欢迎概率论同行来北京大学概率论讨论班作学术报告. 概率论讨论班一般固定在周一下午.

All probabilists are welcome to present their research in our Probability Seminar at Peking University.

The seminar is held at Monday afternoon regularly. Please contact LIU Yong at liuyong@math.pku.edu.cn

 

北京大学概率论活动记录(2008.9- )

** 北京大学数学研究所活动, The colloquium of Institute of Mathematics and School of Mathematical Sciences, Peking University

2017.9.4    Dr. Xinyi Li (李欣意),  University of Chicago 

                             Title: Minkowski Content for Brownian cut points abstract

 

2017.9.4    Dr. Jonathan Hermon, Weizmann Institute of Science

                             Title: A characterization of L2 mixing and hypercontractivity via hitting times and maximal inequalities abstract

 

2017.7.25   Zoran Vondracek, University of Zagreb
 Title: On purely discontinuous additive functionals of subordinate Brownian motions abstract
 
2017.7.25  Dr. Xinxin Chen, Institut Camille Jordan, Universite Lyon 1
Title: Long Brownian bridges in hyperbolic spaces converge to Brownian trees abstract
 
2017.7.13  方明 教授  厦门大学 
 
Title:Some progress and problems on two branching random walk modes  abstract
 
 
2017.6.19  Prof. Krzysztof Burdzy , University of Washington

                             TitleDeterministic approximations of random reflectors abstract

 

2017.6.7  李培森 博士 北京师范大学

Title:非线性分支过程 abstract

 

2017.6.5    巫静 副教授 中山大学

                                  TitleON PENALIZATION OF REFLECTED SDES AND THE APPLICATIONS abstract

 

2017.5.29    张原 博士 Texas A&M University

                                  TitleON COVERING MONOTONIC PATHS WITH SIMPLE RANDOM WALK abstract

 

2017.5.15    朱天琪 博士 中科院数学与系统科学院

                                  TitleMaximum likelihood implementation of an isolation-with-migration model for three species 最大似然法框架下的多物种隔离移民模型研究) abstract

 

 

2017.4.17     张土生 教授 曼彻斯特大学 中国科技大学

                                Title Global Solutions to Stochastic Reaction-Diffusion Equations abstract

 

2017.4.17     王伟 教授 南京大学

                                Title Effective reduction for some SPDEs abstract

 

2017.4.12    Pavel Bedrikovetsky Uni of Adelaide, Australia

                                Title  Stochastic models for colloidal and nano-transport in porous media abstract

 

 

2017.4.10     吴宪远 教授 首都师范大学

                                Title:  On The Waiting Time for A M/M/1 Queue with Impatience abstract

 

2017.3.27    马志明 院士 中国科学院数学与系统科学研究院  (2017年北京大学许宝騄讲座)

 

                                Title: 概率统计,魅力无限 abstract

 

2017.3.21    陈木法 院士  北京师范大学

                                Title: The charming maximal eigenpair abstract

 

2017.3.13      冯仁杰 博士  北京国际数学研究中心

                               Title: Random holomorphic fields on complex manifolds abstract

 

2016.12.26    王东    博士   国立新加坡大学

                              Title: Bethe ansztz方法在q-TAZRP (Totally Asymetric Zero Range Process)中的应用 abstract

 

2016.12.19    张奇 副教授 复旦大学

                              Title: Mass-Conserving Stochastic Partial Differential Equations and Related Backward Doubly Stochastic Differential Equations abstract

 

2016.12.5       张登  博士  上海交通大学

                              Title: The stochastic logarithmic Schrödinger equation abstract

 

2016.12.2**      苏中根 教授  浙江大学

                              Title:  Probabilistic Analysis for Length of the Longest Increasing Subsequences abstract

 

2016.11.21     Dr. Sandra Palau Calderón,  Centro de Investigación en Matemáticas Mexico

                               Title: Generalisations of  continuous-state branching processes abstract

 

2016.11.18**  Professor Andreas Kyprianou University of Bass, UK

                              Title: Some strange results in fragmentation-coalescence abstract

 

 

2016.10.24    章复熹  副教授 北京大学

                             TitleLiouville first passage percolation: geodesic dimension is strictly larger than 1 at high temperatures abstract

 

 

 

2016.10.10    何辉  副教授 北京师范大学

                             TitleGromov-Hausdorff -Prohorov convergence of vertex cut-trees of n-leaf Galton-Watson trees abstract

 

 

2016.6.6       王一早 博士 University of Cincinnati

                             TitleFrom infinite urn schemes to decompositions of self-similar Gaussian processes abstract

 

