Previous SSPs

HS 08

FS 08

Silva Code Source «horizrule»

HS 07

SS 07

WS 06/07

SS 06

Edge-reinforced random walk on one-dimensional periodic graphs

Winter 2005/06

Wednesday, February 8, 2006, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Beatrice de Tilliere (Uni Zürich):

"Around the dimer model"

Wednesday, February 1, 2006, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Yuri Kifer (Hebrew University of Jerusalem):

"Binomial approximations of game options and related probability problems"

Wednesday, January 25, 2006, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Martin Hairer (Warwick):

"Spectral gap for the stochastic Navier-Stokes equations"

Wednesday, January 18, 2006, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Alison Etheridge (Oxford):

"Evolution in fluctuating populations"

Wednesday, January 11, 2006

• talk rescheduled to Monday, January 9, due to the "Abschiedsvorlesung" by Prof. F. Hampel.

Monday, January 9, 2006, 17.15 h (ETHZ, HG F 26.3)

• Anatoly Vershik (St. Petersburg and FIM):

"Random perturbations of the hyperbolic systems and paradoxical Markov processes "

Wednesday, December 21, 2005, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Francesco Caravenna (University of Zurich):

"A local limit theorem and an invariance principle for random walks conditioned to stay positive"

Wednesday, December 14, 2005, 16.15 h (ETHZ, HG E33.5)

• Ilya Goldsheid (Queen Mary and Westfield College, London):

"Linear and sublinear growth of random walks in random environments on the strip "

Wednesday, December 7, 2005, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Vladas Sidoravicius (IMPA, Rio de Janeiro):

"Growth in dangerous environment"

Wednesday, November 30, 2005, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Jun Sekine (Kyoto University):

"An asymptotic analysis for utility indifference price"

Wednesday, November 23, 2005

• Swiss Probability Day
  

Wednesday, November 16, 2005, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Gerard Ben Arous (EPFL and Courant Institute)

"Phase transition at the edge of random spectra"

Wednesday, November 9, 2005, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Jose Trujillo-Ferreras (Cornell and FIM)

"The expected area of the Brownian loop is pi/5"

Wednesday, November 2, 2005, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Federico Camia (Vrije Universiteit Amsterdam)

"The scaling limit of two-dimensional critical percolation"

Wednesday, October 26, 2005, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Luis Gorostiza (Centro de Investigacion y Estudios Avanzados, Mexico)

"Occupation time fluctuations of some particle systems and long-range dependence processes"

Summer 2005

Wednesday, May 26, 2005, 17.30 h (Y36 M88)

• P. Tarres, Université Paul-Sabatier, Toulouse

Attracting edge property in some strongly reinforced
random walks

Wednesday, May 26, 2005, 16.15 h (Y36 M88)

• A. Sudbury, Monash University, Melbourne

Blocking, annihilation and dimmer models on tree
structures

Wednesday, June 15, 2005, 17.15 h (Y36 M94)

• C. Toninelli, ENS Paris

Kinetically constrained lattice gases and glassy
dynamics

Wednesday, May 26, 2005, 17.15 h (Y36 M94)

• S. Rolles, Bielefeld

An Infinite Stochastic Model of Social Network Formation

Wednesday, May 11, 2005, 17.15 h (Y36 M94)

• M. Luczak, London

On the maximum queue length and asymptotic distributions in the supermarket model

Wednesday, May 4, 2005, 17.15 h (Y36 M94)

• A. Jarai, Carleton University

Thermodynamic limit of the Abelian sandpile model

Wednesday, April 27, 2005, 17.15 h (Y36 M94)

• G. Balkema, Amsterdam

Convergence in type and symmetric distributions

Wednesday, April 20, 2005, 17.15 h (Y36 M94)

• B. Roos, University of Hamburg

Ueber den Abstand zwischen den Verteilungen von zwei Zufallssummen von unabhängigen Zufallsvariablen

Wednesday, April 13, 2005, 17.15 h (Y36 M24)

• F. Delbaen, ETH Zürich
  

L^∞ approximation for stochastic integrals and a problem from risk measurement

Wednesday, April 6, 2005, 17.15 h (Y36 M24)

• Klaus D. Schmidt, Technische Universität Dresden, Deutschland

New characterizations of homogeneous and mixed Poisson-Processes

Winter 2004/05

Wednesday, January 26, 2005, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Jean-Francois Le Gall (ENS Paris)
  

