O Seminário de Probabilidade e Mecânica Estatística se reúne às quartas às 13h, horário de Brasília (16:00 UTC).
Data: 04/03/2026
Palestrante: Michael A. Högele, Universidad de Los Andes, Colombia
Título: Large deviations for light-tailed Lévy bridges on short time scales
Resumo: Let $L = (L(t))_{t\geq 0}$ be a multivariate L\'evy process with L\'evy measure $\nu(dy) = \exp(-f(|y|)) dy$ for a smoothly regularly varying function $f$ of index $\alpha>1$. The process $L$ is renormalized as $X^\epsilon(t) = \epsilon L(r_\epsilon t)$, $t\in [0, T]$, for a scaling parameter $r_\epsilon = o(\epsilon^{-1})$, as $\epsilon \to 0$. We study the behavior of the bridge $Y^{\epsilon, x}$ of the renormalized process $X^\epsilon$ conditioned on the event $X^\epsilon(T) = x$ for a given end point $x\neq 0$ and end time $T>0$ in the regime of small $\epsilon$. Our main result is a sample path large deviations principle (LDP) for $Y^{x, \epsilon}$ with a specific speed function $S(\epsilon)$ and an entropy-type rate function $I_{x}$ on the Skorokhod space in the limit $\epsilon \to 0+$. We show that the asymptotic energy minimizing path of $Y^{\epsilon, x}$ is the linear parametrization of the straight line between $0$ and $x$, while all paths leaving this set are exponentially negligible. Since on these short time scales ($r_\epsilon = o(\epsilon^{-1})$) direct LDP methods cannot be adapted we use an alternative direct approach based on convolution density estimates of the marginals $X^{\epsilon}(t)$, $t\in [0, T]$, for which we solve a specific nonlinear functional equation.
Data: 11/03/2026
Palestrante: Guiseppe Cannizzaro, University of Warwick
Título: A superdiffusive CLT for a class of driven diffusive
systems at the critical dimension.
Resumo:
The Stochastic Burgers Equation (SBE) is a singular, non-linear
Stochastic Partial Differential Equation (SPDE) which was introduced
in the eighties by van Beijren, Kutner and Spohn to describe, on
mesoscopic scales, the fluctuations of stochastic driven diffusive
systems with one conserved scalar quantity. Following a Physics
heuristics, the non-linearity is usually chosen to be quadratic as
this is the first term that cannot be removed via simple
transformations and should thus provide the first non-trivial
contribution to the dynamics. As shown by Hairer and Quastel in
dimension 1 in the so-called weakly asymmetric scaling, such
derivation is not fully correct and, when considering a generic
non-linearity, higher order terms do contribute to the limit. In the
present talk, we consider the critical dimension 2 and prove that,
under a logarithmically superdiffusive scaling (no weak asymmetry is
required), the same is true, meaning that the limiting contribution
of the non-linearity comes in via the second order coefficient of
its Hermite expansion. We conclude with some remarks in higher
dimension, for which instead every term in the expansion does
contribute to the limit.
This is a joint work with Q. Moulard and T. Klose.
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Data: 25/02/2026
Palestrante: Davide Gabrielli, Università dell'Aquila
Título: On the invariant measure of a multiscale Markov chain.
Video
Data: 18/02/2026
Palestrante: Jan Swart, Czech Academy of Sciences
Título: A min-max random game on a graph that is not a tree.
Video
Data: 11/02/2026
Palestrante: Matan Harel, Northeastern University
Título: Planar percolation and the loop O(n) model Video
Data: 04/02/2026
Palestrante: Federica Iacovissi, University of L'Aquila
Título: The Matrix Product Ansatz from a probabilistic viewpoint Video
Data: 21/01/2026
Palestrante: Hongyi Chen, Aarhus University.
Título: Comparison Geometry, Short Time Heat Kernel Asymptotics, and the Multiplicative Stochastic Heat Equation
Video
Data: 14/01/2026
Palestrante: Franco Severo, LPSM, Paris.
