The Southern California Probability Symposium

Archive of Past Talks

This archive is by no means exhaustive; much of the information has been originally preserved here.

year: 2023
host: UCSD
organizers: UCSD
website (mirror)
Speaker
Krzysztof Burdzy Archimedes' Principle for a Ball in Ideal Gas
Steven Evans Markov chains associated with radix sort and PATRICIA, and their bridges
Tom Hutchcroft Percolation on Finite Transitive Graphs
Tianyi Zheng Liouville Property for Random Walks and Conformal Dimension
The Ronald Getoor Lecture: Kavita Ramanan Asymptotics of Interacting Particles on Sparse Random Graphs: from Typical to Atypical Behavior
Pooja Agarwal An SPDE limit for stochastic networks with reneging
Saad Mouti Rough volatility: From range-based to implied estimators
Marianna Russkikh Aztec diamond and Lorentz-minimal surface
year: 2021
host: UCI
organizers: UCI
website (mirror)
Speaker
Dmitrii Ostrovskii Near-Optimal Procedures for Model Discrimination with Non-Disclosure Properties
Brett Kolesnik Random Coxeter tournaments
David Jekel Transport of measure in random matrix theory
Adam Waterbury Asymptotics and Approximation of Quasi-Stationary Distributions
Davar Khoshnevisan Dissipation in Parabolic SPDEs: Oscillation and decay of the solution
year: 2020
host: USC
organizers: USC
website (mirror)
Speaker
Ruth Williams 50th year of the SCPS
Swee Hong Chan Sorting probability for Young diagrams
Ruimeng Hu Convergence Of Deep Fictitious Play For Stochastic Differential Games
Alan Hammond Stability and chaos in dynamical last passage percolation
Marek Biskup, and others Reminiscences of Tom Liggett
Yuriy Nemish Rational Functions of Random Matrices and Scattering in Quantum Dots
Persi Diaconis Gambler's Ruin with Three Gamblers
year: 2019
host: UCLA
organizers: UCLA
website (mirror)
Speaker
Moritz Voss A two-player stochastic differential price impact game
Mohamed Ndaoud Improved clustering algorithms for the Bipartite Stochastic Block Model
Bambad Hosseini Function Space Metropolis-Hastings for Bayesian Inverse Problems with Non-Gaussian Priors
Hanbaek Lyu Scaling limit of soliton statistics of a multicolor box-ball system
Mark Huber Bernoulli factories, local correctness, and the Fundamental Theorem of Perfect Simulation
year: 2018
host: USC
organizers: UCSB
website (mirror)
Speaker
Steven Heilman Minimal Gaussian Partitions, Clustering Hardness and Voting
Wenpin Tang Discrete and continuous ranking models
Alex Shkolnik Monte Carlo estimation for multivariate jump-diffusions
Benson Au The infinitesimal distribution of a random band matrix
Rene Carmona Mean Field Games with finite states in the weak formulation, and application to contract theory
year: 2017
host: UCI
organizers: UCI
website (mirror)
Speaker Title
Roman Vershynin Deviations of random matrices and applications
James-Michael Leahy On the Navier-Stokes equation with rough transport noise
Jean-Dominique Deuschel Harnack inequality for degenerate balanced random random walks
Reza Aghajani Asymptotic analysis of multi-class queues with random order of service
Gerard Ben Arous Complexity of the spiked tensor model
year: 2016
host: USC
organizers: USC
website (mirror)
Speaker Title
Georg Menz Variational principles for discrete maps
Ruth Williams Reflected Diffusions and (Bio)Chemical Reaction Networks
Tom Trogdon Universality in numerical computations with random data
Nils Detering Bootstrap Percolation in Directed Inhomgeneous Random Graphs
Yuval Peres Pinpointing mixing time in expanders and random graphs
year: 2015
host: UCI
organizers: UCSD
website (mirror)
Speaker Title
Tianyi Zheng Applications of Markov type to infinite groups
Pierre-François Rodriguez On level set percolation for the Gaussian free field
Andrey Sarantsev Infinite systems of competing Brownian particles
Badal Joshi Detailed balance, Complex balance, and Product-Form Stationary Distribution in Stochastic Models of Reaction Networks
Sourav Chatterjee Gauge-string duality in lattice gauge theories
year: 2014
host: UCLA
organizers: UCLA
website (mirror)
Speaker Title
Omer Angel Planar Unimodular graphs
Steven Heilman Strong Contraction and Influences in Tail Spaces
Vilmos Prokaj On the ergodicity of the Lévy transformation
Sneha Subramanian Zeros of the derivatives of random polynomials and random entire functions
Tobias Johnson The frog model on trees
year: 2013
host: USC
organizers: UCSB
website (mirror)
Speaker Title
Jason Schweinsberg Critical branching Brownian motion with absorption
Qi He Large and moderate deviations of two-time-scale Markovian switching systems
