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Usual place and time are Warren Weaver Hall room 512 on Fridays, 11:00 AM - 12:00 noon.

The seminar covers a wide range of topics in pure and applied probability and in mathematical physics. It is run by Yuri Bakhtin, Gérard Ben Arous, Paul Bourgade, Percy Deift, Lisa Hartung, Ruojun Huang, Thomas Leblé, Eyal Lubetzky, Henry P. McKean, Chuck Newman, S. R. Srinivasa Varadhan, Ofer Zeitouni.

Join the Probability Seminar Mailing list.

See also a list of upcoming probability events (hosted by Columbia).

Spring Semester 2018. Click on the title to read the abstract.

Friday January 26, 2018 Julian Gold (Northwestern University) Dynamical freezing in a spin glass system with logarithmic correlations
February 2, 2018 Louis-Pierre Arguin (CUNY) The maximum of the Riemann zeta function in a short interval of the critical line
February 9, 2018 Evita Nestoridi (Princeton University) Cutoff for the random to random card shuffle
Friday February 16, 2018 Yu GU (CMU) Another look into the Wong-Zakai theorem for stochastic heat equation
February 23, 2018 Barry Simon (Caltech) Spectral Theory Sum Rules, Meromorphic Herglotz Functions and Large Deviations
Friday March 2, 2018 Columbia-Courant probability seminar
Friday March 9,2018 Kevin Schnelli (KTH) Local law of addition of random matrices on optimal scale
Friday March 16, 2018 Spring recess  
Friday March 23, 2018 Kazuhiro Kuwae (Fukuoka University) Radial processes on RCD*(K,N)-spaces
Friday March 30, 2018 Raghu Varadhan (Courant Institute) The Polaron Measure
Friday April 6, 2018 10:15 am Tom Hutchroft (University of Cambridge) Recent progress on nonamenable percolation
11:15 am Maria Gordina (University of Connecticut) Couplings for hypoelliptic diffusions
Friday April 13, 2018 Columbia-Princeton day.
Friday April 20,2018 10:15 am Jon Novak (University of California, San Diego) A moment method for invariant ensembles
11:15 am Mitia Duerinckx (Université Libre de Bruxelles) Approximate spectral approach to transport properties of waves in heterogeneous media
Friday April 27,2018 Izabella Stuhl (Penn State) The high-density hard-core model on a triangular lattice
Friday May 11,2018 Douglas Abraham (Oxford University) Interface Profile in the Planar Ising Model: exact results

Fall Semester 2017. Click on the title to read the abstract.

Friday September 8, 2017 Ariel Yadin (Ben Gurion University) Beurling estimates, heat kernel decay and DLA
Friday September 15, 2017 Charles Radin (University of Texas) Surface effects in dense random graphs with sharp constraints
Friday September 22, 2017 Sebastian Andres (Cambridge Univ.) Berry-Esseen Theorem for the Random Conductance Model
Friday September 29, 2017 Pierre-Francois Rodriguez (UCLA) On random walks, local limits, and random interlacements in dimension 2
Friday October 6, 2017 Atilla Yılmaz (Koç University) Homogenization of a class of 1-D nonconvex viscous Hamilton-Jacobi equations in random media
Friday October 13, 2017 Yinon Spinka (Tel-Aviv University) A condition for long-range order in discrete spin systems
Friday October 20, 2017 Courant Instructor day
Friday October 27, 2017 10.15 am. Alexander Moll (University of Bonn) Non-Random Partitions from Log-Correlated Gaussian Fields
11.15am. Josh Rosenberg (U. Penn) Percolation processes on Galton-Watson trees
Friday November 3, 2017 Columbia-Courant probability seminar
Friday November 10, 2017 10:15am Max Fathi (Inst. Mathématique de Toulouse) Stein kernels, optimal transport and the CLT
11:15am Joseph Najnudel (Univ. Cincinnati) On unitarily invariant ensembles of infinite Hermitian matrices
November 16 and 17, 2017 Northeast probability seminar
November 24, 2017 Thanksgiving recess.
Friday December 1, 2017 Zsolt Pajor-Gyulai (Courant) Exit problems near hyperbolic equilibria and noisy heteroclinic networks
Friday December 8, 2017 10:15am Johannes Alt (I.S.T. Austria) Local inhomogeneous circular law
11:15am Valentina Ros(CEA Saclay) Arrangement of local minima and phase transitions in the energy landscape of simple glassy models
Friday December 15, 2017 10:15am Oren Louidor (Technion Hafia) On the extreme and large-value landscape of the discrete Gaussian free field and friends
11:15am Guillaume Rémy (École Normale Supérieure de Paris) The Fyodorov-Bouchaud conjecture and Liouville conformal field theory

Spring Semester 2017. Click on the title to read the abstract.