Título: Cutsets, percolation and random walks Video
Data: 03/12/2025
Palestrante: Josué Corujo Rodríguez, Faculté de Sciences et Technologies of the Université Paris-Est Créteil
Título: Functional CLT for the Erdős–Rényi giant component Video
Data: 26/11/2025
Palestrante: Saraí Hernández-Torres, Instituto de Matemáticas, UNAM
Título: Three-dimensional loop-erased random walk
Video
Data: 19/11/2025
Palestrante: Victor Rivero, CIMAT
Título: Stability of (sub)critical non-local spatial branching processes with and without immigration
Video
Data: 12/11/2025
Palestrante: Orphée Collin, (TU Wien)
Título: The random field Ising chain in the large interaction limit
Video
Data: 5/11/2025
Palestrante: Anastasiia Trofimova, GSSI
Título: Scaling properties of current fluctuations in periodic TASEP
Video
Data: 22/10/2025
Palestrante: Sayeh Khaniha, IME-USP
Título: Hierarchical Clustering Algorithms on Poisson and Cox Point Processes
Video
Data: 01/10/2025
Palestrante: Katharina Schuh, TU Wien
Título: Long-time analysis of second-order Langevin diffusions with distribution-dependent forces and their numerical discretizations
Video
Data: 02/07/2025
Palestrante: Havva Yoldaş, TU Delf
Título: Quantitative hypocoercivity results for kinetic equations in mathematical biology
Data: 25/06/2025
Palestrante: Minmin Wang, University of Sussex
Título: Exchangeability in Continuum Random Trees
Video
Data: 04/06/2025
Palestrante: Jani Lukkarinen, University of Helsinki
Título: Generation of chaos in the cumulant hierarchy of the stochastic Kac model
Video
Data: 28/05/2025
Palestrante: Alexander Drewitz, Universität zu Köln
Título: (Near-)critical behavior of a strongly correlated percolation model
Video
Data: 21/05/2025
Palestrante: Scott Armstrong, CIMS-NYU
Título: Superdiffusivity for a diffusion in a critically-correlated incompressible random drift
Video
Data: 07/05/2025
Palestrante: Chiara Amorino, Universitat Pompeu Fabra, Barcelona
Título: Nonparametric estimation of McKean-Vlasov SDEs via deconvolution
Video
Data: 30/04/2025
Palestrante: Charles Bordenave, Aix-Marseille Université, CNRS
Título: Cutoff for geodesic paths on hyperbolic manifolds
Video
Data: 23/04/2025
Palestrante: Benoit Dagallier, CEREMADE, Université Paris Dauphine-PSL
Título: Uniqueness of the invariant measure of the phi42 dynamics in infinite volume
Video
Data: 16/04/2025
Palestrante: Alejandro Rosales Ortiz, Universität Zürich
Título: Excursion theory for Markov processes indexed by Lévy trees
Video
Data: 09/04/2025
Palestrante: Louis Fan, University of North Carolina
Título: Conditional coalescent given the random pedigree
Video
Data: 02/04/2025
Palestrante: Guido Mazzuca, Tulane University
Título: Generalized Hydrodynamics for the Volterra lattice
Video
Data: 26/03/2025
Palestrante: Amanda Turner, University of Leeds
Título: Local fluctuations for planar aggregation
Video
Data: 19/03/2025
Palestrante: Thierry Bodineau, Institut des Hautes Études Scientifiques
Título: A renormalisation group perspective on functional inequalities
Video
Data: 12/03/2025
Palestrante: Le Chen, Auburn University
Título: Long-term behavior of the nonlinear stochastic heat equation on $\R^d$ without a drift term
