Programme 11–15 June 2018 Photo Sergei Zuyev Welcome to Gothenburg
Total Page:16
File Type:pdf, Size:1020Kb
Stochastic Processes and their Applications Programme 11–15 June 2018 Photo Sergei Zuyev Welcome to Gothenburg Photo Sergei Zuyev 2 Table of contents Program Overview 4 Detailed Programme 6 Poster presentations 47 Authors 48 Practical Information 54 Map of Social events and Hotels 56 Social Events & Excursions 57 Travel Information 58 Map of Conference rooms & Restaurants 64 3 Programme overview MONDAY TUESDAY WEDNESDAY THURSDAY FRIDAY 11 JUNE 12 JUNE 13 JUNE 14 JUNE 15 JUNE 8:00 8:30 8:30 8:30 8:30 Registration Registration Registration Registration Registration 9:00-9:50 Plenary Plenary Plenary Plenary Plenary 9:50-10:20 Coffee break (9:30-10:00) Coffee break Coffee break Coffee break Coffee break Invited and Contributed 10:20-11:10 Plenary Plenary Plenary Plenary sessions Invited and Contributed 11:20-12:10 Plenary Plenary Plenary Plenary sessions 12:10-13:30 Lunch break Posters & Lunch break Lunch break Posters & Lunch break Invited and Contributed Invited and Contributed Afternoon Invited and Contributed 13:30-15:10 sessions sessions Excursions or free time sessions 15:10-15:40 Coffee break Coffee break Coffee break Invited and Contributed Invited and Contributed Invited and Contributed 15:40-17:20 sessions sessions sessions 17:30-19:00 19:00-23:00 Welcome Reception Evening Conference Dinner at hosted by the City of Kajskjul 8 Gothenburg 4 MONDAY TUESDAY WEDNESDAY THURSDAY FRIDAY 11 JUNE 12 JUNE 13 JUNE 14 JUNE 15 JUNE 8:00 8:30 8:30 8:30 8:30 Registration Registration Registration Registration Registration 9:00-9:50 Plenary Plenary Plenary Plenary Plenary 9:50-10:20 Coffee break (9:30-10:00) Coffee break Coffee break Coffee break Coffee break Invited and Contributed 10:20-11:10 Plenary Plenary Plenary Plenary sessions Invited and Contributed 11:20-12:10 Plenary Plenary Plenary Plenary sessions 12:10-13:30 Lunch break Posters & Lunch break Lunch break Posters & Lunch break Invited and Contributed Invited and Contributed Afternoon Invited and Contributed 13:30-15:10 sessions sessions Excursions or free time sessions 15:10-15:40 Coffee break Coffee break Coffee break Invited and Contributed Invited and Contributed Invited and Contributed 15:40-17:20 sessions sessions sessions 17:30-19:00 19:00-23:00 Welcome Reception Evening Conference Dinner at hosted by the City of Kajskjul 8 Gothenburg 5 Detailed programme Monday 11 of June 2018 partment of Mathematics, Laramie, USA; 3University of York, Department of Mathematics, York, UK; 4Kharkov National University, Department of 08:00 - 18:00 Registration open Mechanics and Mathematics, Kharkov, Ukraine; Room: Entrance 5Illinois Institute of Technology, Department of Mathematics, 09:00 - 10:00 Opening & Plenary Chicago, USA session 11:20 The uniform spanning tree Room: RunAn of dense graphs Chair: Peter Jagers Asaf Nachmias Tel Aviv University, 09:00 Welcome address Mathematics, Tel Aviv, Israel Timo Seppäläinen1; Sergei Zuyev2 12:10 - 13:30 Lunch break 1Uni of Wisconsin-Madison; 2Chalmers, Sweden 13:30 - 15:10 IS02 RANDOM MATRICES 09:10 From some early Poisson discoveries to the modern theory of Room: Palmstedt random measures Chair: Ron Rosenthal Organiser: Antti Knowles Olav Kallenberg Auburn University, Auburn, USA Local Kesten-McKay Law for Random Regular Graphs 10:00 - 10:30 Coffee break Roland Bauerschmidt1; Jiaoyang Huang2; Horng-Tzer Yau2 10:30 - 12:10 Plenary session 1University of Cambridge, Math depart- ment, Cambridge, UK; 2Harvard, Math Room: RunAn department, Cambridge, USA Chair: Timo Seppäläinen Mesoscopic linear statistics of Wign- er matrices. 