Friday January 27, 2017 Pierre Tarres (Université Paris-Dauphine)   Reinforced Random Walks and Statistical Physics
Friday February 10, 2017 Mickey Salins (Boston University)   Uniform large deviations principle for a general class of stochastic partial differential equations.
Friday February 17, 2017 10:30AM Guillaume Barraquand (Columbia)   KPZ growth in a half space
11:30 Andrea Agazzi (Stanford and Université de Genève)   Large Deviations Theory for Chemical Reactions Networks
Friday February 24, 2017 10:15 Xinyi Li (U. Chicago)   Percolative properties of Brownian interlacements and its vacant set
11:15 Daniel Ahlberg (IMPA and Uppsala University)   Random coalescing geodesics in first-passage percolation
Friday March 03, 2017 Philippe Sosoe (Harvard)   A Sharp Quasi-Invariance Result for Gaussian Measures under NLS with Quartic Dispersion
Friday March 10, 2017 Xiaoqin Guo (U. Purdue)   Harnack inequality for a balanced random environment
Friday March 17, 2017 Spring recess  
Friday March 24, 2017 10:15 Elliot Paquette (Ohio State University)   Random perturbations of non-normal matrices
11:15 Tom Trogdon (UC Irvine)   Numerical analysis of random matrices
Friday March 31, 2017 Columbia-Princeton Probability day
Friday April 07, 2017 Yan Fyodorov (King's College London)   Exponential number of equilibria and depinning threshold for directed polymers in a random potential
Thursday April 13, 2017 (3:20pm in WWH 1302) Vadim Gorin (MIT)   Macroscopic fluctuations of discrete particle systems
Friday April 14, 2017 10:15 AM Antonio Auffinger (Northwestern Univ.)   The SK model is FRSB at zero temperature.
11:15 AM Ilya Goldsheid (Queen Mary University)   Lyapunov exponents of products of non-identically distributed independent matrices and transformations.
Wednesday April 19, 2017 Courant/Columbia probability seminar   Jean Bertoin, Zhou Fan, Cyril Labbé
Friday April 28, 2017 Victor Chernozhukov   Central Limit Theorems and Bootstrap in High Dimensions
Friday May 05, 2017 Antti Kupiainen   Probabilistic Liouville Theory
Friday May 26, 2017 Alan Hammond   The weight, geometry and coalescence of scaled polymers in Brownian last passage percolation.

Fall Semester 2016. Click on the title to read the abstract.

Friday September 9, 2016 Vlad Vysotskiy (Imperial C. and Steklov)   Convex hulls of random walks and Weyl chambers
Friday September 16, 2016 Leo Rolla (U. de Buenos Aires and NYU Shanghai)   Absorbing-State Phase Transitions
Friday September 23, 2016 Subhabrata Sen (Stanford)   Optimization on Sparse Random Graphs and its Applications
Friday September 30, 2016 Lisa Hartung (Courant)   Extended Extremal Process and Friends in Branching Brownian Motion
Friday October 7, 2016 10.30 AM: Jean-Christophe Mourrat (CNRS)   Heat kernel bounds for interacting particle systems
11.30 AM: Xin Sun (MIT)   Liouville quantum gravity and peanoshere
Friday October 14, 2016 Columbia-NYU probability seminar series
Friday October 21, 2016 Courant Instructor Day
Friday October 28, 2016 10.30 AM: Gerard Ben Arous (Courant)   The ant in high-dimensional labyrinths (I)
11.30 AM: Alexander Fribergh (Montréal)   The ant in high-dimensional labyrinths (II)
Friday November 4, 2016 10.30 AM: Martin Tassy (UCLA)   Variational principles for discrete maps
11.30 AM: Chiranjib Mukherjee (WIAS Berlin)   Quenched large deviations for random walks on supercritical percolation clusters
Thursday November 10, 2016 5:00 PM (Room 1314): Amelia Perry (MIT) Optimality and sub-optimality of PCA for spiked random matrix models
Friday November 11, 2016 Sylvia Serfaty (Courant) LDP and CLT for fluctuations of Coulomb gases
Wednesday November 16, 2016 5:00 PM (Room 201): Insuk Seo (Berkeley)   Metastability without time reversibility
Friday November 18, 2016 Northeast probability seminar
Friday November 25, 2015 Thanksgiving
Friday December 2, 2016 10:30AM: Alon Nishry (U. Michigan)   Gaussian complex zeros on the hole event: the emergence of a forbidden region
11.30 AM: Igor Krasovsky (Imperial College)   Splitting of a gap in the bulk of the spectrum of random matrices.
Friday December 9, 2016 Fabrice Baudoin (U. of Connecticut)   Differential forms on Dirichlet spaces and Bakry-Emery estimates on metric graphs
Friday December 16, 2016 10.30 AM: Florent Bekerman (MIT)   Mesoscopic Central Limit Theorem for general beta-ensembles.
11.30 AM: Yuri Kifer (Hebrew Univ. of Jerusalem and U. of Pennsylvania)   Extensions of the Erdös-Rényi Law of Large Numbers

