The effect of disorder on polymer depinning transitions.

Speaker: 

Professor Ken Alexander

Institution: 

USC

Time: 

Saturday, December 1, 2007 - 10:00am

Location: 

McDonnell Douglas Auditorium

We consider a directed polymer pinned by one-dimensional quenched randomness, modeled by the space-time trajectories of an underlying Markov chain which encounters a random potential of form u + V_i when it visits a particular site, denoted 0, at time i. The polymer depins from the potential when u goes below a critical value. We consider in particular the case in which the excursion length (from 0) of the underlying Markov chain has power law tails. We show that for certain tail exponents, for small inverse temperature \beta there is a constant D(\beta), approaching 0 with \beta, such that if the increment of u above the annealed critical point is a large multiple of D(\beta) then the quenched and annealed systems have very similar free energies, and are both pinned, but if the increment is a small multiple of D(\beta), the annealed system is pinned while the quenched is not. In other words, the breakdown of the ability of the quenched system to mimic the annealed occurs entirely at order D(\beta) above the annealed critical point.

Random sampling and probability

Speaker: 

Professor Richard Bass

Institution: 

University of Connecticutt

Time: 

Tuesday, November 20, 2007 - 11:00am

Location: 

MSTB 254

The ``random sampling'' in the title has nothing whatsoever to
do with statistics. Instead, it refers to the perfect reconstruction of
a band-limited function from samples, a classical problem of
Fourier analysis and signal processing. With deterministic sampling,
almost everything is known in one dimension and almost nothing
is known in higher dimensions. It turns out that one loses very little in
efficiency by using random sampling, and in return one can use
probabilistic techniques to get some interesting theoretical results.
This is joint work with Karlheinz Gr\"ochenig.

Martingale Functions of Brownian Motion and Its Local Time at 0

Speaker: 

Professor Patrick Fitzsimmons

Institution: 

UCSD

Time: 

Tuesday, November 6, 2007 - 11:00am

Location: 

MSTB 254

Let $B = (B_t: t\ge 0)$ be a real-valued Brownian motion and let
$L = (L_t: t\ge 0)$ denote its local time in state 0. We present a characterization of the measurable functions $H$ such that $M_t = H(B_t,L_t)$
is a continuous local martingale. It turns out that the class of such functions is considerably wider when one relaxes the smoothness conditions that would be needed for a facile application of It\^o's formula.

"Trace processes and global limit theorems"

Speaker: 

Professor Nicola Squartini

Institution: 

UNC Charlotte

Time: 

Tuesday, October 23, 2007 - 11:00am

Location: 

MSTB 254

We collect together a number of examples of random walk
where the characteristic function of the first step has a
singularity at the point t=0. The function \log\varphi(t) has
two different expansions for positive and negative $t$ near the
origin; we call the coefficients of these expansions left and
right quasicumulants. Such examples include the trace of a
two dimensional random walk {(X_n,Y_n)} on the x-axis, and the
subordinated random walk (X_{\tau_n}) where (\tau_n) is an
appropriate sequence of random times. Using quasicumulants we derive an asymptotic expansion for the distribution of the sums of i.i.d. random variables, and assuming
further differentiability condition we are able to give sharp
estimate in the variable x of the remainder term.

Multi-frequency imaging of multiple targets in Rician fading media: stability and resolution

Speaker: 

Professor Mike Yan

Institution: 

UC Davis

Time: 

Tuesday, November 13, 2007 - 9:00am

Location: 

MSTB 254

Imaging of obscured targets in random media is a difficult and important problem. One of the central questions is that of stability which is particularly relevant to imaging in stochastic media. The main goal of the research is to develop a general criterion for multiple-frequency array imaging of multiple targets in stochastic media. An important feature of the cluttered media we considered here is that the coherent or mean signals do not vanish. It is called Rician fading medium in communication. Foldy-Lax formulas are used to simulate the exact wave propagations in the random media. In the talk, I will propose two models: passive array model and active array model. Then the stabilities of the imaging function with multiple point targets are given in both cases, followed by the numerical simulations to show the consistency with the analysis. If time permits, I will give some preliminary results about the stability conditions of the multiple extended targets, as well as the simulations.

The effect of disorder on polymer depinning transitions

Speaker: 

Professor Ken Alexander

Institution: 

USC

Time: 

Tuesday, October 30, 2007 - 11:00am

Location: 

MSTB 254

We consider a directed polymer pinned by one-dimensional quenched randomness, modeled by the space-time trajectories of an underlying Markov chain which encounters a random potential of form u + V_i when it visits a particular site, denoted 0, at time i. The polymer depins from the potential when u goes below a critical value. We consider in particular the case in which the excursion length (from 0) of the underlying Markov chain has power law tails. We show that for certain tail exponents, for small inverse temperature \beta there is a constant D(\beta), approaching 0 with \beta, such that if the increment of u above the annealed critical point is a large multiple of D(\beta) then the quenched and annealed systems have very similar free energies, and are both pinned, but if the increment is a small multiple of D(\beta), the annealed system is pinned while the quenched is not. In other words, the breakdown of the ability of the quenched system to mimic the annealed occurs entirely at order D(\beta) above the annealed critical point.

Limit Theorems and Phase Tranisitions for Homopolymers ,II.

Speaker: 

Professor Michael Cranston

Institution: 

UCI

Time: 

Tuesday, October 2, 2007 - 11:00am

Location: 

MSTB 254

We present a continuation pf work with Molchanov on the behavior of "random walk" oaths under a Gibbs measure which introduces an attraction to the origin with strength depending on a parameter b.
There is a phase transition from a transient or diffusive phase to a globular phase and we discuss behavior at and around the critical value of the parameter .

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