10:20 On the stochastic Navier-Stokes equations Yukun He; Antti Knowles University of Geneva, Mathematics, Annie Millet1; Hakima Bessaih2; Zdzi- Geneva, Switzerland slaw Brzezniak3; Igor Chueshov4; Jin- qiao Duan5 1SAMM, University Paris 1, Paris, France; 2University of Wyoming, De- 6 Stein’s Method For Normal Approx- Christophe Biscio1; Jesper Møller2 imation Of Linear Statistics Of Be- 1Aalborg University, Department of ta-ensembles mathematical sciences, Aalborg Øst, Denmark; 2Aalborg University, skjern- Gaulier Lambert1; Michel Ledoux2; vej 4A, Aalborg Øst, Denmark Christian Webb3 1University Of Zurich, Zurich, Switzer- Scale-invariant random spatial land; 2Université De Toulouse, Tou- networks (SIRSN) from line patterns louse, France; 3Aalto University, Helsin- Wilfrid Kendall ki, Finland University Of Warwick, Statistics, Cov- entry, UK 13:30 - 15:10 IS07 NEW CHALLENGES IN INTERACTING Anisotropy analysis of random PARTICLE SYSTEMS closed sets Claudia Redenbach1; Martina Sormani2; Room: HA3 Tuomas Rajala3; Aila Särkkä4 Chair: Marton Balazs 1Technische Universität Kaiserslautern, Random Walks In Cooling Random Mathematics Department, Kaiserslaut- Environments ern, Germany; 2Technische Universität Kaiserslautern, Kaiserslautern, Ger- Luca Avena; Yuki Chino; Conrado Da many; 3University College London, Costa; Frank Den Hollander London, UK; 4Chalmers University of Leiden University, Mathematics, Technology, Göteborg, Sweden, Göte- Leiden, Netherlands borg, Sweden Particle Systems In Inhomogeneous Space 13:30 - 15:10 IS12 STOCHASTIC NETWORK Leonid Petrov University Of Virginia, Mathematics, Room: MVF31 Charlottesville, VA, USA Chair: François Baccelli Relaxation time of condensing inho- A Brownian Web Approach To mogeneous zero-range Drainage Networks processes Rahul Roy Paul Chleboun1; Thomas Rafferty2 Indian Statistical Institute, Statistics 1University of Oxford, Department of and Mathematics Unit, New Delhi, Statistics, Oxford, UK; 2JPMorgan Chase India & Co , London, UK On the notion of dimension of uni- 13:30 - 15:10 IS11 STOCHASTIC modular random graphs. GEOMETRY AND ITS APPLICATIONS François Baccelli1; Mir-Omid Haji-Mirsa- deghi2; Ali Khezeli3 Room: Gustaf Dalen 1University of Texas at Austin, Mathe- Chair: Aila Särkkä matics, Austin, USA; 2Sharif University The accumulated persistence of Technology, Department of Mathe- function, a functional summary matical Sciences, Tehran, Iran; 3Tarbiat statistic for topological data Modares University, Iran, Mathematics, analysis Tehran, Iran 7 Limit theory for geometric statistics Asymptotic behavior of large gauss- of point processes having fast decay ian correlated wishart matrices of correlations Ivan Nourdin1; Guangqu Zheng2 1 Bartłomiej Błaszczyszyn ; Dhandapani 1Luxembourg University, Esch-sur-Al- 