Probability Seminar

This is a joint work with Reza Gheissari (Northwestern) and Aukosh Jagannath (Waterloo), Outstanding paper award at NeurIPS 2022. We study the scaling limits of stochastic gradient descent (SGD) with constant step-size in the high-dimensional regime...

Sheffield showed that conformally welding a γ-Liouville quantum gravity (LQG) surface to itself gives a Schramm-Loewner evolution (SLE) curve with parameter κ=γ2 as the interface, and Duplantier-Miller-Sheffield proved similar stories for κ=16/γ2...

I will present a somewhat novel approach to known relationships (in works of Sheffield, Miller, and others) between SLE and GFF, the exponential of the GFF (quantum length/area), and Minkowski content of paths. The Neumann GFF is defined as the real...

I will discuss exact solvability results (in a sense) for scaling limits of interface crossings in critical random-cluster models in the plane with various general boundary conditions.

The results are rigorous for the FK-Ising model, Bernoulli...

Can you hear the shape of LQG? We obtain a Weyl law for the eigenvalues of Liouville Brownian motion: the n-th eigenvalue grows linearly with n, with the proportionality constant given by the Liouville area of the domain (times a certain...

How long does it take for a random walk to cover all the vertices of a graph?

And what is the structure of the uncovered set (the set of points not yet visited by the walk) close to the cover time?

We completely characterize the vertex...

I will start by introducing and motivating the (two-component) Coulomb gas on the d-dimensional lattice Zd. I will then present some puzzling properties of the fluctuations of this Coulomb gas. The connection of this model with integer-valued fields...

We will discuss stochastic quantization i.e. Langevin dynamic of the Yang-Mills model on two and three dimensional torus. This is described by a Lie algebra valued stochastic PDE driven by space-time white noise. We construct (local) solution to...

We consider a Poisson point process on Rd with intensity lambda for d greater than or = 2. On each point, we independently center a ball whose radius is distributed according to some power-law distribution mu. When the distribution mu has a finite d...

For each central charge c∈(0,1], we construct a conformally invariant field which is a measurable function of the local time field L of the Brownian loop soup with intensity c and i.i.d. signs given to each cluster. This field is canonically...