James Zhao Expand and Contract: A Technique for Combinatorial Sampling
Eviatar B. Procaccia Quenched invariance principle for simple random walk on clusters in correlated percolation models
Marco Frittelli Conditional evenly convex sets and the representation of conditional maps
year: 2012
host: UCI
organizers: UCI
website (mirror)
Speaker Title
Chuck Newman Coarsening Models
Alexandra Chronopoulou Sequential Change Detection for Fractional SDEs
Tonci Antunovic Tug-of-War and the Infinity Laplace Equation With Neumann Boundary Conditions
Quentin Berger Influence of a Correlated Disorder in the Polymer Pinning Model
Bruce Driver Feynman Path Integrals in Curved Spaces
year: 2011
host: USC
organizers: USC
website (mirror)
Speaker Title
Jinquiao Duan Random Dynamical Systems with Non-Gaussian Noises
Tom Alberts The Continuum Directed Random Polymer and the KPZ Universality Class
Allan Sly Asymptotic Learning on Social Networks
Tomoyuki Ichiba On collision of Brownian particles and applications
Konstantin Zuev Markov Chain Monte Carlo Revolution in Reliability Engineering
year: 2010
host: UCLA
organizers: UCSD
website (mirror)
Speaker Title
Oren Louidor Mixing time analysis of the Glauber dynamics for the Curie-Weiss Potts Model
Jin Ma Recent developments on forward-backward stochastic differential equations
Rohini Kumar Small time asymptotics for fast mean-reverting stochastic volatility models
Jim Pitman Concave majorants of random walks and Lévy processes
Todd Kemp Chaos and the fourth moment
year: 2009
host: UCI
organizers: UCSB
website (mirror)
Speaker Title
J. Michael Harrison On the positive recurrence of semimartingale reflecting Brownian motions in three (and higher) dimensions
Weian Zheng How to match two pictures
Sebastien Roch Probabilistic techniques in mathematical phylogenetics
Ery Arias-Castro Detection of an abnormal cluster in a network
Sergey Lototsky Parameter estimation in stochastic equations that are second-order in time
Michael Ludkovski A simulation approach to optimal stopping under partial information
year: 2008
host: UCLA
organizers: UCLA
Speaker Title
Chris Hoffman Dynamical random walks and percolation
Benny Sudakov On the random satisfiable process
Pietro Caputo Relaxation to equilibrium in polymer models and lozenge tilings
Jason Fulman Commutation relations and Markov chains
Lincoln Chayes Critical behavior of 2D percolating systems: A (modest) result concerning universality
year: 2007
host: UCI
organizers: UCI
website (mirror)
Speaker Title
Ken Alexander The effect of disorder on polymer depinning transitions
Alexei Borodin Large time fluctuations of the totally asymmetric simple exclusion process
Jean-Pierre Fouque On Volatilities
Amber Puha The Fluid Limit of a Shortest Remaining Processing Time Queue
Jack Xin Asymptotic front speeds in random flows
year: 2006
host: USC
organizers: USC
notes: held in early 2007; Ted Harris conference
Speaker Title
Thomas Liggett Correlation Inequalities and the Contact Process: Ted Harris and Beyond
Peter Baxendale Stirring processes and random sources for stochastic flows
David Aldous Probability and Spatial Networks
Nikolaos Zygouras Lyapounov norms for random walks in a random potential and dimension greater than three
year: 2005
host: UCI
organizers: UCSD
Speaker Title
Larry Goldstein Zero Biasing and Combinatorial Central Limit Theorems
Karen Ball Stochastic models for multiscale chemical reaction kinetics
Sourav Chatterjee Duality Between Normal Approximation and Concentration Around the Mean
Noam Berger Quenched Invariance Principle for Random Walk on Percolation Clusters
Pat Fitzsimmons Intersections and Infinite Divisibility of Regenerative Sets
year: 2004
host: USC
organizers: USC
website (mirror)
Speaker Title
Remigijus Mikulevicius On the stochastic Navier-Stokes equation
Yuval Peres Point processes, the stable marriage algorithm, and Gaussian power series
Jason Schweinsberg Exchangeable coalescent processes and the genealogy of branching processes
Janos Englander Branching Brownian motion in a random environment
Mike Cranston Some results on the parabolic Anderson model
year: 2003
host: UCLA
organizers: UCSB
website (mirror)
Speaker Title
Jianfeng Zhang L2-modulus and Numerical Methods for Backward SDEs
Chris Burdzy Trap domains for reflected Browninan motion
Silke Rolles Edge-reinforced random walk on a ladder
Robert Adler Random Fields on Manifolds
Magdalena Musat Interpolation techniques and inequalities for non-commutative martingales
year: 2002
host: UCLA