2016.5.27** 宋仁明 教授 UIUC

                             TitlePotential Theory of Subordinate Brownian Motions abstract

 

 

 

2016.5.23   刘伟 教授  江苏师范大学

                            TitleVariational Approach for Stochastic Partial Differential Equations abstract

 

2016.5.13    Professor Kuksin 法国巴黎7

                             TitleSmall-amplitude solutions of hamiltonian PDEs on multi-dimensional tori abstract

 

2016.5.11    Professor Kuksin 法国巴黎7

                            TitleNonlinear stochastic perturbations of linear Schrodinger equation on T^d with arbitrary potentials abstract

 

2016.5.9     向绪言 教授  湖南文理学院

                            TitleStatistical Identification of Markov Chain abstract

 

2016.4.18   Prof. V. Vatutin, Steklov Mathematical Institute, Moscow, Russia

                            Title Some limit theorems for subcritical branching processes in random environment abstract

 

2016.4.11    林正炎 教授 浙江大学

 

                            TitleOn weak convergence of stochastic processes to stochastic integrals abstract

 

 

2016.4.7     林正炎 教授 浙江大学 (2016年北京大学许宝騄讲座)

 

                            Title:弱收敛 abstract

 

2016.3.28    薛晓峰  博士 中国科学院大学

                            Title: Some results about critical values for contact processes in random environments abstract

 

2016.3.18**  骆顺龙 研究员 中国科学院数学与系统科学研究院

                            Title: 量子关联 abstract

 

2016.3.7     刘荣丽 副教授 南京大学

                            Title: Multivariate Extension of the Ballot Theorem and Its Applications in Multitype branching forests abstract

 

2015.12.21 姜祖恕 教授 中央研究院数学研究所

                                Title: Second order correction of European down and out options abstract

 

2015.12.14 李凌云 博士 University of California, Davis

                                Title: Central Limit Theorem for Linear Statistics of Eigenvalues of Large Random Matrices abstract

 

2015.10.26 朱湘禅 博士 北京交通大学

                                Title: Some approximations results on the $\Phi^4_3$ model abstract

 

2015.9.28   罗德军 副研究员 中国科学院数学与系统科学研究院

                               Title: A note on Constantin and Iyer's representation formula for the Navier-Stokes equations abstract

 

2015.8.10            Prof. Xue-Mei Li(李雪梅) The University of Warwick

                              Title: Stochastic Interpolation Equation abstract

                          Prof. Martin Hairer  The University of Warwick (2014年菲尔兹奖)

                              Title: Motion of a Random String abstract

 

2015.7.13         Prof. Yimin Xiao (肖益民)

                           Title: Discrete Fractal Dimensions and Large Scale Multifractals abstract

 

2015.6.5**      Prof. Piotr Garbaczewski  University of Opole 波兰

                              Title: Lévy flights and Lévy-Schrödinger semigroups abstract

 

 

 

2015.6.1      Prof. Piotr Garbaczewski  University of Opole 波兰

                              Title: Cauchy semigroups: Nonlocally induced bound states abstract

 

 

2015.5.25   宋永生 副研究员 中国科学院数学与系统科学研究院

                              Title: An introduction to G-expectation abstract

 

2015.5.15  Prof. D. Aldous 美国加州大学伯克利分校统计系,英国皇家学会会员和美国国家科学院外籍院士

                              Title: Foundational questions about sports rating models (at AMSS,CAS) abstract

 

2015.5.13  Prof. D. Aldous 美国加州大学伯克利分校统计系,英国皇家学会会员和美国国家科学院外籍院士

 (2015年北京大学许宝騄讲座)

                             Title: Spatial Networks and Probability abstract

 

2015.4.20   葛颢 研究员 北京国际数学研究中心  北京大学生物动态光学成像中心

                              Title: Fluctuating-rate model and stochastic phenotype transition of a single cell abstract

 

2015.3.20** 郑伟安 教授  华东师大

                              Title: 程序化交易与金融大数据分析  abstract

 

2015.3.9       丁剑 博士 Univ. of Chicago

                              Title: An additive structure for level sets of Gaussian fields  abstract

 

2014.12.29   宋贺   南开大学

                             Title: Locality of critical parameters for percolation abstract                           

徐礼虎 博士 澳门大学

                             Title: Exponential ergodicity of SDEs driven by degenerate noises   abstract

 

2014.12.19** 丁剑 博士 Univ. of Chicago

                            Title: Phase transitions of random constraint satisfaction problems abstract

 

2014.12.8 熊捷 教授 澳门大学

                           Title: Moderate deviations for nonparametric maximum likelihood estimators under interval censoring abstract