Conditioned Brownian trees

Wednesday, January 19, 2005, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Lorenzo Zambotti (Milan)

Hitting properties of a stochastic string near a hard wall

Wednesday, January 12, 2005

• Workshop " Stochastics in Fluid Models"

Wednesday, December 22, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Nikolaos Zygouras (Courant Institute and ETHZ)

Limit theorems for a periodically or randomly driven semilinear parabolic equation

Wednesday, December 15, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Frank Den Hollander (Eurandom, Eindhoven)

Renormalization of interacting diffusions

Wednesday, December 8, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Nina Gantert (Karlsruhe)
  

Deviations of random walk in random scenery

Wednesday, December 1, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Marc Yor  (Paris 6)
  

Limiting Laws for Brownian Motion perturbed by its one-sided maximum

Wednesday, November 24, 2004

• Swiss Probability Seminar

Wednesday, November 17, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Siva Athreya (Indian Statistical Institute, Bangalore)

Holder Norm Estimates for Elliptic Operators on Finite and Infinite Dimensional Spaces

Wednesday, November 10, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Aihua Xia (Melbourne)
  

Zero biasing and a discrete central limit theorem

Wednesday, November 3, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Michiel Van den Berg (Bristol)

Large time asymptotics of the heat flow : on theorems of Spitzer and Port

Wednesday, October 27, 2004, 18.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• A. Guionnet (ENS Lyon)

The uses of large random matrices in free probability

Wednesday, October 20, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• V. Girko (Institute of Mathematics of Ukrainian National Academy of Sciences, Kiev)

Thirty years of the ACE-law

 Summer 2004

Wednesday, March 31, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• Zinoviy Landsman (Haifa)
  On the generalization of Esscher and variance premiums modified for Elliptical family of distributions
  

Wednesday, April 7, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• Natalia Markovich  (Inst. Control Science, Russian Acad. Sci.)
  Nonparametric estimation of the renewal function by empirical data
  

Wednesday, April 14, 2004, 16.15 h (Campus Irchel, Y 36 M 94)

• Vygantas Paulauskas (Vilnius)
  Approximations of semigroups of operators and the central limit theorem
  

Wednesday, April 14, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• Torgny Lindvall (Chalmers University, Goteborg)
  Two optimality topics in queueing theory

Wednesday, April 21, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• No seminar
  

Wednesday, April 28, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• Omer Angel (Universite Paris-Sud, Orsay)
  A double phase transition for percolation on the hypercube
  

Wednesday, May 5, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• Angelika Steger (ETH Zürich)
  Regularity in sparse graphs - concepts, tools  and results
  

Wednesday, May 12, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• Anita Winter (Erlangen)
  Geometry of real trees and tree-valued Markov dynamics
  

Wednesday, May 19, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• Bela Bollobas (Memphis and Cambridge)
  The connectedness of random geometric graphs
  

Wednesday, May 26, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• No seminar
  

Wednesday, June 2, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• Rassoul-Agha (Ohio State)
  On the 0-1 Law and the Law of Large Numbers for random walks in mixing random environments
  

Swiss Probability seminar

Wednesday, June 9, 2004, 14.00 h (Bern)

• Ron Doney (Manchester)
  Small time behavior of Levy processes

• Sasha Gnedin (Utrecht)
  Composition structures derived from multiplicative subordinators: characterisation and asymptotics
  
  
• Ben Hambly (Oxford)
  Some last passage directed percolation problems
  

• Sid Resnick (Cornell)
  The extremal dependence measure, hidden regular variation and asymptotic independence
  

Wednesday, June 16, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• Gesine Reinert (Oxford)
  Couplings using biasing for the distributional approximations (with particular emphasis on the normal distribution)
  

Wednesday, June 23, 2004, 17.30 h (Campus Irchel, Y 36 M 94)

• Noam Berger (Caltech)
  Non-uniqueness for specifications in l^{2+\epsilon}
  

Wednesday, June 30, 2004, 15.00-15.50 h (Campus Irchel, Y 36 M 94)

• Agoston Pisztora (IMPA, Rio de Janeiro and Carnegie Mellon University, Pittsburgh)
  FKG-type inequality for certain conditional measures
  

Wednesday, June 30, 2004, 16.00-16.50 h (Campus Irchel, Y 36 M 94)

