn if you wish to add your name in this list.

 

For the current events see http://www.math.pku.edu.cn/teachers/renyx/Homepage/seminarC.htm

 

 

2009.06.22      T. M. LiggettUCLA

                The Exclusion Process: Central Limit Theorems and Stationary Distributions

2009.06.04     Min LiaoAuburn 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)
 

2008.10.29 *  M. Fukushima (Osaka University, Japan)
                    On time change theory for symmetric Markov processes (I)
 

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

 

2008.7.10 Wenbo V. LiUniversity of Delaware, USAGaussian Inequalities and Conjectures

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

 
2008.3.28**   Zhan Shi(Univ. Paris VI)Random walks and random environments

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