organizers: UCLA
website (mirror)
Speaker Title
Amir Dembo Aging and fluctuation-dissipation theorem
Knut Solna Option pricing with stochastic volatility
Marek Biskup Critical scale for droplet formation in the 2D Ising model
Guillaume Bonnet The Burgers Superprocess
Ken Alexander Saline over the bounding domain: a toy model for freezing with impurities
year: 2001
host: UCI
organizers: UCI
notes: AMS meeting
Speaker Title
René Carmona Weather Derivatives
Boris Rozovskii A nonlinear filtering approach to volatility estimation
Weian Zheng To discretize a backward SDE
Jaksa Cvitanic Efficient computation of heding portfolios for options with discontinuous payoffs
Ronnie Sircar Approximations for some stochastic control problems in financial engineering
Roberto Schonmann Stretched exponential fixation in stochastic Ising model at zero temperature
Davar Khoshnevisan Locally grown random sets
Peter Kotelenez NA
Frederi Viens Lower (and hopefully sharp upper) bounds on the almost sure Lyapunov exponent for a stochastic PDE
Giray Okten Randomized quasi-Monte Carlo methods in option pricing
Sergey Lototsky Nonlinear recursive estimation algorithms
Yesim Tokat Asset liability management: A review and some new results in the presence of heavy tails
Luis Roman Rate of convergence in homogenization of parabolic PDEs
Anastasia Ruzmaikina Quasi-stationary states of Indy 500 model
year: 2000
host: UCLA
organizers: UCSD
website (mirror)
Speaker Title
Cindy Greenwood In search of a 1/f theorem
Persi Diaconis A Bayesian peek into Feller Volume 1
Susan Holmes Random walks on tree space
Bruce Driver Quantized Yang-Mills Theory, Chaos Expansions and Hall's Transform
Roberto Schonmann Statistical mechanics on graphs
year: 1999
host: USC
organizers: USC
website (mirror)
Speaker Title
Jaksa Cvitanic On portfolio optimization in incomplete markets
Alexander Holroyd Entanglement percolation and boundary conditions
Steven Evans Antagonistic superprocesses
Enrique Andjel An asymptotic shape theorem for an infection model
Ruth Williams Dynamic scheduling of a parallel server system in heavy traffic
year: 1998
host: UCLA
organizers: UCSB
website (mirror)
Speaker Title
Norio Konno Survival probabilities and correlation inequalities for two-neighbor stochastic cellular automata
Amber Puha A Reversible Interacting Particle System on the Binary Tree
Rick Schoenberg There are no Poisson image processes
Jim Pitman Coalescent processes associated with random trees, Brownian excursions and stable subordinators
H. Zhao Solutions to a Class of Multi-dimensional SPDEs
year: 1997
host: UCI
organizers: UCI
Speaker Title
Abel Klein Localization of light in random media
Richard Arratia Two conjectures in probabilistic number theory
Pat Fitzsimmons Markov processes with identical bridge laws
Raya Feldman Filtering from observations with Lévy noise
Tom Mountford Convergence results for citical newest particle systems
year: 1996
host: UCLA
organizers: UCLA
notes: AMS meeting
website (mirror)
Speaker Title
Ken Alexander The asymmetric random cluster model and comparisons among Potts models
Alan Stacey A strict inequality between site and bond critical probabilities
Robert Burton Mixing and determinism in random fields
Roberto Schonmann The Ising model in recent years: Wulff droplets, metastability, and strong mixing properties
Peter Baxendale Almost sure mixing for stochastic flows of diffeomorphisms
Janko Gravner Properties of critical threshold growth dynamics
David Aldous Deterministic and stochastic models for coalescence: A survey of the mean field theory
Uri Keich A possible definition of a stationary tangent process
Vladimir Piterbarg Convergence of rescaled isotropic flows to a coalescing flow
Amber Puha Critical values for reversible growth models on trees
Francis Su Rates of convergence for random walks on S1 and S2
Sherry Masooman High temperature and strong magnetic field phases of long range random Ising models
Intae Jeon Gelation phenomena
year: 1995
host: USC
organizers: UCSD
notes: part of the AMS Western Sectional Meeting
Speaker Title
Ed Waymire Positive T-martingales and cascades: some theory and examples
Emily Puckette The Disconnection Exponent for Simple Random Walk
V. Metz Traces of Markov Processes Used in Renormalization on Nested Fractals
Senya Shlosman Staggered phases in systems with continuous symmetry, produced by the annealed disorder
Francis Comets Spin glass mean-field model at high temperature and stochastic calculus
Thomas Liggett Multiple transition points for the contact process on the binary tree
