Probability and Mathematical Physics Seminar
This seminar covers a wide range of topics in pure and applied probability and in mathematical physics. Unless otherwise noted, the talks take place on Fridays, 11:10am–12pm, in room WWH 1302. See directions to the Courant Institute.
The seminar is run by Yuri Bakhtin, Gérard Ben Arous, Paul Bourgade, Percy Deift, Ruojun Huang, Eyal Lubetzky, Henry P. McKean, Chuck Newman, JeanChristophe Mourrat, Michel Pain, Yuval Peled, S. R. Srinivasa Varadhan, Ofer Zeitouni. To be kept informed, you can subscribe to the Probability Seminar Mailing list.
Seminar Organizer(s): Probabilists
Upcoming Events

Friday, December 13, 201911:10AM, Warren Weaver Hall 1302
TBA
Chiranjib Mukherjee, Munster
Past Events

Friday, December 6, 201911:10AM, Warren Weaver Hall 1302
Phase transitions in generalized linear models
Léo Miolane, NYU Courant and Center for Data ScienceSynopsis:
This is a joint work with Jean Barbier, Florent Krzakala, Nicolas Macris and Lenka Zdeborova.
We consider generalized linear models (GLMs) where an unknown $n$dimensional signal vector is observed through the application of a random matrix and a (nonlinear) componentwise output function.
We study the models in the highdimensional limit, where the observation consists of $m$ points, and $m/n \to \alpha > 0$ as $n \to \infty$. This situation is ubiquitous in applications ranging from supervised machine learning to signal processing.
We will observe some phase transition phenomena. Depending on the noise level, the distribution of the signal and the nonlinear function of the GLM we may encounter various scenarios where it may be possible or not to recover the signal. 
Friday, November 22, 201911AM, Location TBA
Northeast Probability Seminar at CUNY
Rafal Latala and Oren Louidor, University of Warsaw and TechnionSynopsis:

9:3010:00 am Registration and Refreshments

10:0011:00 am Rafal Latala (University of Warsaw)
"Strong and weak moments of random vectors" 
11:0011:30 am Refreshments

11:3012:30 am Oren Louidor (Technion)
"A scaling limit for the cover time of the binary tree" 
12:30  2:00 pm Lunch

2:00  3:00 pm Junior participant talks

3:00  3:30 pm Refeshments

3:30  4:45 pm Junior participant talks


Thursday, November 21, 20199AM, Location TBA
Northeast Probability Seminar at CUNY
Patricia Goncalves and Gabor Lugosi, Instituto Superior Técnico and Fabra UniversitySynopsis:
 9:30  10:00 am Registration and Refreshments
 10:00 11:00 am Patricia Goncalves (Instituto Superior Técnico)
"Deriving the regional fractional Laplacian with several boundary conditions."  11:0011:30 am Refreshments
 11:3012:30 am Gabor Lugosi (Fabra University)
"Noise sensitivity of the top eigenvector of a Wigner matrix."  12:30  2:00 pm Lunch
 2:00  3:00 pm Junior participant talks
 3:00  3:30 pm Refeshments
 3:30  4:45 pm Junior participant talks
 5:00  7:00 pm Conference Reception and Dinner

Friday, November 15, 201912PM, Warren Weaver Hall 1302
Decompositions of logcorrelated fields with applications
Eero Saksman, University of HelsinkiSynopsis:
We consider a simple idea to decompose logcorrelated Gaussian fields into two parts, both of which behave well in a suitable sense. Applications include Onsager type inequalities in all dimensions, analytic dependence and existence of critical chaos measures for a large class of logcorrelated fields. The talk is based on joint work with Janne Junnila (EPFL) and Christian Webb (Aalto University).

Friday, November 15, 201911:10AM, Warren Weaver Hall 1302
Strong asymptotic freeness for random tensors of unitaries.
Benoît Collins, Kyoto UniversitySynopsis:
Given $k$ iid $n\times n$ random Haar unitaries $U_1,\ldots , U_k$ and $l$ a fixed integer, we consider the joint behavior of $U_1^{\otimes l},\ldots , U_k^{\otimes l}$ and show that this sequence of $k$tuples is almost surely strongly asymptotically free in the large $n$ limit. Strong asymptotic freeness is a particular case of strong convergence, which ensures the absence of outliers for a matrix model obtained from a noncommutative polynomial in the $k$tuple We will explain our motivations, describe some variants of our result and some applications in asymptotic representation theory. We will also elaborate on a few salient aspects of the proof, such as a theory of matrix valued nonbacktracking operators, and a new inequality between moments of gaussian and unitary matrices. This talk is based on joint work in preparation with Charles Bordenave.

