12. Erlanger-Münchner Tag der Stochastik

Veranstalter: Nina Gantert (München), Andreas Greven (Erlangen), Gerhard Keller (Erlangen), Franz Merkl (München), Silke Rolles (München), Vitali Wachtel (München).

Der Tag der Stochastik fi ndet am Freitag, dem 12. Juli 2013, um 14:00 Uhr im Hörsaal H13 im Department Mathematik, Friedrich-Alexander-Universität Erlangen-Nürnberg, Cauerstr. 11, 91058 Erlangen statt. Das Department ist vom Erlanger Hauptbahnhof mit der Buslinie 293 zu erreichen. Zielhaltestelle: Technische Fakultät.

Programm

  • 14:15-15:15 Uhr: Wolfang König (Berlin): Upper tails of self-intersection localtimes: survey of proof techniques
    Abstrakt: The asymptotics of the probability that the self-intersection localtime of a random walk on thed-dimensional lattice exceeds its expectation bya large amount is a fascinating subject because of its relation to some modelsfrom Statistical Mechanics, to large-deviation theory and variational analysisand because of the variety of the e ects that can be observed. However, theproof of the upper bound is notoriously dicult and requires various sophis-ticated techniques. We survey some heuristics and some recently elaborated techniques and results.
  • 15:30-16:30 Uhr: Jean-Rene Chazottes (Palaiseau): On concentration inequal-ities for dynamical systems
    Abstrakt: After a broad introduction, I will talk about stochastic processesgenerated by dynamical systems. Depending on the speed of decay of correla-tions, one gets exponential or polynomial concentration inequalities for a largeclass of observables.
  • 16:30-17:00 Uhr: Kaffee und Tee.
  • 17:00-18:00 Uhr: R. Grübel (Hannover): Combinatorial Markov chains
    Abstrakt: Markov chains are an important tool in the analysis of randomdiscrete structures. Such structures arise, for example, as output of algorithmsfor sorting and searching if the input is random. In the lecture we will explain compacti cations of the state space of transientMarkov chains, we present the 'boundary theory approach' to the analysis offunctionals of such chains, and we demonstrate the use of algorithms in con-nection with the derivation and enhancement of state space compacti cationsfor binary search trees.

Nachsitzung in einem Erlangen Restaurant (in Bahnhofsnähe), ab 18:30 Uhr.