 

2014.12.1 夏爱华 教授 The University of Melbourne

                           Title: 关于小概率事件的三个渐近定理 abstract

 

2014.11.28** Prof Charles Newman New York University

                           Title: Statistical Mechanics and the Riemann Hypothesis abstract

 

2014.11.24 张汉君 教授 湘潭大学

                           Title: Quasi-stationary Distribuation and its Application abstract

 

2014.11.17 马春华 副教授 南开大学

                          Title: Continuous state branching processes with immigration and some applications in finance abstract

 

2014.10.13 谢践生 副教授  复旦大学

                          Title: Average entropy of the ranges for simple random walks on discrete groups abstract

 

2014.9.29 马宇韬 副教授 北京师范大学

                          Title: Spectral gap for spherically symmetric log-concave probability measures, and beyond abstract

 

2014.6.23    冯水 教授  (Prof.Shui Feng) McMaster University

                           Title: Stable Subordinator, Random Energy Model, and Galton-Watson Branching Process abstract

 

2014.6.13    陈振庆 教授 (Prof. Zhenqing Chen) University of Washington 

Title: Scaling limits of interacting diffusions in domains abstract

 

2014.6.13    Prof. Loïc Chaumont,  University of Angers, France

                           Title: Codings of multitype trees and applications to branching processes (I,II,III) abstract

 

2014.5.26    Prof. Matyas Barczy,  University of Debrecen  (匈牙利) 

                          Title: Parameter estimation for Heston models abstract

 

                   Prof. Gyula Pap, University of Szeged  (匈牙利) 

                          Title: Asymptotic behavior of critical irreducible multi-type continuous state and continuous time branching processes with immigration abstract

 

2014.5.19    Dr. Terry Soo  Warwick University  UK

                         Title: A Monotone Sinai theorem abstract

 

2014.5.9**    Prof. Gordon Slade (Univ. of British Columbia, Canada)

Title: Critical Phenomena in Dimension 4  abstract

 

 

2014.5.5      李晓花 博士 北京邮电大学  

                       Title: 现代通信网络中的排队模型研究 abstract

 

                     Duke University

                       Title: Coexistence of Grass, Saplings and Trees in the Staver-Levin Forest Model abstract

                     

2014.4.28    王轩 博士  University of North Carolina at Chapel Hill

                         Title: Percolation phase transition of dynamical random graphs abstract

 

Prof.  Krishna B. Athreya   Iowa State University

                          Title: The past and future of Brownian motion given the present with application to crossings abstract

 

2014.4.25**    Prof. Zhao Huaizhong  Loughborough University, UK 

                         Title: Random periodic solutions   abstract

                          

 

2014.3.31    刘党政 副教授 中国科学技术大学

                         Title: Scaling limits of correlations of characteristic polynomials for the Gaussian beta-ensemble with source abstract

 

2014.3.24    Prof. Thierry Lévy  (巴黎六大)

                         Title: Brownian motion on large unitary groups abstract

 

2014.3.17    胡泽春 副教授 南京大学

                         Title: Hunt's hypothesis (H) and Getoor's conjecture abstract

 

2014.3.7**  Prof. Thierry Lévy   (巴黎六大)

                         Title: Spectra of large random matrices and phase transitions abstract

 

2014.3.3      王龙敏 副教授 南开大学

                         Title: Boundary Harnack Principle for Critical Fractional Laplacian with Drift abstract

 

2013.12.23  李欣意   ETH Zürich 

                       Title: A lower bound for disconnection by random interlacements abstract

 

2013.12.9    何凯   副研究员  中国科学院数学与系统科学研究院应用数学研究所

               Title:  Localization of Wiener Functionals of Fractional Regularity and Applications  abstract

                                                                 

2013.12.2   束琳  副教授  北京大学

                      Title: Rigidity of the stochastic entropy for symmetric spaces without focal points

                        abstract

 

 

2013.11.11  葛颢  研究员  北京大学

                      Title: Stochastic Processes in Physics, Chemistry and Biology — a personal perspective abstract

 

2013.10.28  李铁军 教授 北京大学

                       Title: 管窥计算生物学  abstract

 

2013.10.14  邵井海 副教授 北京师范大学

                     Title: Ergodic properties of diffusion processes in random environments   abstract

 

2013.9.23  王东 博士 (Dr. Wang Dong) 新加坡国立大学

                     Title: 直线和圆上的不相交布朗运动 abstract

 

2013.8.20  (1) Prof. Yueyun HU , Univ. of Paris 13

                                   Title:  Random walk in random environment on trees

                       