Friday, November 8, 20199:30AM, Warren Weaver Hall 512
Columbia/Courant joint Probability seminar
Christopher Hofman, Gaultier Lambert and Jonathan NilesWeed, University of Washington, University of Zurich, and NYUSynopsis:
9:30–10:30am Christopher Hoffman (University of Washington)
The shape of a random patternavoiding permutationA permutation that avoids the pattern 4321 has a longest decreasing sequence of length 3. We fix n, choose \sigma a 4321avoiding permutation uniformly at random and plot the points of the form (i/n,\sigma(i)/n) for 1 \leq i \leq n. Looking at this plot it is clear that the indices 1 through n can be partitioned into three sets. By linear interpolation from these three sets we can generate three functions. We show that the scaling limit of this measure on triples of functions is given by the eigenvalues of a ensemble of random matrices. We also discuss the scaling limits of other patterns.
10:30–11am Coffee break
11am–12pm Gaultier Lambert (University of Zurich)
Multivariate normal approximation for traces of random unitary matricesLet us consider a random matrix U of size n distributed according to the Haar measure on the unitary group. It is wellknown that for any k≥1, Tr[U^k] converges as n tends to infinity to a Gaussian random variable and that, surprisingly, the speed of convergence is super exponential. In this talk, we revisit this problem and present non asymptotic bounds for the total variation distance between Tr[U^k] and a Gaussian. We will also consider the multivariate problem and explain how this affect the rate of convergence. We expect that our bounds are almost optimal. This is joint work with Kurt Johansson (KTH).
12–1pm Jonathan NilesWeed (New York University)
Estimation of Wasserstein distances in the Spiked Transport ModelWe propose a new statistical model, generalizing the spiked covariance model, which formalizes the assumption that two probability distributions differ only on a lowdimensional subspace. We study various probabilistic and statistical features of this model, including the estimation of the Wasserstein distance, which we show can be accomplished by an estimator which avoids the "curse of dimensionality" typically present in highdimensional problems involving the Wasserstein distance. However, this estimator does not seem possible to compute in polynomial time, and we give evidence that any computationally efficient estimator is bound to suffer from the curse of dimensionality. Our results therefore suggest the existence of a computationalstatistical gap. Joint work with Philippe Rigollet.

Friday, November 1, 201911:10AM, Warren Weaver Hall 1302
Spin glasses, statistical inference, and HamiltonJacobi equations
JeanChristophe Mourrat, NYU Courant InstituteSynopsis:
Spin glasses are models of statistical mechanics where a large number of variables interact with one another, with random interactions that can be positive or negative. It is a surprisingly difficult problem to calculate the limit free energy of these models, called the Parisi formula. For a certain class of models, this problem was resolved in a remarkable series of works by GuerraTalagrand and Panchenko. I will describe a new way to think about this result, which recasts the Parisi formula as the solution of a HamiltonJacobi equation. I will then explain how to use this new point of view as a proof strategy in a simpler situation related to the problem of inferring a large rankone matrix.

Friday, October 25, 201911:10AM, Warren Weaver Hall 1302
Large deviations of subgraph counts for sparse random graphs
Amir Dembo, Stanford UniversitySynopsis:
In this talk, based on joint works with Nick Cook and with Sohom Bhattacharya, I will discuss recent developments in the emerging theory of nonlinear large deviations, focusing on sharp upper tails for counts of several fixed subgraphs in a large sparse random graph, such as Erdos–Renyi or uniformly dregular. Time permitting, I will describe our quantitative versions of the regularity and counting lemmas, which are geared for the study of sparse random graphs in the large deviations regime, and what our results suggest regarding certain questions in extremal graph theory.

Friday, October 18, 201911:10AM, Warren Weaver Hall 1302
Quantum graphs, convex bodies, and a centuryyearold problem of Minkowski
Yair Shenfeld, Princeton UniversitySynopsis:
That the ball minimizes surface area among all sets of fixed volume, was known since antiquity; this is equivalent to the fact that the ball is the unique set which yields equality in the isoperimetric inequality. But the isoperimetric inequality is only a very special case of quadratic inequalities about mixed volumes of convex bodies, whose equality cases were unknown since the time of Minkowski. This talk is about these quadratic inequalities and their unusual equality cases which we resolved using degenerate diffusions on the sphere. No prior knowledge of the subject is assumed.
Joint work with Ramon van Handel.

