Harry Kesten
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Abstract We Survey the Published Work of Harry Kesten in Probability Theory, with Emphasis on His Contributions to Random Walks
Abstract We survey the published work of Harry Kesten in probability theory, with emphasis on his contributions to random walks, branching processes, perco- lation, and related topics. Keywords Probability, random walk, branching process, random matrix, diffusion limited aggregation, percolation. Mathematics Subject Classification (2010) 60-03, 60G50, 60J80, 60B20, 60K35, 82B20. Noname manuscript No. 2(will be inserted by the editor) Geoffrey R. Grimmett Harry Kesten's work in probability theory Geoffrey R. Grimmett In memory of Harry Kesten, inspiring colleague, valued friend April 8, 2020 1 Overview Harry Kesten was a prominent mathematician and personality in a golden period of probability theory from 1956 to 2018. At the time of Harry's move from the Netherlands to the USA in 1956, as a graduate student aged 24, much of the foundational infrastructure of probability was in place. The central characters of probability had long been identified (including random walk, Brownian motion, the branching process, and the Poisson process), and connections had been made and developed between `pure theory' and cognate areas ranging from physics to finance. In the half-century or so since 1956, a coordinated and refined theory has been developed, and probability has been recognised as a crossroads discipline in mathematical science. Few mathematicians have contributed as much during this period as Harry Kesten. Following a turbulent childhood (see [59]), Harry studied mathematics with David van Dantzig and Jan Hemelrijk in Amsterdam, where in 1955 he attended a lecture by Mark Kac entitled \Some probabilistic aspects of potential theory". This encounter appears to have had a decisive effect, in that Harry moved in 1956 to Cornell University to work with Kac. -
I. Overview of Activities, April, 2005-March, 2006 …
MATHEMATICAL SCIENCES RESEARCH INSTITUTE ANNUAL REPORT FOR 2005-2006 I. Overview of Activities, April, 2005-March, 2006 …......……………………. 2 Innovations ………………………………………………………..... 2 Scientific Highlights …..…………………………………………… 4 MSRI Experiences ….……………………………………………… 6 II. Programs …………………………………………………………………….. 13 III. Workshops ……………………………………………………………………. 17 IV. Postdoctoral Fellows …………………………………………………………. 19 Papers by Postdoctoral Fellows …………………………………… 21 V. Mathematics Education and Awareness …...………………………………. 23 VI. Industrial Participation ...…………………………………………………… 26 VII. Future Programs …………………………………………………………….. 28 VIII. Collaborations ………………………………………………………………… 30 IX. Papers Reported by Members ………………………………………………. 35 X. Appendix - Final Reports ……………………………………………………. 45 Programs Workshops Summer Graduate Workshops MSRI Network Conferences MATHEMATICAL SCIENCES RESEARCH INSTITUTE ANNUAL REPORT FOR 2005-2006 I. Overview of Activities, April, 2005-March, 2006 This annual report covers MSRI projects and activities that have been concluded since the submission of the last report in May, 2005. This includes the Spring, 2005 semester programs, the 2005 summer graduate workshops, the Fall, 2005 programs and the January and February workshops of Spring, 2006. This report does not contain fiscal or demographic data. Those data will be submitted in the Fall, 2006 final report covering the completed fiscal 2006 year, based on audited financial reports. This report begins with a discussion of MSRI innovations undertaken this year, followed by highlights -
A Unified Approach to Three Themes in Harmonic Analysis ($1^{St} $ Part)