(2) Dr . Hao WU ,  Universite Paris-Sud and MIT

                                   Title:  Relations between SLE, CLE and GFF   abstract

 

2013.7.22 Prof. Hugo Touchette

National Institute for Theoretical Physics (NITheP)  Stellenbosch, South Africa

                             TitleMarkov processes conditioned on large deviations abstract

 

2013.7.18 Prof.  Greg Lawler  芝加哥大学教授,美国科学院院士

            TitleMinkowski contexnt and the Schramm-Loewner evolution(SLE) abstract

2013.6.24 熊杰  教授 (Prof. Jie Xiong) University of Macau and University of Tennessee

                   TitleBSDE and SPDE with Hölder continuous coefficient and applications abstract

2013.6.17  陈振庆 教授 (Prof. Zhenqing Chen) University of Washington

                    Title Brownian Motion on Spaces with Varying Dimension   abstract

2013.6.3    李骏驰 (Li Junchi)  Duke University

                   TitleAxelrod's Model in two dimensions   abstract

                  宋仁明 教授 UIUC

                   Title Central Limit Theorems for Supercritical Branching Markov Processes   abstract

2013.5.27   Prof.  Nicolas Curien  Université Paris VI

                    TitleThe harmonic measure of critical Galton-Watson trees abstract

 

2013.5.13    Dr. Douglas Rizzolo, University of Washington

                    TitelScaling limits of Markov branching trees abstract

               

2013.4.8      Prof. Zhan Shi 施展 教授 (巴黎六大)

                    Titel:立方体上的单调路径 abstract

               

2012.12.24   Dr. Jian Ding 丁剑 博士 (Univ. of Chicago)

                    Title Markov type and the multi-scale geometry of metric spaces abstract

               

2012.12.24    Xin Tong 童心 (Princeton)

                    Titel 强与弱条件下的条件遍历性 abstract

2012.12.17    Prof. Chen Zhenqing (陈振庆教授) (Univ. of Washington)

                   题目:Anomalous diffusions and fractional order differential equations abstract

2012.12.10    Amir Dembo (Stanford)

                    Title: Persistence Probabilities abstract

2012.11.26    张梅 教授 (北京师范大学)

                    题目:On approximations in a two state Markov chain abstract

2012.09.24    Prof. Tadahisa Funaki (日本东京大学)

                    Some topics in stochastic partial differential equations (II)

2012.09.21**  Prof. Tadahisa Funaki (日本东京大学)

                    limit for a multi-species system producing a self-organized aggregation

2012.09.20    Prof. Tadahisa Funaki (日本东京大学)

                    Some topics in stochastic partial differential equations (I)

2012.09.03     丁剑 博士 (Univ. of Chicago, USA)

                    Maxima of two-dimensional discrete Gaussian free field

2012.07.013    Prof. Shui Feng (Dept. of Mathematics & Statistics, McMaster University, Canada)

                    The Poisson-Dirichlet Distribution and Dirichlet Process:

                    Constructions, Stochastic Dynamics  and asymptotic Behavior           

2012.07.13     Prof. Xiaowen Zhou (Concordia University, Canada)

                    Some support properties of $\Lambda$-Fleming-Viot process with Brownian mutation

2012.06.25     Dr. Christian Benes (Brooklyn College of the City University of New York, USA)

                    A Rate of Convergence for The Schramm-Loewner Evolution

2012.05.28     Dr. Vasilis Maroulas (Dept of Mathematics, University of Tennessee, USA)

                    Small noise large deviations and applications

2012.05.14     Professor Michael Kouritzin (University of Alberta, Canada)

                    On the weak Large Deviation Principle on Topological Spaces

2012.05.14     宋健  博士 (Rutgers University 数学系)

                    Feynman-Kac formula

2012.04.19     Dr. Markus Riedle (Dept of Mathematics, King's College, London  UK)

                    A survey on cylindrical Levy processes in Banach spaces

2012.04.19     博士 (Department of Statistics,  University of Warwick UK)

                    Mean field games and nonlinear Markov processes

2012.03.19     博士 (Shinshu University  日本)

                    Fluctuations in an Evolutional Model of Two-Dimensional Young Diagrams

2011.12.26     王一早 (Univ. of Michigan)

                    Conditional sampling for max-stable random fields

2011.12.20     陈勇 博士  (湖南科技大学)

                    On the eigenfunctions of the complex Ornstein-Uhlenbeck operators

2011.12.12     宁巍杨 (Univ. of Washington 数学系)

                    Mixing time of card-cyclic to random shuffle

2011.11.31     嵇少林 教授 (山东大学数学学院 )                

                    A generalized NeymanPearson lemma for g-probabilities and its applications in finance

2011.11.11     高付清 教授 (武汉大学数学与统计学院 )                  

                    Moderate deviations for a nonparametric estimator of sample coverage.