Friday, October 11, 201912PM, Warren Weaver Hall 1302
On the nonlinear large deviations: towards dimensionfree estimates
Fanny Augeri, Weizmann InstituteSynopsis:
Introduced by Chatterjee and Dembo, the nonlinear large deviation theory aims at unifying under the same paradigm certain large deviations problems such as the problem of the upper tail of subgraph counts in ErdösRényi graphs, or of the traces of powers of Wigner matrices. This paradigm consists in the fact that for these large deviations problems, the optimal large deviations strategy corresponds to changes of measure which have an affine logdensity with respect to the background measure. The goal of the nonlinear large deviations theory is to find a sufficient criterion for this particular strategy to be optimal in a given large deviation problem, and to propose quantitative estimates. We will discuss some improvements on this question which will lead us to develop transportation tools to prove in the case of the Gaussian measure and the uniform measure on discrete hypercube dimensionfree estimates.

Friday, October 11, 201911:10AM, Warren Weaver Hall 1302
Exponential decay of correlations in the twodimensional random field Ising model
Jian Ding, University of PennsylvaniaSynopsis:
We study twodimensional random field Ising model where the external field is given by i.i.d.\ Gaussian variables with mean zero and positive variance. We show that at any nonnegative temperature, the effect of boundary conditions on the magnetization in a finite box decays exponentially in the distance to the boundary. This is based on joint work with Jiaming Xia.

Friday, September 27, 201911:10AM, Warren Weaver Hall 1302
DerridaRetaux model: from discrete to continuous time
Michel Pain, NYU Courant InstituteSynopsis:
DerridaRetaux model is a simple hierarchical renormalization model, originally introduced by Collet et al., that leads to many surprisingly tough questions. Some of them have been solved recently, but many others are still open. In order to answer these questions, with Yueyun Hu and Bastien Mallein, we introduced a continuoustime version of the model, which yields an exactly solvable family of solutions. We will discuss the results obtained on this model, focusing on the behavior at criticality, where a growthfragmentation process appears as scaling limit.

Friday, September 20, 201911:10AM, Warren Weaver Hall 1302
Disconnection in two percolation models with strong correlations
Maximilian Nitzschner, ETH ZurichSynopsis:
We discuss disconnection problems in two percolation models exhibiting strong correlations. These models are level sets of the Gaussian free field (GFF) and the vacant set of random interlacements, both in dimensions larger or equal to three. Specifically, we study the 'disconnection' event that either the level set of the GFF below a given level, or random interlacements, disconnect the discrete blowup of a compact set from the boundary of an enclosing box. We give asymptotic bounds on the probability of this event in both models in their respective strongly percolative regime. Furthermore, we present results concerning the behavior of local averages of either the GFF, or occupation times of random interlacements under disconnection. In essence, the effect of disconnection amounts to a shift in the respective local average, which may be seen as an instance of entropic repulsion. This talk is based on joint work with Alberto Chiarini.

Friday, September 13, 201911:10AM, Warren Weaver Hall 1302
Geometry of geodesics through Busemann measures in directed lastpassage percolation
Firas RassoulAgha, University of UtahSynopsis:
We consider planar directed lastpassage percolation on the square lattice with general i.i.d. weights and describe the geometry of the full set of semiinfinite geodesics in a typical realization of the random environment. The main tool is the Busemann functions viewed as a stochastic process indexed by the asymptotic direction. In the exactly solvable exponential model we give a complete characterization of the uniqueness and coalescence structure of the entire family of semiinfinite geodesics. Part of our results concerns the existence of exceptional (random) directions in which new interesting shock structures occur.
Joint work with Chris Janjigian and Timo Seppalainen

Friday, September 6, 201911AM, Warren Weaver Hall 1302
Nodal Sets of Random Spherical Harmonics
Mikhail Sodin, Tel Aviv UniversitySynopsis:
In the talk I will describe what is known and (mostly) unknown about asymptotic statistical topology of zero sets of random spherical harmonics of large degree on the twodimensional sphere. I will start with basic open questions and then will discuss a nontrivial lower bound for the variance of the number of connected components of the zero set recently obtained with Fedor Nazarov. Our argument can be viewed as, probably, the first (though, modest) rigorous support of the beautiful BogomolnySchmit heuristics, which connects the asymptotic nodal counting with a percolation model on the square lattice.