2 3 Yogeshwaran ; Yukich Joseph zette, Luxembourg; 2University of Mel- 1 2 Inria/ENS, Paris, France; Indian Statis- bourne, Melbourne, Australia tical Institute, Bangalore, India; 3Lehigh University, Bethlehem, USA The Magic of Self-normalization: Cramér Type Moderate Deviations 13:30 - 15:10 IS25 NUMERICAL Qi-Man Shao ANALYSIS OF SPDES The Chinese University of Hong Kong, Department of Statistics, N T , Hong Room: Scania Kong SAR Chair: Annika Lang The Derrida-Retaux conjecture on Weak order analysis for SPDEs with recursive models nonlinear noise Zhan Shi1; Xinxing Chen2; Victor 1 Arnaud Debussche ; Charles-Edouard Dagard3; Bernard Derrida4; Yueyun 2 Bréhier Hu5; Mikhail Lifshits6 1 ENS Rennes, Mathematics, Bruz, 1LPSM, Université Paris VI, Paris, 2 France; Université Lyon 1, Mathemat- France; 2Shanghai Jiaotong Universi- ics, Lyon, France ty, Shanghai, China; 3Ecole Normale 4 Finite element approximation of the Supérieure, Paris, France; Collège de 5 stochastic Cahn-Hilliard equation France, Paris, France; Unversité Paris XIII, Paris, France; 6St. Petersburg State 1 2 Daisuke Furihata ; Mihály Kovács ; Stig University, St. Petersburg, Russia Larsson2; Fredrik Lindgren1 1 Osaka University, Cybermedia Center, 13:30 - 15:05 CS7 Noise sensitivity 2 Osaka, Japan; Chalmers/Gothenburg and related topics University, Department of Mathemati- cal Sciences, Gothenburg, Sweden Room: MVF26 Stochastic nerve axon equations: Chair: Daniel Ahlberg Modelling and numerical approxi- Noise sensitivity for Voronoi perco- mation lation Wilhelm Stannat Daniel Ahlberg1; Rangel Baldasso2 TU Berlin, Institut für Mathematik, Ber- 1Stockholm University, Mathematics, lin, Germany Stockholm, Sweden; 2Bar-Ilan Universi- ty, Mathematics, Ramat Gan, Israel 13:30 - 15:10 IS32 ASYMPTOTIC THEORY AND APPLICATIONS Monotonicity properties of exclu- sion sensitivity Room: Pascal Malin Palö Forsström Chair: Qi-Man Shao Chalmers, Mathematical Sciences, Göteborg, Sweden 8 Scaling limit of dynamical percola- St. Louis, USA; 2Universidade Federal tion on critical Erdös-Rényi random de ABC, Sao Paulo, Brazil; 3Universi- graphs dade de Sao Paulo- Sao Carlos, Sao Carlos, Brazil Raphael Rossignol Univ. Grenoble Alpes, CNRS, Institut Model-independent pricing and Sko- Fourier, F-38000 Grenoble, France., rohod embeddings: a dynamic pro- Grenoble cedex 9, France gramming approach The annealed spectral sample of Sigrid Källblad1; Jan Obloj2; Thaleia Voronoi percolation Zariphopoulou3 1Vienna University of Technology, Vien- Hugo Vanneuville na, Austria; 2University of Oxford, Ox- Université Lyon 1, ICJ, Villeurbanne, ford, UK; 3University of Texas at Austin, France Austin, USA 13:30 - 15:05 CS10 Financial and 13:30 - 15:05 CS20 Analytical population applications methods for stochastic processes in continuous time Room: Ledningsrummet Chair: Sigrid Källblad Room: Catella Stochastic Approximation Schemes Chair: Christel Geiss for Economic Capital and Risk Mar- Organiser: Stefan Geiss gin Computations A new approach to tightness based David Barrera1; Stéphane Crépey2; Bab- on Mallliavin calculus acar Diallo3; Gersende Fort4; Emmanu- David Nualart; Arturo Jaramillo el Gobet1; Uladzislau Stazhynski1 1 The University of Kansas,