Annual Report 2005 - Fields Institute - University of Toronto
Annual Report 2005 - Fields Institute - University of Toronto
Annual Report 2005 - Fields Institute - University of Toronto
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Stevo Todorcevic (<strong>Toronto</strong>)<br />
Representing trees as relatively compact subsets <strong>of</strong> the first<br />
Baire class<br />
Biorthogonal systems and quotient spaces via Baire category<br />
methods, Part I, II, III, VI<br />
Between the von Neumann and the control measure problems<br />
Stuart Zoble (<strong>Toronto</strong>)<br />
Proving projective determinacy<br />
Weak capturing and stationary reflection<br />
Probability Seminar<br />
September 2004–May <strong>2005</strong><br />
Held at the <strong>Fields</strong> <strong>Institute</strong> and York <strong>University</strong><br />
Coordinators: Dimitrios Cheliotis (<strong>Toronto</strong>), Neal Madras<br />
(York) and Bálint Virág (<strong>Toronto</strong>)<br />
This year’s seminar had 13 talks. Four <strong>of</strong> them were related<br />
to the theory <strong>of</strong> superprocesses. Leonid Mytnik presented<br />
a uniqueness result for solutions <strong>of</strong> a stochastic partial differential<br />
equation arising from a certain superprocess. Tom<br />
Salisbury showed how one can get information on the history<br />
<strong>of</strong> a super Brownian motion with Levy branching in a<br />
domain, knowing that it hits the boundary <strong>of</strong> the domain at<br />
some given points. Vladimir Vinogradov examined properties<br />
<strong>of</strong> a family <strong>of</strong> densities appearing in a class <strong>of</strong> branching<br />
diffusion particle systems. And Carl Mueller showed<br />
regularity for the solution <strong>of</strong> a stochastic partial differential<br />
equation motivated by a superprocess.<br />
Balázs Szegedy presented some properties <strong>of</strong> convergent<br />
sequences <strong>of</strong> dense graphs and a connection with problems<br />
<strong>of</strong> extremal graph theory.<br />
Jacques Verstraete showed how probabilistic techniques<br />
solve some purely combinatorial problems.<br />
On applied issues were the talks <strong>of</strong> Pablo Olivares and<br />
Manuel Morales. Olivares showed how martingale methods<br />
can be used to estimate the parameters <strong>of</strong> some diffusion<br />
models, while Morales discussed the problem <strong>of</strong> computing<br />
the discounted penalty function for a class <strong>of</strong> risk models.<br />
Dimitrios Cheliotis presented a property <strong>of</strong> the two sided<br />
Brownian motion and its implication on the behavior <strong>of</strong> a<br />
diffusion having this motion as an environment.<br />
Sharad Goel gave estimates on the time it takes for a deck<br />
<strong>of</strong> cards to become close to random when it is subjected to a<br />
certain kind <strong>of</strong> random shuffles.<br />
G e n e r a l S c i e n t i f i c A c t i v i t i e s<br />
Julien Dubedat discussed the problem <strong>of</strong> growing in a<br />
domain and in a consistent way two SLE’s that don’t intersect.<br />
Stuart Whittington presented results on a probabilistic<br />
object used to model the behavior <strong>of</strong> a copolymer in a solution<br />
<strong>of</strong> two immiscible solvents.<br />
Frank den Hollander studied the way the lattice gas subject<br />
to Kawasaki dynamics goes through metastable states.<br />
Speakers:<br />
Dimitrios Cheliotis (<strong>Toronto</strong>)<br />
Diffusion in a one-dimensional random environment<br />
Frank den Hollander (EURANDOM)<br />
Metastability for the lattice gas, subject to Kawasaki dynamics<br />
Julien Dubedat (NYU)<br />
Commutation <strong>of</strong> SLEs<br />
Sharad Goel (Cornell)<br />
Estimating convergence rates for finite Markov chains<br />
Manuel Morales (York)<br />
Generalized risk models, Levy processes and the discounted<br />
penalty function<br />
Carl Mueller (Rochester)<br />
Regularity <strong>of</strong> a one-dimensional stochastic heat equation with<br />
extra noise from a stochastic flow<br />
Leonid Mytnik (Technion)<br />
On pathwise uniqueness for stochastic heat equations with<br />
non-Lipschitz coefficients<br />
Pablo Olivares (Havana)<br />
Martingale methods for some diffusion with jump stochastic<br />
processes<br />
Tom Salisbury (York & <strong>Fields</strong>)<br />
Conditioned superprocesses with Levy branching<br />
Balázs Szegedy (Micros<strong>of</strong>t Research)<br />
Reflection positivity and limits <strong>of</strong> dense graph sequences<br />
Jacques Verstraete (Waterloo)<br />
Martingale inequalities and enumeration<br />
<strong>Fields</strong> <strong>Institute</strong> <strong>2005</strong> ANNUAL REPORT 94