A UNIFIED APPROACH TO THREE THEMES IN HARMONIC ANALYSIS (I & II) (I) THE LINEAR HILBERT TRANSFORM AND MAXIMAL OPERATOR ALONG VARIABLE CURVES (II) CARLESON TYPE OPERATORS IN THE PRESENCE OF CURVATURE (III) THE BILINEAR HILBERT TRANSFORM AND MAXIMAL OPERATOR ALONG VARIABLE CURVES VICTOR LIE In loving memory of Elias Stein, whose deep mathematical breadth and vision for unified theories and fundamental concepts have shaped the field of harmonic analysis for more than half a century. arXiv:1902.03807v2 [math.AP] 2 Oct 2020 Date: October 5, 2020. Key words and phrases. Wave-packet analysis, Hilbert transform and Maximal oper- ator along curves, Carleson-type operators in the presence of curvature, bilinear Hilbert transform and maximal operators along curves, Zygmund’s differentiation conjecture, Car- leson’s Theorem, shifted square functions, almost orthogonality. The author was supported by the National Science Foundation under Grant No. DMS- 1500958. The most recent revision of the paper was performed while the author was supported by the National Science Foundation under Grant No. DMS-1900801. 1 2 VICTOR LIE Abstract. In the present paper and its sequel [63], we address three rich historical themes in harmonic analysis that rely fundamentally on the concept of non-zero curvature. Namely, we focus on the boundedness properties of (I) the linear Hilbert transform and maximal operator along variable curves, (II) Carleson-type operators in the presence of curvature, and (III) the bilinear Hilbert transform and maximal operator along variable curves. Our Main Theorem states that, given a general variable curve γ(x,t) in the plane that is assumed only to be measurable in x and to satisfy suitable non-zero curvature (in t) and non-degeneracy conditions, all of the above itemized operators defined along the curve γ are Lp-bounded for 1 <p< ∞. -
Ergodic Theory Plays a Key Role in Multiple Fields Steven Ashley Science Writer
CORE CONCEPTS Core Concept: Ergodic theory plays a key role in multiple fields Steven Ashley Science Writer Statistical mechanics is a powerful set of professor Tom Ward, reached a key milestone mathematical tools that uses probability the- in the early 1930s when American mathema- ory to bridge the enormous gap between the tician George D. Birkhoff and Austrian-Hun- unknowable behaviors of individual atoms garian (and later, American) mathematician and molecules and those of large aggregate sys- and physicist John von Neumann separately tems of them—a volume of gas, for example. reconsidered and reformulated Boltzmann’ser- Fundamental to statistical mechanics is godic hypothesis, leading to the pointwise and ergodic theory, which offers a mathematical mean ergodic theories, respectively (see ref. 1). means to study the long-term average behavior These results consider a dynamical sys- of complex systems, such as the behavior of tem—whetheranidealgasorothercomplex molecules in a gas or the interactions of vi- systems—in which some transformation func- brating atoms in a crystal. The landmark con- tion maps the phase state of the system into cepts and methods of ergodic theory continue its state one unit of time later. “Given a mea- to play an important role in statistical mechan- sure-preserving system, a probability space ics, physics, mathematics, and other fields. that is acted on by the transformation in Ergodicity was first introduced by the a way that models physical conservation laws, Austrian physicist Ludwig Boltzmann laid Austrian physicist Ludwig Boltzmann in the what properties might it have?” asks Ward, 1870s, following on the originator of statisti- who is managing editor of the journal Ergodic the foundation for modern-day ergodic the- cal mechanics, physicist James Clark Max- Theory and Dynamical Systems.Themeasure ory. -
Strength in Numbers: the Rising of Academic Statistics Departments In
Agresti · Meng Agresti Eds. Alan Agresti · Xiao-Li Meng Editors Strength in Numbers: The Rising of Academic Statistics DepartmentsStatistics in the U.S. Rising of Academic The in Numbers: Strength Statistics Departments in the U.S. Strength in Numbers: The Rising of Academic Statistics Departments in the U.S. Alan Agresti • Xiao-Li Meng Editors Strength in Numbers: The Rising of Academic Statistics Departments in the U.S. 123 Editors Alan Agresti Xiao-Li Meng Department of Statistics Department of Statistics University of Florida Harvard University Gainesville, FL Cambridge, MA USA USA ISBN 978-1-4614-3648-5 ISBN 978-1-4614-3649-2 (eBook) DOI 10.1007/978-1-4614-3649-2 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2012942702 Ó Springer Science+Business Media New York 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. -
All That Math Portraits of Mathematicians As Young Researchers
