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Unité de Recherche en Mathématiques - FSTC

Probability & Statistics Seminar

Day Time Speaker Title Salle

Th, 019.12.2019 16:30 Fabrice BAUDOIN (University of Connecticut) Quaternionic Brownian windings MNO 5A

Fr, 06.12.2019 14:00 James THOMPSON (University of Luxembourg) Approximation of Riemannian measures by Stein's method MNO 6A

Th, 05.12.2019 13:30 Peter IMKELLER (Humboldt University Berlin and UL) On the geometry of some rough Weierstrass curves: SBR measure and local time MNO 5A

Th, 10.10.2019 16:00 George KERCHEV (University of Luxembourg) Comparison of sequences generated by a hidden Markov model MNO 5A

Fr, 27.09.2019 10:00 Mikolaj KASPRZAK (University of Luxembourg) A Linear-Time Kernel Goodness-of-Fit Test MNO 5A

Fr, 20.09.2019 14:00 Lara DAW (University of Luxembourg) Sojourn time dimensions of fractional Brownian motion MNO 5A

Fr, 20.09.2019 10:00 Mikolaj KASPRZAK (University of Luxembourg) Scalable Gaussian Process Inference with Finite-data Mean and Variance Guarantees MNO 5A

Mo, 03.06.2019 14:30 Nicola TURCHI (University of Luxembourg) Random polytopes: classical results and recent developments - Part II MNO 5A

Mo, 27.05.2019 14:30 Nicola TURCHI (University of Luxembourg) Random polytopes: classical results and recent developments - Part I MNO 5A

Fr, 17.05.2019 11:00 David NUALART (University of Kansas) Asymptotic behavior of the stochastic heat equation for large times MNO 5A

Fr, 10.05.2019 11:00 David NUALART (University of Kansas) Central Limit Theorem for the stochastic heat equation MNO 5A

Tue, 26.03.2019 15:00 Louis H. Y. CHEN (Singapore) Stein's method and many interacting worlds in quantum mechanics MNO 5A

Fr, 22.03.2019 16:00 Louis H. Y. CHEN (Singapore) Stein's method and Palm theory in random measures MNO 1.040

Tue, 20.11.2018 14:30 Matthias REITZNER (Universität Osnabrück) Empty simplices MNO 5A

Fr, 21.09.2018 10:00 Arturo JARAMILLO (Université du Luxembourg) Fluctuations of the spectrum of matrix-valued Gaussian processes MNO 5A

Th, 31.05.2018 14:00 Nathaël GOZLAN (Université Paris 5 -- René Descartes) Weak transport costs: properties and applications MNO 5A

Th, 17.05.2018 14:00 Lauri VIITASAARI (University of Helsinki) Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes with applications to stochastic differential equations MNO 5A

Th, 19.04.2018 14:00 Boris HANIN (Texas A&M University) Gradients in Deep Neural Networks at Initialization MNO 1.050

Th, 15.03.2018 16:00 Qi S. ZHANG (University of California, Riverside) Minimizers of the sharp Log entropy on manifolds with non-negative Ricci curvature and flatness MNO 1.040

Th, 22.02.2018 10:30 Shane LUBOLD (Arizona State University) Non-asymptotic Analysis of MCMC Error in Bayesian Regression Models and Efficiency of MCMC Thinning MNO 5A

Wed, 24.01.2018 10:30 Matthias SCHULTE (Universität Bern) Multivariate second order Poincaré inequalities for Poisson functionals MNO 5A

Tue, 16.01.2018 17:00 Dmitry BELYAEV (Oxford University) Geometry of Gaussian Fields MNO 1.050

Wed, 17.01.2018 10:00 Dmitry BELYAEV (Oxford University) Talk spécialisé probabilité MNO 5A

Wed, 29.11.2017 10:00 Raphaël LACHIÈZE-REY (Université Paris Descartes) Excursions of shot noise fields, and non-stabilizing functionals MNO 6A

Wed, 29.11.2017 12:30 Guangqu ZHENG (University of Luxembourg) Gaussian fluctuation of prime divisor function MSA 3.160

Th, 16.11.2017 15:00 Henri ELAD-ALTMAN (UPMC Paris 6) Integration by parts formulae for the laws of Bessel bridges, and stochastic PDEs with reflection MNO 5A

Th, 15.06.2017 14:00 Mikołaj KASPRZAK (Oxford University) Diffusion approximations via Stein's method and time changes MNO 5A

Th, 08.06.2017 15:00 Çağrı SERT (ETH Zürich) On asymptotic properties of linear groups MNO 5A