year: 1994
host: USC
organizers: USC
Speaker Title
Torgny Lindvall NA
Hyungsok Ahn NA
Gesine Reinert NA
René Carmona NA
year: 1993
host: UCLA
organizers: UCLA
Speaker Title
Richard Arratia NA
Bruce Driver NA
Christian Borgs NA
Mihael Perman NA
year: 1992
host: UCLA
organizers: UCSB
website (mirror)
Speaker Title
Roman Kotecký The dynamics of droplet growth for asymmetric Ising models
Harry Cohn Random matrices and multitype population models
Boris Rozovskii On parameter estimation for stochastic differential equations
Lincoln Chayes NA
Yosef Rinott Coupling and limit theorems
year: 1991
host: UCI
organizers: UCSD
Speaker Title
Abel Klein Contact and percolation processes in a disordered environment
Richard Sowers Some new results for stochastic parabolic PDE's with white noise perturbations
Rajeeva Karandikar Invariant measures and evolution equations for Markov processes characterized via martingale problems
Weian Zheng Brownian motion on a non-smooth Riemannian manifold
Simon Tavaré Independent process approximations for combinatorial structures
year: 1990
host: UCI
notes: AMS meeting
Speaker Title
Claudia Neuhauser Forest fires with regrowth in D=2
Jean-Pierre Fouque Hydrodynamics for totally asymmetric attractive particle system with general initial profiles
Eric Grannan Mathematical models of catalytic surfaces
Thomas Liggett The contact process in a random environment
C. Tang Droplet model for autocorrelation functions in an Ising ferromagnet
Joe Watkins Symmetry and change of measure
Ken Alexander Random laws for stationary processes
David Barsky Continuity of the percolation transition
Mathew Penrose Quantum sticky spheres and Bessel bridges
Jennifer Chayes Nature of the critical phenomenon in self-organized criticality
year: 1989
host: UCI
Speaker Title
Glen Swindle Convergence results for the exclusion process
Steven Kalikow Explicit isomorphism of infinite entropy transformations
Neil Falkner Non-randomized Skorokhod stopping for right processes
Massimo Campanino d+1 dimensional percolation with d dimensional disorder and related models
Steven Evans Self-avoiding walk on a hierarchical lattice in 4 dimensions
year: 1988
host: USC
notes: held in early 1989; titles taken from the table of contents of Spatial Stochastic Processes: A Festschrift in Honor of Ted Harris on his Seventieth Birthday (Progress in Probability), no. 19, eds. Kenneth S. Alexander and Joseph C. Watkins, Birkhauser Boston 1991.
Speaker Title
Steven Orey NA
Yves Le Jan Asymptotic Properties of Isotropic Brownian Flows
Richard Durrett A New Method for Proving the Existence of Phase Transitions
Thomas Liggett Spatially Inhomogeneous Contact Processes
David Griffeath Cyclic Cellular Automata in Two Dimensions
Theodore Cox Some Remarks on the Theory of Critical Branching Random Walk
Peter Ney Branching Random Walk
Charles Newman Dynamic Renormalization and Continuity of the Percolation Transitions in Orthants
Harry Kesten Asymptotics in High Dimensions for the Fortuin-Kasteleyn Random Cluster Model
Richard Holley On the Asymptotics of the Spin-Spin Autocorrelation Function in Stochastic Ising Models Near the Critical Temperature
Peter Baxendale Statistical Equilibrium and Two-Point Motion for a Stochastic Flow of Diffeomorphisms
Hiroshi Kunita Ergodic Properties of Nonlinear Filtering Processes
year: 1987
host: USC
organizers: USC
Speaker Title
Ken Alexander NA
Tom Mountford NA
Charles Newman NA
Richard Holley NA
Pat Fitzsimmons NA
Tom Salisbury NA
year: 1986
host: UCI
Speaker Title
Sidney Port New results on the occupation time and range of infinitely divisible processes
Masao Nagasawa A statistical model for segregation of populations
Hirofumi Osada Propogation of chaos for the two dimensional Navier-Stokes equation
Yosef Rinott Inequalities for multivariate infinitely divisible processes
Joe Watkins The Donsker-Strassen program for Lie groupsy
Philip Protter Integrating anticipating processes
year: 1985
host: UCLA
organizers: UCLA
Speaker Title
Paul Chacon Barrier stopping times nd the filling scheme
Shinichi Kotani Global and local analysis in the study of random spectra
David Aldous Eigenvalues and probabilities for Markov processes
Hermann Thorisson On maximal and distributional coupling
Joe Gani Some problems of epidemic theory
year: 1984
host: USC
Speaker Title
Richard Arratia Critical phenomena for sequence matching
René Carmona Existence results in Nelson's stochastic mechanics
Sándor Csöorgő What portion of the sample makes a partial sum asymptotically normal or stable?