2011.09.26     洪文明 教授 (北京师范大学)

                    Branching structure for the transient (1, R)--random walk in random environment  and its applications

2011.05.23     方海涛 研究员 (中科院系统所)

                    Consensus Control for Networked Agents with Noisy Observations

2011.05.16     Janos Englander (University of Colorado at Boulder)

                    Some particle models with self interaction and in random environment

2011.04.29**  Kishna B. Athreya (Iowa State University)

                    Invitation to Mathematics

2011.04.28     Quansheng Liu (Universite de Bretagne-Sud, France)

                    A branching random walk with a random environment in time

2011.04.28    Jean-Francois Delmas (Ecole Nationale des Ponts et Chaussées  , France)

                    MRCA and bottleneck in an elementary size-varying population model

2011.03.21     徐礼虎 博士(柏林工业大学)

                  关于随机流

2011.02.28     姚昌龙  博士(中科院)

                  Asymptotic Properties of the Graph Distance in Supercritical Continuum Percolation

2010.12.27     陈振庆 教授 (University of Washington

                  Archimedes' principle for Brownian liquid

2010.12.27     Panki Kim Seoul National University, South Korea

                  Two-sided Green function estimates for killed subordinate Brownian motions

2010.12.16     陈海燕  副教授(集美大学)                    

                 Mathematical aspects of the abelian sandpile model

2010.11.29     张希承  教授(武汉大学)

                     Discontinuous Stochastic Differential Equations Driven by Levy Processes

2010.11.05**  王风雨  教授(北京示范大学)

                     耦合与应用

2010.06.18     Renming Song University of Illinois at  Urbana-Champaign

                     Potential theory of subordinated Brownian motion

2010.06.18     Jin Feng  (University of  Kansas

                     A class of Hamilton-Jacobi PDE in space of measures and its associated compressible Euler equations

2010.05.12     Xiaowen Zhou Concordia UniversityCanada

                     Levy risk model with tax

2010.04.30**   Elton P Hsu (Northwestern University)

                      Brownian Moton, Short Time Heat Kernel Asymptotion Differential Geometry,

                      and Implied Volatility   Expansion in Local and Stochastic Volatility Models

2010.04.09**   郭军义 教授 (南开大学)

                     Optimal reinsurance and game

2010.03.31      吴奖伦 教授 (Swansea University, UK)

                On Burgers type nonlinear SPDEs driven by Levy noise

2010.01.19     李文博 教授 (University of Delaware)

                Gaussian integrals associated with absolute value functions

2009.12.25**     夏爱华 教授The University of Melbourne            

                Probability approxmation, coupling and Stein's method

2009.12.14     夏爱华 教授The University of Melbourne

                On customer flows in Jackson networks

2009.11.23     苏中根 教授(浙江大学)

                Asymptotic normality for random Plancherel partitions

2009.11.16     教授 山东大学)

                Maximum principles for stochastic optimal control problems and applications

2009.06.23      M. BramsonUniversity of Minnesota

                     Why subcritical queueing networks can be unstable

2009.06.22      T. M. LiggettUCLA

                The Exclusion Process: Central Limit Theorems and Stationary Distributions

2009.06.04       教授Auburn University, USA 山东大学)

                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       展 教授 (Université Paris VI

                一个分枝过程的存活问题

2008.12.25     陈振庆 教授 (University of Washington

                Life beyond death (Extension of Reflecting Brownian motion)
 

2008.12.08     李泉林 博士(清华大学工业工程系) ppt file

                    Constructive Computations of Applied Stochastic Models

2008.12.01     许明宇 博士(中科院应用数学所)

                    反射倒向随机微分方程及其应用

2008.11.21     苏文藻 博士(香港中文大学系统工程与工程管理系)

                    辛钦不等式及其在优化上的应用

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. KurtzUniversity of Wisconsin - Madison
                     Applications of a Markov mapping theorem

2008.10.17 ** Thomas G. KurtzUniversity of Wisconsin - Madison
                     Particle representations for some SPDEs and measure-valued processes pdf file

2008.10.16     Thomas G. KurtzUniversity 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. KurtzUniversity of Wisconsin - Madison
                    1. Stochastic equations for counting processes pdf file
                    2. Stochastic models for chemical reactions  pdf file

2008.10.10** 候振廷 教授(中南大学) 演化网络的稳定性

 

 

*报告地点在中科院应用所, 为北京概率论联合讨论班

**为数学学院学术报告会