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Oberseminar Wahrscheinlichkeitstheorie

Joint research seminar of LMU and TUM in Probability Theory

Students and guests welcome.

Organizers: Noam Berger (TUM), Nina Gantert (TUM), Konstantinos Panagiotou (LMU), Markus Heydenreich (LMU), Sabine Jansen (LMU), Franz Merkl (LMU), Silke Rolles (TUM)

Upcoming talks:

Mon 6 May 2024, 16:30: Tai Melcher
Infinite-dimensional diffusions under a ``new'' Hormander condition
Establishing regularity of transition probabilities is a standard focus for solutions to stochastic differential equations (SDEs). For diffusions in finite-dimensional spaces, the Hormander ``bracket generating'' condition for an SDE is a standard geometric assumption that ensures smoothness of the solution. The Hormander condition also often induces a natural geometry on the space which is tied to the analysis of the diffusion. The situation in infinite dimensions is more complicated and less understood. We'll consider a class of infinite dimensional spaces where we propose a different but equivalent analytic formulation of the Hormander condition. Under this assumption, we discuss the related geometry and establish some regularity properties of the associated diffusion.
Parkring 11, Garching-Hochbrück. Room 2.01.10
Mon 13 May 2024, 16:30: Stein Andreas Bethuelsen
TBA
TBA
Parkring 11, Garching-Hochbrück. Room 2.01.10
Mon 27 May 2024, 16:30: Julius Hallmann
Asymptotic Analysis of Randomized Epidemic Processes
This talk is concerned with the following epidemic process: A set of nodes is partitioned into three states: susceptible, infectious, and recovered. We start with a single infectious node. Proceeding in rounds whose length is antiproportional to the population size, a fixed amount of nodes are drawn independently at random. If at least one of the selected nodes is infectious, every susceptible node in the sample becomes infected. Moreover, any infectious vertex recovers independently at a constant rate. If the expected amount of infections caused by single node is less than one, the epidemic dies out quickly and leaves almost the entire population untouched. If it is above one, either the infection dies out quickly or a large outbreak occurs, during which a non-vanishing fraction of the population is affected. Moreover, if enough nodes are infectious at the same time, the system’s behaviour is essentially deterministic.
Theresienstr. 39, München. Room B 252
Mon 17 Jun 2024, 16:30: Timo Vilkas
TBA
TBA
Parkring 11, Garching-Hochbrück. Room 2.01.10
Mon 24 Jun 2024, 16:30: Partha Pratim Gosh
TBA
TBA
Parkring 11, Garching-Hochbrück. Room 2.01.10
Mon 22 Jul 2024, 16:30: Adrien Malacan
TBA
TBA
Parkring 11, Garching-Hochbrück. Room 2.01.10
Venue varies between Theresienstraße (LMU), Parkring (TUM) and Online (Zoom); for directions and further instructions see the Munich Mathematical Calendar.