22. Random Walks and Thresholds
MIT 6.262 Discrete Stochastic Processes, Spring 2011 View the complete course: http://ocw.mit.edu/6-262S11 Instructor: Robert Gallager License: Creative ...
MIT OpenCourseWare
Random Walks (Lecture - 01) by Abhishek Dhar
Bangalore School on Statistical Physics - VIII DATE: 28 June 2017 to 14 July 2017 VENUE: Ramanujan Lecture Hall, ICTS, Bengaluru This advanced level ...
International Centre for Theoretical Sciences
Nina Gantert: Branching random walks and Galton-Watson trees
We give some results about tree-indexed random walks aka branching random walks. In particular, we investigate the growth of the maximum of such a walk.
Centre International de Rencontres Mathématiques
Random Walk with a Varying Step Size: Qualitative Discussion
Here, we give a qualitative description of a random walk with a varying step size. We see that the probability distribution for the location of an object undergoing ...
Think Like a Physicist
Ofer Zeitouni: Large Deviations at Work
This lecture was held at The University of Oslo, May 24, 2007 and was part of the Abel Prize Lectures in connection with the Abel Prize Week celebrations.
The Abel Prize
Timo Seppäläinen (1) Random walk in random environment and the Kardar-Parisi-Zhang class, part 1
This talk describes 1+1 dimensional directed random walks in correlated random environments that obey the Kardar-Parisi-Zhang 2/3 fluctuation exponent.
PCMI-a Program of the Institute for Advanced Study
Classical and Quantum Walks : The beauty of of numbers and probabilities by Sanchari Goswami
DISCUSSION MEETING: 7TH INDIAN STATISTICAL PHYSICS COMMUNITY MEETING ORGANIZERS: Ranjini Bandyopadhyay, Abhishek Dhar, Kavita Jain, ...
International Centre for Theoretical Sciences
Large deviation principle and beyond in a single-electron box by Shilpi Singh
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Large Deviations Scaling Limits by Srinivasa Varadhan
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Large Deviations Part II
Professor Frank Den Hollander's Large Deviations mini course Part II.
Associate Dean
Large deviation theory applied to climate dynamics by Freddy Bouchet
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
20. Markov Processes and Random Walks
MIT 6.262 Discrete Stochastic Processes, Spring 2011 View the complete course: http://ocw.mit.edu/6-262S11 Instructor: Robert Gallager License: Creative ...
MIT OpenCourseWare
Quenched large deviations for random motions in degenerate random media by Chiranjib Mukherjeer
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Top eigenvalue of a Gaussian random matrix: Large Deviations by Satya Majumdar
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Large deviations of the cover time for the random by Francis Comets
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
5. Stochastic Processes I
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Choongbum ...
MIT OpenCourseWare
(Very) Large Deviations for the Totally Asymmetric Exclusion Process by Stefano Olla
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Algorithms for computational statistical physics: a mathematical viewpoint by Tony Lelièvre
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
The role of topology and compactness (...) - CEB T2 2017 - Varadhan - 1/3
S.R.S. Varadhan (Courant Institute) - 06/06/2017 The role of topology and compactness in the theory of large deviations When a large deviation result is proved ...
Institut Henri Poincaré
Large deviations in periodically driven systems by Grant M Rotskoff
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Random walk at weak and strong disorder
Speaker: Alejandro RAMIREZ (Pontificia Universidad Catolica de Chile) School and Workshop on Random Matrix Theory and Point Processes | (smr 3382) ...
ICTP Mathematics
Dynamical fluctuations in systems with and without detailed balance by Robert Jack
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Large deviations for Markov processes with resetting by Janusz Martin Meylahn
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Breaking of Ensemble Equivalence in dense random graphs by Nicos Starreveld
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Macroscopic Fluctuations, In and Out of Equilibrium (Part – 01) by Kirone Mallick
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Law of large numbers | Probability and Statistics | Khan Academy
Introduction to the law of large numbers Watch the next lesson: ...
Khan Academy
7. Efficient Markets
Financial Markets (2011) (ECON 252) Initially, Professor Shiller looks back at David Swensen's guest lecture, in particular with respect to the Sharpe ratio as a ...
YaleCourses
17. Stochastic Processes II
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Choongbum ...
MIT OpenCourseWare
6. Monte Carlo Simulation
MIT 6.0002 Introduction to Computational Thinking and Data Science, Fall 2016 View the complete course: http://ocw.mit.edu/6-0002F16 Instructor: John Guttag ...
MIT OpenCourseWare
Large deviations and quantum non- equilibrium by Juan P Garrahan
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
3. Law of Large Numbers, Convergence
MIT 6.262 Discrete Stochastic Processes, Spring 2011 View the complete course: http://ocw.mit.edu/6-262S11 Instructor: Robert Gallager License: Creative ...
MIT OpenCourseWare
2020.06.25 A. Teixeira - Random walks on dynamical random environments with non-uniform mixing (1/2)
In these two consecutive talks we will discuss recent results on the limiting behavior of random walks on dynamical random environments. The strength of these ...
One World Probability
Dynamical fluctuations in classical and quantum systems by Carlos Perez Espigares
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Henk Hilhorst "Scaling laws for large deviations in Voronoi tessellations"
Talk at the 20th Itzykson Conference Random Surfaces and Random Geometry June 10-12, 2015 IPhT, Saclay, France.
IPhT-TV
Richard Kraaij: A Lagrangian formalism for large deviations of independent copies...
Richard Kraaij: A Lagrangian formalism for large deviations of independent copies of Feller processes Dawson and Gaertner (1987) showed that the path of the ...
Hausdorff Center for Mathematics
Breaking of ensemble equivalence in complex networks by Andrea Roccaverde
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Large deviations of Markov processes (Part 2) by Hugo Touchette
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Yuri Kifer: Nonconventional limit theorems in probability and dynamical systems
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its ...
Centre International de Rencontres Mathématiques
Infinite-density versus large deviations theory for fat-tailed systems by Erez Aghion
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
A tale of two point processes in the plane by Manjunath Krishnapur
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Queues and large deviations in stochastic models of gene expression by Rahul Kulkarni
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences
Large deviations and stochastic stability by Jorge Kurchan
Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ...
International Centre for Theoretical Sciences