Spring Semester 2016. Click on the title to read the abstract.

Friday January 29, 2016 Alexander Moll (MIT)   Random Partitions and the Quantum Benjamin-Ono Hierarchy
Friday February 5, 2016 Columbia-NYU probability seminar series
Friday February 12, 2016 Jean-Michel Bismut (Orsay)   Hypoelliptic Laplacian and probability
Friday February 19, 2016 Chiranjib Mukherjee (Courant)   Occupation measures, compactness and large deviations
Friday February 26, 2016 Zeev Rudnick (Tel Aviv and IAS)   Quantum chaos, eigenvalue statistics and the Fibonacci sequence
Friday March 4, 2016 Toby Johnson (USC)   The frog model on trees
Friday March 11, 2016 10 AM: Alexander Bobenko (TU Berlin)   Discrete conformal mappings and Riemann surfaces
11 AM: Claudio Landim (IMPA)   Static large deviations of reaction-diffusion model
Friday March 18, 2016 Spring Break  
Friday March 25, 2016 Scott Sheffield (MIT)   Universal Randomness in 2D
Thursday March 31, 2016 Horng-Tzer Yau (Harvard)   Courant Lectures Part I
Friday April 1, 2016 10 AM: Eric Cator (Radboud University)   Busemann functions and second class particles
11 AM: Horng-Tzer Yau (Harvard)   Courant Lectures Part II
Thursday April 7 2016 4.10 PM, WWH 1302, Clement Hongler (EPFL)   Ising Interfaces and Exploration Trees
Monday April 11 2016 1PM, WWH 1302, Thomas Kriecherbauer (Bayreuth)   Deviations of the maximum for a class of non-determinantal ensembles
Friday April 15, 2016 10 AM: Elena Kosygina (CUNY)   Excited random walks in Markovian cookie environments on Z
11 AM: Charles Radin (Austin)   Emergent phases in large constrained graphs
Friday April 22, 2016 10 AM: Daniel Lacker (Brown)   Mean field limits for stochastic differential games
11 AM: Jack Hanson (CUNY)   Bigeodesics in two-dimensional first-passage percolation
Friday May 6, 2016 10 AM: Van Vu (Yale)   Random functions: A new road to universality
11 AM: Jürg Fröhlich (ETH Zürich)   The Arrow of Time - Images of Irreversible Behavior

Fall Semester 2015. Click on the title to read the abstract.

Friday September 4, 2015 Peter Forrester (Melbourne)   Raney distribution and random matrices
Friday September 11, 2015 Mark Freidlin (Maryland)   Long-time influence of small perturbations
Wednesday September 16, 2015 Laurent Menard (Paris)   Percolation by cumulative merging and phase transition for the contact process on random graphs
Friday September 18, 2015 10 AM: Rongfeng Sun (Singapore)   Scaling Limits of Disordered Systems: Marginal Relevance and Universality
11 AM: Arno Kuijlaars (Leuven)   Products of random matrices
Friday September 25, 2015 Wouter Kager (Amsterdam)   Signed loop representations of Ising correlations
Friday October 2, 2015 Courant Instructor Day
Friday October 9, 2015 Columbia-Courant probability seminar series
Friday October 16, 2015 Roland Bauerschmidt (Harvard)   Local eigenvalue statistics for random regular graphs
Friday October 23, 2015 Ivan Nourdin (Luxembourg)   The Gaussian Product Conjecture
Friday October 30, 2015 Nicholas Cook (UCLA)   Random regular digraphs: singularity and spectrum
Friday November 6, 2015 Guillaume Barraquand (Columbia)   Random walks in Beta random environment
Friday November 13, 2015 10 AM: Yuri Kifer (Jerusalem)   Further advances in nonconventional limit theorems
11 AM: Shirshendu Ganguly (Seattle)   Competitive erosion is conformally invariant
Friday November 20, 2015 Northeast probability seminar
Friday November 27, 2015 Thanksgiving
Friday December 4, 2015 10 AM: Oren Louidor (Technion)   Aging in a logarithmically correlated potential
11 AM: Robert Neel (Lehigh University)   Random walks, Laplacians, and volumes in sub-Riemannian geometry
Friday December 11, 2015 10 AM: Zhipeng Liu (Courant)   Asymptotics in periodic TASEP with step initial condition
11 AM: Brian Rider (Temple)   A universality result for the random matrix hard edge