Th, 04.05.2017 16:00 Max FATHI (Université Paul Sabatier, Toulouse) Stein kernels and applications MNO 5A

Th, 30.03.2017 14:00 Stéphane SEURET (Marne-la-Vallsée) A concrete example of complete multifractal analysis: the Bernoulli measure. Part 2 MNO 5A

Fr, 24.03.2017 13:00 Stéphane SEURET (Marne-la-Vallsée) A concrete example of complete multifractal analysis: the Bernoulli measure. Part 1 MNO 5A

Fr, 03.03.2017 11:00 Benedikt JAHNEL (WIAS Berlin) The Widom-Rowlinson model under spin flip: Immediate loss and sharp recovery of quasilocality MNO 5A

Th, 09.02.2017 16:00 Marwa BANNA (Saarland University) Random matrices with correlated entries B04

Th, 19.01.2017 14:30 Takafumi AMABA (Ritsumeikan University, Japan) An integration by parts on "space of loops" B04

Th, 12.01.2017 15:00 Henry SCHELLHORN (Claremont Graduate University) The Malliavin Derivative Evaluated along a Stopped Path: applications, and generalization of the definition B04

Th, 22.12.2016 14:00 Stéphane SEURET (Marne-la-Vallée) An introduction to multifractal analysis B24a

Mo, 05.12.2016 17:00 Fabrice BAUDOIN (University of Connecticut) Hopf fibrations and stochastic areas B23

Th, 24.11.2016 16:00 Etienne LE MASSON (University of Bristol) Quantum ergodicity and Benjamini-Schramm convergence of hyperbolic surfaces B04

Th, 20.10.2016 14:30 Mark PODOLSKIJ (Aarhus University) Edgeworth expansion for Euler approximation of continuous diffusion processes C17

Th, 07.07.2016 15:00 Matthias SCHULTE (University of Bern) Normal approximation of stabilizing functionals in stochastic geometry B02

Th, 26.05.2016 16:00 Paolo DI TELLA (TU Dresden) On the Chaotic Representation Property of Compensated-Covariation Stable Families of Martingales B23

Th, 19.05.2016 15:00 Giovanni CONFORTI (Universität Leipzig) Reciprocal characteristics and concentration of measure B02

Th, 12.05.2016 16:00 Kai KROKOWSKI (Ruhr-Universität Bochum) The discrete Malliavin-Stein method for normal and Poisson approximation B23

Th, 12.05.2016 15:00 Xi GENG (University of Oxford) The exponential transform of a path: a faithful representation B02

Fr, 18.03.2016 14:00 Thibaut MASTROLIA (Université Paris-Dauphine) On the regularity of solutions to BSDEs B21

Th, 10.03.2016 16:00 Roland FRIEDRICH (Universität des Saarlandes) Quasi-shuffles and Carnot groups B23

Th, 11.02.2016 16:00 Batu GÜNEYSU (Humboldt-Universität Berlin) On the semimartingale property of Brownian bridges on complete manifolds B04

Th, 04.02.2016 16:00 Tobias MAI (Universität des Saarlandes) Regularity of distributions of Wigner integrals B04

Th, 14.01.2016 16:00 Paolo PIGATO (Inria Nancy - Grand Est) Density and tube estimates for diffusions under Hörmander-type conditions C02

Th, 10.12.2015 16:00 Guillaume POLY (Université de Rennes) Universality of the mean number of roots of random trigonometric polynomials under a weak Cramer condition B27

Wed, 02.12.2015 16:00 Yvik SWAN (Université de Liège) Many interacting worlds, quantum mechanics and Stein's method B24a

Th, 12.11.2015 11:30 Günther LAST (Karlsruhe Institute of Technology) Some results on the random connection model B17

Th, 12.11.2015 12:30 Matthias SCHULTE (Karlsruhe Institute of Technology) Limit theorems for random geometric graphs B17

Mo, 16.10.2015 11:30 Thomas HÖFELSAUER, Felizitas WEIDNER (TU München) Recurrence and transience of frogs with drift on Zd B02

Mo, 05.10.2015 16:30 Sascha BACHMANN (Universität Osnabrück) Concentration for Poisson functionals A17

Wed, 30.09.2015 15:30 Matthias REITZNER (Universität Osnabrück) Random points in a halfsphere B13

Mo, 21.09.2015 16:00 Lluís QUER (Barcelona) SPDEs with fractional noise in space A17

Fr, 18.09.2015 15:30 Ronan HERRY (Paris Dauphine) A weighted Poincaré inequality on the Heisenberg group B04