Video
Data: 05/03/2025
Palestrante: Pierre Monmarché, LJLL et LCT, Sorbonne Université
Título: Local convergence and metastability for mean-field particles in a multi-well potential
Video
Data: 26/02/202
Palestrante: Luis Fredes, Université de Bordeaux
Título: Almost upper directed Markov chains on tree
Video
Data: 19/02/2025
Palestrante: Jean-Christophe Mourrat
Título: Spin glasses with multiple types
Data: 12/02/2025
Palestrante: Lingfu Zhang
Título: From the KPZ Fixed Point to the Directed Landscape
Video
Data: 5/02/2025
Palestrante: Vanessa Jacquier, Utrecht University
Título: Discrete Nonlocal Isoperimetric Inequality and Analysis of the Long-Range Bi-Axial Ising Model
Video
Data: 15/1/2025
Palestrante: Seonwoo Kim, Kias, Seoul
Título: Spectral gap of the symmetric inclusion process: Aldous' conjecture and metastability
Video
Data: 4/12/2024
Palestrante: Gerardo Barrera Vargas, IST Lisboa,
Título: The asymptotic distribution of the condition number for random circulant matricess
Video
Data: 11/12/2024
Palestrante: Tommaso Rosati, U. Warwick
Título: The Allen-Cahn equation with weakly critical initial datum
Video
Data: 27/11/2024
Palestrante: Amitai Linker, Universidad Andrés Bello
Título: The contact process on dynamic scale-free networks
Video
Data: 20/11/2024
Palestrante: Milton Jara, IMPA
Título: Sharp convergence for the stochastic Curie-Weiss model
Data: 13/11/2024
Palestrante: Giorgio Cipolloni, University of Arizona
Título: Logarithmically correlated fields from non-Hermitian random matrices
Video
Data: 6/11/2024
Palestrante: Luca Avena, University of Florence
Título: Achieving consensus on static & dynamic regular random graphs.
Video
Data: 30/10/2024
Palestrante: Matteo Quattropani, Tor Vergata, Roma
Título: Cutoff at the entropic time for Repeated Block Averages
Video
Data: 23/10/2024
Palestrante: Izabella Stuhl, Pennsylvania State University
Título: Lattice hard-core Gibbs measures
Data: 16/10/2024
Palestrante: Alan Hammond, UC Berkeley
Título: The Trail Of Lost Pennies: random turn games governed by stakes
Video
Data: 9/10/2024
Palestrante: Gabriel Nahum, INRIA Lyon
Título: Generalized Porous Media Model
Data: 19/06/2024
Palestrante: Ivailo Hartarsky, Technische Universität Wien
Título: Bootstrap percolation is local
Data: 19/06/2024
Palestrante: Dieter Mitsche, Pontificia Universidad Católica de Chile
Título: Component sizes in spatial random graphs
Data: 12/06/2024
Palestrante: Hubert Lacoin, IMPA
Título: Strong disorder and very strong disorder are equivalent for directed polymers
Video
Data: 5/06/2024
Palestrante: Kavita Ramanan, University of Brown
Título: Quenched Hydrodynamic Limits for Interacting Jump Processes on Sparse Random Graphs
Video
Data: 29/05/2024
Palestrante: Nikos Zygouras, University of Warwick
Título: The Critical 2d Stochastic Heat Flow and other critical SPDEs
Video
Data: 15/05/2024
Palestrante: Stefano Olla, University of Paris-Dauphine, Gran Sasso Institute of Science (L’Aquila-Italy), Institut Universitaire de France
Título: Heat equation from a deterministic dynamics
Video
Data: 08/05/2024
Palestrante: Philippe Sosoe, Cornell U.