Spring Semester 2015. Click on the title to read the abstract.

Friday February 6, 2015 Jonathan Keating (Bristol)   Extreme values of the Riemann zeta function and characteristic polynomials of random matrices
Friday February 13, 2015 Timo Seppalainen (Wisconsin)   Busemann functions for the directed polymer model
Friday February 20, 2015 10 AM: Eugene Strahov (Jerusalem)   Hole probabilities and gap probabilities for products of random complex matrices
11 AM: Nike Sun (Microsoft, MIT)   The exact k-SAT threshold for large k
Friday February 27, 2015 Columbia-NYU probability seminar series
Friday March 6, 2015 10 AM: Keiichi R.Ito (Kyoto)   Block Spin Transformation of 2D O(N) Sigma Model, Toward Solving a Millennium Problem
11 AM: Roman Kotecky (Warwick)   Long range order for random colourings on planar graphs
Friday March 13, 2015 10 AM: Karol Kozlowski (CNRS)   Large N analysis of the sinh-model
11 AM: Simone Warzel (Munich)   Resonant delocalization
Friday March 20, 2015 Spring Break  
Friday March 27, 2015 Irina Nenciu (UI Chicago)   On some criteria for quantum and stochastic confinement
Friday April 3, 2015 Charles Smart (Cornell)   The Abelian sandpile on periodic Euclidean graphs
Friday April 10, 2015 Senya Shlosman (Marseille, Moscow)   Airy diffusion and N^{1/3} fluctuations in the 2D Ising model.
Friday April 17, 2015 Hugo Duminil-Copin (Geneve)   Scaling window of Bernoulli percolation on Z^d
Friday April 24, 2015 10 AM: Fabio Toninelli (CNRS)   A class of (2+1)-dimensional growth process with explicit stationary measure
11 AM: Jinho Baik (Michigan)   Fluctuations of the free energy of spherical spin glass
Friday May 1, 2015 Beatrice de Tiliere (Paris 6)   The Z-invariant massive Laplacian on isoradial graphs
Friday May 8, 2015 10 AM: Fabio Martinelli (Roma)   East models
Monday May 11, 2015 11 AM: Kevin Schnelli (IST Vienna)   Universality for deformed Wigner matrices
Friday May 15, 2015 Claudio Landim (IMPA)   Condensing zero-range processes

Fall Semester 2014. Click on the title to read the abstract.

Friday September 19, 2014 Vladas Sidoravicius (IMPA)   Continuity of phase transitions for models of Statistical Mechanics.
Friday September 26, 2014 Charles Bordenave (Toulouse)   Non-backtracking spectrum of random graphs.
Friday October 3, 2014 Hao Wu (MIT)   Intersections of SLE paths
Friday October 10, 2014 Columbia-NYU probability seminar series
Friday October 17, 2014 Elliot Paquette (Weizmann)   Stationary random graphs and the hyperbolic Poisson Voronoi tessellation
Friday October 24, 2014 Jonathan Novak (MIT)   Random tilings and Hurwitz numbers
Friday October 31, 2014 Ely Merzbach (Bar-Ilan)   Set-Indexed processes and regularity.
Friday November 7, 2014 Vadim Gorin (MIT)   Multilevel Dyson Brownian Motion and its edge limits
Friday November 14, 2014 10 AM: Yuri Kifer (Jerusalem)   Poisson and compound Poisson asymptotics for statistics of multiple recurrencies to shrinking sets.
11 AM: Yuval Peres (Microsoft)   Markov type for planar graphs and applications
Friday November 21, 2014 Northeast probability seminar
Friday November 28, 2014 Thanksgiving
Friday December 5, 2014 Thomas Spencer (IAS)   Statistical Mechanics arising from Random Matrix theory
Friday December 12, 2014 Ramis Movassagh (Northeastern, MIT)   Violation of the area law in quantum spin chains

Past years.