Downloaded from orbit.dtu.dk on: Oct 06, 2021 All that Math Portraits of mathematicians as young researchers Hansen, Vagn Lundsgaard Published in: EMS Newsletter Publication date: 2012 Document Version Publisher's PDF, also known as Version of record Link back to DTU Orbit Citation (APA): Hansen, V. L. (2012). All that Math: Portraits of mathematicians as young researchers. EMS Newsletter, (85), 61-62. General rights Copyright and moral rights for the publications made accessible in the public portal are retained by the authors and/or other copyright owners and it is a condition of accessing publications that users recognise and abide by the legal requirements associated with these rights. Users may download and print one copy of any publication from the public portal for the purpose of private study or research. You may not further distribute the material or use it for any profit-making activity or commercial gain You may freely distribute the URL identifying the publication in the public portal If you believe that this document breaches copyright please contact us providing details, and we will remove access to the work immediately and investigate your claim. NEWSLETTER OF THE EUROPEAN MATHEMATICAL SOCIETY Editorial Obituary Feature Interview 6ecm Marco Brunella Alan Turing’s Centenary Endre Szemerédi p. 4 p. 29 p. 32 p. 39 September 2012 Issue 85 ISSN 1027-488X S E European M M Mathematical E S Society Applied Mathematics Journals from Cambridge journals.cambridge.org/pem journals.cambridge.org/ejm journals.cambridge.org/psp journals.cambridge.org/flm journals.cambridge.org/anz journals.cambridge.org/pes journals.cambridge.org/prm journals.cambridge.org/anu journals.cambridge.org/mtk Receive a free trial to the latest issue of each of our mathematics journals at journals.cambridge.org/maths Cambridge Press Applied Maths Advert_AW.indd 1 30/07/2012 12:11 Contents Editorial Team Editors-in-Chief Jorge Buescu (2009–2012) European (Book Reviews) Vicente Muñoz (2005–2012) Dep. -
REPORT of the INTERNATIONAL ADVISORY BOARD for DEPARTMENT of MATHEMATICS HIGHER SCHOOL of ECONOMICS (MOSCOW)
REPORT OF THE INTERNATIONAL ADVISORY BOARD for DEPARTMENT OF MATHEMATICS HIGHER SCHOOL OF ECONOMICS (MOSCOW) Naming conventions: • Department = Department of Mathematics, Higher School of Economics • Board = International Advisory Board for the Department. Members of the Board: • Pierre Deligne (Institute for Advanced Study, USA) • Sergey Fomin (University of Michigan, USA) • Sergei Lando (HSE, Dean of the Department, ex officio) • Tetsuji Miwa (Kyoto University, Japan) • Andrei Okounkov (Columbia University, USA) • Stanislav Smirnov (University of Geneva, Switzerland, and St. Petersburg State University, Russia). Chairman of the Board: Stanislav Smirnov (elected February 17, 2013). Members of the Board visited the Department in Winter 2013. They met with faculty members, both junior and senior ones, and with students, both undergraduate and graduate. During these meetings, conducted in the absence of departmental administration, the students and professors freely expressed their opinions regarding the current state of affairs in the Department, commenting on its achievements, its goals, and its most pressing needs and problems. The visiting members of the Board met with the key members of the departmental leadership team, including the Dean, several Associate Deans, and representatives of the main graduate programs. Lively and substantive discussions concerned all aspects of departmental life, as well as the Department's prospects for the future. On February 18, 2013, four members of the Board (S. Fomin, S. Lando, T. Miwa, and S. Smirnov) had a 1.5-hour-long meeting with the leadership of the HSE, including the Rector Prof. Ya. I. Kuzminov, Academic Supervisor Prof. E. G. Yasin, First Vice- Rector V. V. Radaev, and Vice-Rectors S. -
Robert L Wolpert Curriculum Vitæ 2021 September 1. Personal