Título: Collapse for the infinite volume Phi_2^3 model
Video
Data: 24/04/2024
Palestrante: Alan Rapoport, Utrecht University
Título: Fermionic fields, Abelian sandpiles and uniform spanning trees: A connection
Video
Data: 10/04/2024
Palestrante: Georg Menz, UCLA
Título: The Positive Rates Conjecture in Nearest-Neighbor Cellular Automata
Video
Data: 03/04/2024
Palestrante: Hindy Drillick, Columbia University NY, USA
Título: The KPZ equation limit of random walks in random environments
Video
Data: 27/03/2024
Palestrante: Alessandra Faggionato, Università di Roma La Sapienza
Título: An ergodic theorem with weights and applications to random measures, RW homogenisation and IPS hydrodynamics
Video
Data: 20/03/2024
Palestrante: Clement Cosco, Université Paris Dauphine
Título: Directed polymers in random environment and the critical dimension
Video
Data: 06/03/2024
Palestrante: Ali Zahra, IST-Lisboa
Título: Asymmetric exclusion process with next nearest neighbor interaction
Video
Data: 28/02/2024
Palestrante: Quentin Berger, LPSM, Sorbonne Université, and DMA, Ecole Normale Supérieure, Paris
Título: Some results about the Ising model on a Galton-Watson tree
Video
Data: 21/02/2024
Palestrante: Alexandre Stauffer, King's College London
Título: Mixing time of random walk on dynamical random cluster
Video
Data: 07/02/2024
Palestrante: Gunter Schütz is Professor of Physics at Bonn University and Research Scientist at the Forschungszentrum Jülich.
Título: Mesoscale mode coupling theory for the weakly asymmetric simple exclusion process
Video
Data: 24/01/2024
Palestrante: Guilherme Silva, ICMC, USP São Carlos
Título: Random matrices: from Painlevé to KPZ
Video
Data: 17/01/2024
Palestrante: Christophe Garban, Camille Jordan Institute
Título: Fluctuations of the Discrete Gaussian Chain
Video
Data: 20/12/2023
Palestrante: Julian Kern, Weierstrass Institute
Título: TASEP's big brother: the totally asymmetric long jump asymmetric exclusion process (TALJEP)
Video
Data: 6/12/2023
Palestrante: Alessia Nota, L'Aquila University
Título: On the Smoluchowski equation for aggregation phenomena: stationary non-equilibrium solutions
Video
Data: 29/11/2023
Palestrante: Alberto Chiarini, University of Padova
Título: How efficiently does a simple random walk cover a portion of a macroscopic body?
Video
Data: 15/11/2023
Palestrante: Sonia Velasco, Université Paris-Cité
Título: Quasi-potential for the one dimensional SSEP in weak contact with reservoirs
Video
Data: 08/11/2023
Palestrante: Arjun Krishnan, University of Rochester, New York
Título: On the phase diagram of the polymer model
Video
Data: 01/11/2023
Palestrante: Santiago Saglietti, Pontificia Universidad Católica de Chile
Título: Scaling limit of the heavy-tailed ballistic deposition model with p-sticking
Video
Data: 25/10/2023
Palestrante: Avelio Sepúlveda, Universidad de Chile
Título: On the discrete Coulomb gas
Video
Data: 18/10/2023
Palestrante: Paul Chleboun, University of Warwick
Título: Mixing times for Facilitated Exclusion Processes
Video
Data: 11/10/2023
Palestrante: Michael Conroy, University of Arizona
Título: Extreme values in the symmetric exclusion process
Video
Data: 04/10/2023
Palestrante: Davide Gabrielli, University of L'Aquila
Título: Solvable Stationary Non Equilibrium States
Video
Data: 27/9/2023
Palestrante: Adrián González Casanova, University of California at Berkeley
Título: Sample duality
Video
Data: 20/9/2023
Palestrante: Matteo D'Achille, LMO Université Paris-Saclay
Título: Almost Gibbsian Measures on a Cayley Tree
Video
Data: 9/8/2023
Palestra Especial (presencial e online): Enrique Andjel
Lugar: Sala 232 IMPA
Título: One dimensional contact process with modified border conditions.
