The Ghirlanda-Guerra identities and ultrametricity in the Sherrington-Kirkpatrick model.

Speaker: 

Professor Dmitry Panchenko

Institution: 

Texas A&M

Time: 

Monday, May 10, 2010 - 11:00am

Location: 

RH 306

The Parisi theory of the Sherrington-Kirkpatrick model completely describes the geometry of the Gibbs sample in a sense that it predicts the limiting joint distribution of all scalar products, or overlaps, between i.i.d. replicas. One of the main predictions is that asymptotically the Gibbs measure concentrates on an ultrametric subset of all spin configurations. Another part of the theory are the Ghirlanda-Guerra identities which in various formulations have been proved rigorously. It is well known that together these two properties completely determine the joint distribution of the overlaps and for this reason they were always considered complementary. We show that in the case when overlaps take finitely many values the Ghirlanda-Guerra identities actually imply ultrametricity.

On the existence and position of the farthest peaks of a family of stochastic heat and wave equations.

Speaker: 

Professor Davar Khoshnevisan

Institution: 

University of Utah

Time: 

Tuesday, April 20, 2010 - 11:00am

Location: 

RH 306

We study the stochastic heat equation ∂tu = u+σ(u)w in (1+1) dimensions, where w is space-time white noise, σ:R→R is Lipschitz continuous, and is the generator of a Lvy process. We assume that the underlying Lvy process has finite exponential moments in a neighborhood of the origin and u0 has exponential decay at ∞. Then we prove that under natural conditions on σ: (i) The νth absolute moment of the solution to our stochastic heat equation grows exponentially with time; and (ii) The distances to the origin of the farthest high peaks of those moments grow exactly linearly with time. Very little else seems to be known about the location of the high peaks of the solution to the stochastic heat equation. Finally, we show that these results extend to the stochastic wave equation driven by Laplacian.
This is joint work with Daniel Conus (University of Utah)

Stein's Method for the Lightbulb Process (Larry Goldstein and Haimeng Zhang)

Speaker: 

Professor Larry goldstein

Institution: 

USC

Time: 

Tuesday, March 2, 2010 - 11:00am

Location: 

RH 306

In the so called light bulb process of Rao, Rao and Zhang (2007), on days r =
1, . . . , n, out of n light bulbs, all initially off, exactly r bulbs, selected uniformly and
independent of the past, have their status changed from off to on or vice versa. With
X the number of bulbs on at the terminal time n, an even integer and = n/2, σ2 =
varX, we have
sup
∈R 􏰐
􏰐
P ( X −
σ ≤ z ) − P (Z ≤ z )
􏰐􏰐 ≤
n
2σ2 ∆0 + 1.64
n
σ3 +
2
σ
where Z is a
N (0, 1) random variable and
∆0
≤
1
2√n +
1
2n + e−
n/2
, for n
≥ 4,
yielding a bound of order O(n−1/2 ) as n
→ ∞.
The results are shown using a version of Steins method for bounded, monotone
size bias couplings. The argument for even n depends on the construction of a variable
X s on the same space as X which has the X size bias distribution, that is, which
satisfies
E[X g(X )] = E[g(X s )], for all bounded continuous g
and for which there exists a B
≥ 0, in this case, B = 2, such that X ≤ X
s
≤ X + B
almost surely. The argument for odd n is similar to that for n even, but one first
couples X closely to V , a symmetrized version of X, for which a size bias coupling of
V to V s can proceed as in the even case.

What equation does a diffusing particle obey?

Speaker: 

Professor Janek Wehr

Institution: 

University of Arizona

Time: 

Friday, February 12, 2010 - 11:00am

Location: 

RH 306

Motion of a Brownian particle in a force field is described in the Smoluchowski-Kramers approximation by a stochastic differential
equation---Langevin equation.
If the diffusion coefficient depends on the particle's position, this equation is ambiguous due to several possible interpretations
of the stochastic differential. Two most often used interpretations are those of Ito and Stratonovitch, so the problem
is sometimes called the Ito-Stratonovitch dilemma. I will discuss the results of a recent experiment, which determine what
is the correct interpretation of the Langevin equation and show how they are consistent mathematically with the
Smoluchowski-Kramers approximation. Possible implications for studying a class of stochastic differential equations will
be mentioned.

Wave propagation and imaging in noisy environments.

Speaker: 

Professor Knut Solna

Institution: 

UCI

Time: 

Tuesday, October 27, 2009 - 11:00am

Location: 

RH 306

We consider modeling of wave propagation phenomena
in some noisy and cluttered environments. We then show how
the noisy environment may have an effect when trying
to use wave reflections for imaging purposes. In particular
we discuss the so called parabolic approximation regime
corresponding to long range propagation.

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