Robert L Wolpert Curriculum Vitæ 2021 September 1. Personal Information: Name: Robert Lee Wolpert Addr: Duke Univ Dept Statistical Science 211c Old Chem, Box 90251 Born: San Gabriel, California USA Durham, NC 27708-0251 USA 1950July22 Tel: +1-919-812-3235 Citizen: USA Net: [email protected] Web: www.stat.duke.edu/~rlw/ 2. Education: Ph.D. Princeton University, 1976 A.B. Cornell University, 1972 Department of Mathematics Department of Mathematics NSF Fellow, Princeton Fellow Cornell College Scholar Advs: Edward Nelson & Gilbert Hunt Advs: Frank Spitzer & Jack Kiefer Diss: Wiener Path Intersections and Local Times 3. Academic Appointments: Present: 2021- Emeritus Professor, Duke Univ. Department of Statistical Science 2021-24 Emeritus Professor, Duke Univ. Nicholas School of the Environment Previous: 2000-21 Professor, Duke Univ. Department of Statistical Science 2000-21 Professor, Duke Univ. Nicholas School of the Environment 2006-14 Adjunct Professor, Queensland University of Technology, Fac. of Math. Sci. 1999-06HonoraryProfessor, ImperialCollege,LondonDept. of Epi. & Pub. Health 1992-00 Associate Professor with Tenure, Duke Univ. Institute of Statistics and Decision Sciences 1987-92 Associate Professor, Duke Univ. Institute of Statistics and Decision Sciences 1986-88Research Associate Professor, Duke Center for Health Policy Research and Education 1984-90 Assistant Medical Research Professor, Duke Department of Pharmacology and 1982-84ResearchAssociate, LaboratoryofEnviron. Pharmacology and Toxicology 1982-83 Visiting Professor, UNC Department -
On Some Recent Developments in the Theory of Buildings
On some recent developments in the theory of buildings Bertrand REMY∗ Abstract. Buildings are cell complexes with so remarkable symmetry properties that many groups from important families act on them. We present some examples of results in Lie theory and geometric group theory obtained thanks to these highly transitive actions. The chosen examples are related to classical and less classical (often non-linear) group-theoretic situations. Mathematics Subject Classification (2010). 51E24, 20E42, 20E32, 20F65, 22E65, 14G22, 20F20. Keywords. Algebraic, discrete, profinite group, rigidity, linearity, simplicity, building, Bruhat-Tits' theory, Kac-Moody theory. Introduction Buildings are cell complexes with distinguished subcomplexes, called apartments, requested to satisfy strong incidence properties. The notion was invented by J. Tits about 50 years ago and quickly became useful in many group-theoretic situations [75]. By their very definition, buildings are expected to have many symmetries, and this is indeed the case quite often. Buildings are relevant to Lie theory since the geometry of apartments is described by means of Coxeter groups: apartments are so to speak generalized tilings, where a usual (spherical, Euclidean or hyper- bolic) reflection group may be replaced by a more general Coxeter group. One consequence of the existence of sufficiently large automorphism groups is the fact that many buildings admit group actions with very strong transitivity properties, leading to a better understanding of the groups under consideration. The beginning of the development of the theory is closely related to the theory of algebraic groups, more precisely to Borel-Tits' theory of isotropic reductive groups over arbitrary fields and to Bruhat-Tits' theory of reductive groups over non-archimedean valued fields. -
Divergence of Shape Fluctuation for General Distributions in First-Passage Percolation
DIVERGENCE OF SHAPE FLUCTUATION FOR GENERAL DISTRIBUTIONS IN FIRST-PASSAGE PERCOLATION SHUTA NAKAJIMA d Abstract. We study the shape fluctuation in the first-passage percolation on Z . It is known that it diverges when the distribution obeys Bernoulli in [Yu Zhang. The divergence of fluctuations for shape in first passage percolation. Probab. Theory. Related. Fields. 136(2) 298–320, 2006]. In this paper, we extend the result to general distributions. 1. Introduction First-passage percolation is a random growth model, which was first introduced by Hammersley and Welsh in 1965. The model is defined as follows. The vertices are the d d elements of Z . Let us denote the set edges by E : d d E = ffv; wgj v; w 2 Z ; jv − wj1 = 1g; Pd where we set jv − wj1 = i=1 jvi − wij for v = (v1; ··· ; vd), w = (w1; ··· ; wd). Note that we consider non-oriented edges in this paper, i.e., fv; wg = fw; vg and we sometimes d regard fv; wg as a subset of Z with a slight abuse of notation. We assign a non-negative d random variable τe on each edge e 2 E , called the passage time of the edge e. The collec- tion τ = fτege2Ed is assumed to be independent and identically distributed with common distribution F . d A path γ is a finite sequence of vertices (x1; ··· ; xl) ⊂ Z such that for any i 2 d f1; ··· ; l − 1g, fxi; xi+1g 2 E . It is customary to regard a path as a subset of edges as follows: given an edge e 2 Ed, we write e 2 γ if there exists i 2 f1 ··· ; l − 1g such that e = fxi; xi+1g. -
