Числення Маллявена

Голова семінару: Проф. А.А.Дороговцев

17.00, кімната 208.

Секретар семінару: Г.В.Рябов

Записи доповідей минулих семінарів.

  • Семинар 27.09

    Докладчик: Oleg Zaboronski (University of Warwick)

    Тема: Probabilistic methods for the asymptotic analysis of Fredholm Determinants and Pfaffians

    Аннотация: I will review the probabilistic method for computing large gap asymptotics of certain Fredholm determinants due to Marc Kac. The main idea is to interpret the corresponding trace-log expansion in terms of a random walk. I will then state some generalization of Kac’ theorem to the case of Fredholm Pfaffians both in the translation-invariant and non-invariant (Hankel) case. Finally, I will discuss application examples: the distribution of zeros for Kac polynomials, the distribution of eigenvalues for the real Ginibre ensemble of random matrices, gap probabilities and exit measures for systems of annihilating-coalescing Brownian motions.

  • Семинар 20.09

    Докладчик: М.І. Портенко (Інститут математики НАН України)

    Тема: Several comments to the behavior of Brownian motion in a Euclidean space with a membrane located on a given hyperplane.
    Аннотация. My talk will concern the limit theorem for the number of crossings through the membrane by a discrete approximations of the process indicated in  the title. I am going to discuss various ways for characterizing the limit  distribution in that theorem.

  • Семинар 13.09

    Докладчик: Алексей Руденко (Институт математики НАН Украины)

    Тема: An estimate for Hausdorff measure of the set of the intersections of several independent Brownian motions on Carnot group

  • Семинар 31.05

    Докладчик: Naoufel Salhi (University of Carthage)

    Тема: Self-intersection local times as generalized functionals

  • Семинар 24.05

    Докладчик: М.А. Белозерова (ОНУ имени И.И. Мечникова)

    Тема: Lyapunov exponents and asymptotic behavior of solutions to stochastic differential equations with interaction

  • Семинар 17.05

    Докладчики: Aндрей А. Дороговцев (Институт математики НАНУ), Ясмина Джорджевич (Университет Осло)

    Тема: Monge-Kantorovich problem for stochastic flows

  • Семинар 26.04

    Докладчик: Е.В. Глиняная (Институт математики НАН Украины)

    Тема: Orthogonalization of multiple integrals with respect to the point measure corresponding to the Arratia flow

  • Семинар, 19.04

    Докладчик: В.К. Юськович (Национальный технический университет Украины “Киевский политехнический институт им. Игоря Сикорского”)

    Тема: On a limit behavior of solutions to multidimensional SDEs

  • Семинар 01.03

    Докладчик: Г.В. Рябов

    Тема: Modifications of stochastic flows generated by consistent sequences of Feller transition probabilities

  • Семинар 22.02

    Докладчик: Xia Chen (University of Tennessee, Knoxville)

    Тема: Intermittency for hyperbolic Anderson models with time-independent Gaussian noise
    Aннотация. Intuitively, inttermittency refers to a state of the system with random noise in which the high peak is rare but real. In mathematics, it can be described in terms of moment asymptotics of the system.

    Compared to the parabolic Anderson equation, the inttermittency for hyperbolic Anderson equation is much harder and less investigated due to absence of Feynman-Kac formula that links the parabolic Anderson equation to Brownian motions. In this talk, I will report some recent progress in this direction. In particular, I will show how the large deviation technique is combined with Malliavin calculus to achieve the precise moment asymptotics.

    The talk is based on a collaborating work joint with Balan, R. and Chen, L.