Ruth Williams Reflected Brownian motion in a polygonal region
Donald Ylvisaker Prediction and maps
year: 1983
host: UCI
Speaker Title
Anestis Antoniadis An infinite dimensional Ornstein-Uhlenbeck process and statistical applications
Janos Komlos Probabilistic methods in combinatoriccs and computer science
Richard Darling Martingales with values in a manifold
David Gilat On the distribution of maxima of martingales
Richard Durrett On the phase transition in Galton-Watson processes
year: 1982
host: UCI
Speaker Title
Thomas Liggett A comparison theorem for reversible Markov chains—with applications to particle systems
Ross Pinsky Large deviations for Markov processes
Joseph Glover Balayage and time changes of Markov processes
Martin Jacobsen Characterizations of co-optional times
Mark Kac Some analytic aspects of function space integration
year: 1981
host: UCLA
organizers: UCLA
Speaker Title
Bruce Atkinson Optional times of a Markov process
Richard Durrett The basic contact process, 1980-1981
Terry Lyons Some classical theorems in analysis—a probabilistic approach
Michael Sharpe Birth and death times for Markov processes
René Carmona Exponential moments for hitting times of uniformly ergodic Markov processes
year: 1980
host: USC
Speaker Title
Michael D. Brennan Renewal and branching processes generated by random partition of (0,1)
Barry Simon Brownian motion and Harnack's inequality for Schrödinger operators
Richard Arratia Coalescing random walks on Zd
Talma Leviatan Markov processes with random starting time
M.M. Rao Harmonizable processes
year: 1979
host: UCI
Speaker Title
Abel Klein Stochastic processes associated with quantum systems
Richard Vitale Some results and perspectives in geometric probability theory
Peter Walters The theory and applications of topological Markov chains
Herbert Heyer Hemigroups of probability measures on a Lie group
year: 1978
host: UCI
Speaker Title
Stephen Book Large deviation probabilities and some recent applications
Thomas Liggett Exclusion processes with long excursions
Albert Wang Gamma variation of singular functions of Brownian motion
Murray Rosenblatt Some limit theorems for strongly dependent processes
year: 1977
host: UCLA
Speaker Title
Ronald Getoor Excursions of a Markov Process
Theodore Cox Entrance Laws and Markov Processes with Time Parameter (-∞,+∞)
Philip Protter Hp Stability of solutions of stochastic differential equations
Charles Stone Potential theory for recurrent symmetric infinitely divisible processes
Theodore Harris Random flows in the plane induced by stochastic differential equations
year: 1976
host: NA
Speaker Title
NA NA
year: 1975
host: UCI
organizers: UCI
Speaker Title
NA NA
year: 1974
host: UCLA
Speaker Title
Theodore Harris Associate processes
Clifford Qualls A law of the iterated logarithm for Gaussian processes
Howard Tucker On admissible translates of infinitely divisible distributions
Christian Berg Transience properties of random walks on non-amenable groups
Martin Silverstein Classification of symmetric semigroups dominating a given one
Ronald Getoor Some recent developments in the theory of Markkov processes
year: 1973
host: NA
Speaker Title
NA NA
year: 1972
host: UCI
Speaker Title
Thomas Liggett Ergodic theorems for a class of infinite particle systems with interactions
Harry Kesten Random difference equations and products of random matrices
John B. Walsh Markov processes in duality
year: 1971
host: NA
Speaker Title
NA NA
year: 1970
host: USC
notes: other talks were presented
Speaker Title
Don Darling Optimal stopping for partial sums