Stochastic Modeling

Non-bijective scaling limit of maps via restrictions.

Event Date: Mar 10, 2020 in Núcleo Modelos Estocásticos de Sistemas Complejos y Desordenados, Seminars, Stochastic Modeling

Abstract: In recent years, scaling limits of random planar maps have been the subject of a lot of attention. So far, the convergence of these random combinatorial objects relies heavily on bijections. In this talk, I will present a non-bijective technique that allows to obtain the convergence of a random map model, using a convergent closely related random map model. Then, I will present a new result which is obtained using our technique: the Brownian disk is the limit of quadrangulations with a simple boundary, when the boundary is of order (faces^{1/2}).

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The Ising model from the eyes of the Gaussian free field.

Event Date: Sep 03, 2019 in Núcleo Modelos Estocásticos de Sistemas Complejos y Desordenados, Seminars, Stochastic Modeling

Abstract: The Ising model may be one of the most studied objects of statistical Physics. In recent years, it was shown that a proper renormalisation of a planar Ising model converges to a universal field: the continuous magnetisation field. This field is not a function but a Schwartz distribution, furthermore its statistics are not Gaussian. In this talk, we will study the properties of the Wick product of two independent magnetisation fields and show that they have the same law as a certain trigonometric function of the GFF. We will show how this correspondence allows us to find new...

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Random walks on fractals and critical random

Event Date: Aug 13, 2019 in Núcleo Modelos Estocásticos de Sistemas Complejos y Desordenados, Seminars, Stochastic Modeling

Resumen: The connections between random walks and electrical networks are well-known. I will describe work in this direction that demonstrates that if a sequence of spaces equipped with “resistance metrics” and measures converges with respect to the Gromov-Hausdorff -vague topology, and a certain non-explosion condition is satisfi ed, then the associated stochastic processes alsoconverge. This result generalises previous work on fractals and various models of randomgraphs in critical regimes. If time permits, I will also discuss associated time-changes and heat kernel estimates....

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Growing Networks with Random Walks

Event Date: Jun 11, 2019 in Núcleo Modelos Estocásticos de Sistemas Complejos y Desordenados, Seminars, Stochastic Modeling

Abstract: Network growth is a fundamental theme that has received much attention over the past decades. Various models  that embody principles such as preferential attachment and local attachment rules have  been proposed and studied. Among various approaches, random walks have been leveraged to capture such principles.  In this work we propose and study the No Restart Random Walk (NRRW) model where a walker builds its network while moving around. In particular, after the walker takes s steps (a parameter) on the current network a new node with degree one is added to the network and...

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A martingale approach to convergence to the Kingman’s coalescente

Event Date: May 28, 2019 in Núcleo Modelos Estocásticos de Sistemas Complejos y Desordenados, Seminars, Stochastic Modeling

Abstract: We consider the following dynamic. We start with a fix number of labeled, i.i.d. Markov chains over a finite state space, let the time pass, and when two chains meet, they behave as one chain. This dynamic induces a process in the set of partitions of the first natural numbers. We are interested in the asymptotic behavior of this process. On the late eighties J. T. Cox  obtained some limit theorems for coalescing random walks on the discrete torus, when the Markov chains we considered before are simple random walks and we start with one random walk in each vertex of the torus....

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Cost functionals for large random trees

Event Date: Apr 25, 2019 in Núcleo Modelos Estocásticos de Sistemas Complejos y Desordenados, Seminars, Stochastic Modeling

Abstract : Additive tree functionals allow to represent the cost of many divide-and-conquer algorithms. We give an invariance principle for such tree functionals for the Catalan model and for simply generated trees . In the Catalan model, this relies on the natural embedding into the Brownian excursion.  (Joint work with Jean-François Delmas and Marion Sciauveau)

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