Th, 10.09.2015 13:00 Fabrice BAUDOIN (Purdue University) Stochastic analysis of the horizontal Brownian of a Riemannian foliation B04

Th, 03.09.2015 16:00 Nathaël GOZLAN (Université Paris-Est - Marne-la-Vallé) A variational proof of Otto-Villani Theorem B04

Tue, 21.07.2015 16:00 Robert NEEL (Lehigh University) Heat kernel asymptotics at the cut locus B04

Th, 25.06.2015 15:30 Frederi G. VIENS (Purdue University) Parameter estimation for Gaussian sequences: sharp asymptotic normality and non-normality B04

Th, 25.06.2015 16:30 Omar El DAKKAK (Khalifa University, Abu Dhabi) Hoeffding decompositions under exchangeability B04

Th, 16.04.2015 15:30 José LEÓN (INRIA Grenoble; Central University of Venezuela) CLT for level functionals and applications B04

Th, 16.04.2015 16:30 Jean-Marc AZAÏS (Université de Toulouse) A Rice Method proof of the Null-Space Property for a random matrix B04

Th, 02.04.2015 14:00 Joel A. TROPP (California Institute of Technology) Matrix concentration inequalities via the method of exchangeable pairs B27

Th, 12.03.2015 15:00 Kazumasa KUWADA (Tokyo Tech) On the speed in transportation costs of heat distributions B04

Th, 12.03.2015 16:00 Lauri VIITASAARI (Aalto University) Stochastic Analysis of Gaussian Processes via Fredholm Representation B04

Th, 05.03.2015 16:00 Marc LELARGE (ENS and INRIA) Universality in Polytope Phase Transitions and Message Passing Algorithms B04

Th, 26.02.2015 16:00 Stéphane CHRÉTIEN (Besançon) A new criterion for design matrices in the LASSO B04

Th, 12.02.2015 16:00 Ionel POPESCU (Georgia Institute of Technology, Atlanta) Free functional inequalities on the circle B04

Mo, 02.02.2015 16:00 Aurtélien DEYA (Université de Lorraine) An application of the theory of regularity structures to the study of a fractional heat equation B04

Th, 22.01.2015 14:00 Sébastien DARSES (Aix-Marseille) On the invertibility of random submatrices and sparse recovery problems B04

Fr, 09.01.2015 11:00 Xiang-Dong LI (AMSS, Chinese Academy of Sciences) Harnack inequalities and W-entropy formula for Witten Laplacian on Riemannian manifolds with K-super Perelman Ricci flow B02

Th, 18.12.2014 16:00 Igor WIGMAN (King's College London) Topologies of nodal sets of random band limited functions B04

Wed, 5.11.2014 14:30 Günther LAST (Karlsruhe Institute of Technology) On an application of the Margulis-Russo type formula for Poisson processes in stochastic geometry A16

Wed, 5.11.2014 15:30 Matthias SCHULTE (Karlsruhe Institute of Technology) Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem A16

Th, 16.10.2014 15:45 Sascha BACHMANN (Universität Osnabrück) Concentration Inequalities for Poisson U-Statistics B04

Tue, 07.10.2014 15:45 Nicolas JUILLET (IRMA, Université de Strasbourg) Stability of the curtain coupling C02

Th, 25.09.2014 14:00 Todd KEMP (UC San Diego) Brownian Motion on Lie Groups: Limits and Fluctuations in Large Dimensions B04

Th, 25.09.2014 15:00 Domenico MARINUCCI (University of Rome "Tor Vergata") On the distribution of the critical values of random spherical harmonics B04

Th, 19.06.2014 15:00 Christian LÉONARD (Université Paris Ouest) Entropic interpolations B04

Th, 05.06.2014 15:00 Thierry LÉVY (Université Pierre et Marie Curie - Paris 6) Integration on large compact matrix groups: exact formulas, convergence and fluctuations B04

Th, 05.06.2014 16:00 Larry GOLDSTEIN (University of Southern California) Stein Couplings for Concentration of Measure B04

Th, 22.05.2014 15:00 Pierre VALLOIS (Institut Elie Cartan de Lorraine, France) Elements related to the largest complete excursion of a reflected Brownian motion
Application to the local score

Th, 15.05.2014 15:00 Murad TAQQU (Boston University) Multivariate limit theorems under various types of dependence B04

Th, 17.04.2014 15:00 Thomas SIMON (Université Lille 1) Persistence of integrated stable processes B04

Th, 27.02.2014 15:00 Matthias REITZNER (Universität Osnabrück) Identities for Poisson Polytopes B04

Past years