Video
Data: 5/7/2023
Palestrante: Alessandra Occelli, Université d'Angers
Título: Universality of multi-component stochastic systems
Video
Data: 28/6/2023
Palestrante: Márton Balázs, University of Bristol
Título: Blocking measures is a combinatorial goldmine
Video
Data: 21/6/2023
Palestrante: Assaf Shapira, Université Paris Cité
Título: Topologically induced metastability in periodic XY chain
Video
Data: 14/6/2023
Palestrante: Partha Dey, University of Illinois, Urbana-Champaign
Título: Curie-Weiss Model under $l^p$ constraint
Video
Data: 07/06/2023
Palestrante: Clement Erignoux, INRIA, Lille
Título: Modelling active matter by active lattice gases : exact hydrodynamic description and phase transitions.
Video
Data: 31/5/2023
Palestrante: Sylvie Méléard, École Polytechnique
Título: Exponent dynamics for branching processes.
Video
Data: 24/5/2023
Palestrante: Lorenzo Bertini, La Sapienza, Roma
Título: On the probability of observing energy
increasing solutions to the Boltzmann equation.
Video
Data: 17/5/2023
Palestrante: Alex Dunlap, New York University
Título: The nonlinear stochastic heat equation in the critical dimension
Video
Data: 10/5/2023
Palestrante: Kevin Yang, UC Berkeley
Título: Universality and well-posedness for a time-inhomogeneous KPZ equation
Video
Data: 3/5/2023
Palestrante: Federico Sau, University of Trieste
Título: Spectral gap of the symmetric inclusion proces
Video
Data: 26/4/2023
Palestrante: Fraydoun Rezakhanlou, Berkeley
Título: Kinetic Theory for Laguerre Tessellations
Video
Data: 19/4/2023
Palestrante: Giuseppe Cannizzaro, University of Warwick and UKRI Future Leaders Fellow.
Título: Title: Weak coupling scaling of critical SPDES.
Video
Data: 12/4/2023
Palestrante: Timo Seppalainen, University of Wisconsin
Título: Stationary horizon as the universal multitype stationary distribution
Video
Data: 05/4/2023
Palestrante: Chiara Franceschini, University of Modena
Título: Two duality relations for Markov processes with an open
boundary
Video
Data: 29/3/2023
Palestrante: Stefan Grosskinsky, Augsburg
Título: Size-biased diffusion limits for the inclusion process
Video
Data: 22/3/2023
Palestrante: Benoit Dagallier, Cambridge, UK
Título: Large deviations for out of equilibrium correlations in the
symmetric simple exclusion process.
Video
Data: 15/3/2023
Palestrante: Linjie Zhao, Wuhan University.
Título: The tagged particle in asymmetric exclusion process
with long jumps.
Video
Data: 8/3/2023
Palestrante: Jinho Baik, University of Michigan
Título: Multi-point distribution of periodic TASEP and differential equations.
Video
Data: 1/3/2023
Palestrante: Mario Ayala, Technische Universität München (TUM).
Título: Fluctuation fields and orthogonal self-dualities.
Video
Data: 22/2/2023
Palestrante: Minmin Wang, University of Sussex.
Título:
Geometry of a large random intersection graph inside the critical window
Video
Data: 15/2/2023
Palestrante: Eric Luçon, Université Paris Cité.
Título: How large is the mean-field framework ?
Video
Data: 8/2/2023
Palestrante: Elena Kosygina, City University of New York
Título: Convergence and non-convergence of some self-interacting random walks to Brownian motion perturbed at extrema.
Video
Data: 1/2/2023
Palestrante: Augusto Teixeira, IMPA.
Título: Phase transition for percolation with axes-aligned defects.
Video
Data: 25/1/2023
Palestrante: Milton Jara, IMPA.
Título: Stein's method for Markovian martingales.
Video
Data: 18/01/2023
Palestrante: Fabio Toninelli, Technical University of Vienna.
Título: An SPDE version of (W)ASEP in dimension d greater or
equal to 2
Video