EMS Newsletter September 2012 1 EMS Agenda EMS Executive Committee EMS Agenda
NEWSLETTER OF THE EUROPEAN MATHEMATICAL SOCIETY Editorial Obituary Feature Interview 6ecm Marco Brunella Alan Turing’s Centenary Endre Szemerédi p. 4 p. 29 p. 32 p. 39 September 2012 Issue 85 ISSN 1027-488X S E European M M Mathematical E S Society Applied Mathematics Journals from Cambridge journals.cambridge.org/pem journals.cambridge.org/ejm journals.cambridge.org/psp journals.cambridge.org/flm journals.cambridge.org/anz journals.cambridge.org/pes journals.cambridge.org/prm journals.cambridge.org/anu journals.cambridge.org/mtk Receive a free trial to the latest issue of each of our mathematics journals at journals.cambridge.org/maths Cambridge Press Applied Maths Advert_AW.indd 1 30/07/2012 12:11 Contents Editorial Team Editors-in-Chief Jorge Buescu (2009–2012) European (Book Reviews) Vicente Muñoz (2005–2012) Dep. Matemática, Faculdade Facultad de Matematicas de Ciências, Edifício C6, Universidad Complutense Piso 2 Campo Grande Mathematical de Madrid 1749-006 Lisboa, Portugal e-mail: [email protected] Plaza de Ciencias 3, 28040 Madrid, Spain Eva-Maria Feichtner e-mail: [email protected] (2012–2015) Society Department of Mathematics Lucia Di Vizio (2012–2016) Université de Versailles- University of Bremen St Quentin 28359 Bremen, Germany e-mail: [email protected] Laboratoire de Mathématiques Newsletter No. 85, September 2012 45 avenue des États-Unis Eva Miranda (2010–2013) 78035 Versailles cedex, France Departament de Matemàtica e-mail: [email protected] Aplicada I EMS Agenda .......................................................................................................................................................... 2 EPSEB, Edifici P Editorial – S. Jackowski ........................................................................................................................... 3 Associate Editors Universitat Politècnica de Catalunya Opening Ceremony of the 6ECM – M. -
Ericsson's Conjecture on the Rate of Escape Of
TRANSACTIONS of the AMERICAN MATHEMATICAL SOCIETY Volume 240, lune 1978 ERICSSON'SCONJECTURE ON THE RATEOF ESCAPEOF ¿-DIMENSIONALRANDOM WALK BY HARRYKESTEN Abstract. We prove a strengthened form of a conjecture of Erickson to the effect that any genuinely ¿-dimensional random walk S„, d > 3, goes to infinity at least as fast as a simple random walk or Brownian motion in dimension d. More precisely, if 5* is a simple random walk and B, a Brownian motion in dimension d, and \j/i [l,oo)-»(0,oo) a function for which /"'/^(OiO, then \¡/(n)~'\S*\-» oo w.p.l, or equivalent^, ifr(t)~'\Bt\ -»oo w.p.l, iff ffif/(tY~2t~d/2 < oo; if this is the case, then also $(ri)~'\S„\ -» oo w.p.l for any random walk Sn of dimension d. 1. Introduction. Let XX,X2,... be independent identically distributed ran- dom ¿-dimensional vectors and S,, = 2"= XX¡.Assume throughout that d > 3 and that the distribution function F of Xx satisfies supp(P) is not contained in any hyperplane. (1.1) The celebrated Chung-Fuchs recurrence criterion [1, Theorem 6] implies that1 |5n|->oo w.p.l irrespective of F. In [4] Erickson made the much stronger conjecture that there should even exist a uniform escape rate for S„, viz. that «""iSj -* oo w.p.l for all a < \ and all F satisfying (1.1). Erickson proved his conjecture in special cases and proved in all cases that «-a|5„| -» oo w.p.l for a < 1/2 — l/d. Our principal result is the following theorem which contains Erickson's conjecture and which makes precise the intuitive idea that a simple random walk S* (which corresponds to the distribution F* which puts mass (2d)~x at each of the points (0, 0,..., ± 1, 0,..., 0)) goes to infinity slower than any other random walk.