• Sergey Pergamenchtchikov (Rouen)
  The tail of the stationary distribution of a random coefficient AR(q) model
  

Wednesday, June 30, 2004, 17.20-18.10 h (Campus Irchel, Y 36 M 94)

• Amir Dembo (Stanford)
  Fractal geometry of simple random covering: late and favorite points
  

 Winter 2003/04

SPECIAL SEMINAR - Note time and place!:

Monday, Feb 2, 2004, 14.15 h (ETHZ, ML F34)

• Jia-an Yan (Academy of Sciences Beijing)
  Mean-risk portfolio selection models in continuous time
  
  Abstract: This talk presents main results of a joint paper with H. Jin and
  X. Zhou of Chinese University of Hong Kong. The  paper  is concerned with
  continuous-time portfolio selection models where the objective is to
  minimize the risk subject to a prescribed  expected payoff at the terminal
  time. The risk is measured by the expectation of a certain function of the
  deviation of the terminal payoff from its mean. First of all, a model where
  the risk has different weights on the upside and downside variance is solved
  explicitly. The limit of this weighted mean--variance problem, as the weight
  on the upside variance goes to zero, is the mean--semivariance model which
  is shown to admit no optimal solution. This negative result is further
  generalized to a mean--downside-risk portfolio selection problem where the
  risk has non-zero value only when the terminal payoff is lower than its
  mean. Finally, a general model is investigated where the risk function is
  convex. Sufficient and necessary conditions for the existence of optimal
  portfolios are given. Moreover, when the existence is assured, optimal
  solutions are obtained.
  

Wednesday, Oct 22, 2003, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Mu-Fa Chen  (Beijing University)
  Reaction-Diffusion processes
  

Wednesday, Oct 29, 2003, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Filip Lindskog  (ETH Zürich)
  On regular variation for stochastic processes
  

Wednesday, Nov 5, 2003, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Ilya Goldsheid (Queen Mary and Westfield College, London)
  Random Jacobi matrices: the distribution of eigenvalues
  

Wednesday, Nov 12, 2003, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Vincent Beffara (ENS Lyon)
  The fractal properties of planar scaling limits described by SLE processes
  

Wednesday, Nov 19, 2003, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Zhengjun Zhang (Washington University, St. Louis)
  Max-Stable processes and financial applications
  

Wednesday, Nov 26, 2003

• Swiss Probability Seminar

Wednesday, Dec 3, 2003, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Yurii Nestorov (CORE-UCL, Belgium)
  Random walk in a simplex and optimization of polynomials of many variables
  

Wednesday, Dec 10, 2003, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• No seminar
  
  

Wednesday, Dec 17, 2003, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Ludger Rüschendorf (University of Freiburg)
  Comparison of multivariate risks, Fréchet-bounds and positive dependence
  

Wednesday, Jan 7, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Michel Benaim (Université de Neuchatel)
  Self-interacting diffusions
  

Wednesday, Jan 14, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Alexander Roitershtein (Technion, Haifa)
  Limit theorems for one-dimensional transient random walks in Markov environments
  

Wednesday, Jan 21, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Yves Le Jan (Orsay)
  Between coalescence and diffusion
  

Wednesday, Jan 28, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Ofer Zeitouni (University of Minnesota)
  CLT for (mixing) ballistic random walks in random environment
  

Wednesday, Feb 4, 2004, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Arnaud Debussche (ENS-Cachan, Rennes)
  Ergodicity for the 3D Navier-Stokes equations
  

Summer 2003

Wednesday, June 25, 2003, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Maury Bramson (Institute of Technology, University of Minnesota)
  Tightness for the minimum displacement of branching random walk and some other old problems

Wednesday, June 18, 2003, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Giambattista Giacomin (Université Paris 7)
  Localization phenomena for heteropolymers at interfaces

Wednesday, June 11, 2003, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Balint Toth (Mathematical Institute, Budapest University of Technology and Economics)
  Hydrodynamic limit for a two component lattice gas

Wednesday, June 4, 2003

• Swiss Probability Seminar

Monday, May 26, 2003, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Russell Lyons (Georgia Institute of Technology)
  Stationary determinantal processes (Fermionic lattice gases)

Wednesday, May 21, 2003, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Pierre Mathieu (Université de Provence, Marseille)
  Return probability for symmetric random walks in random environments

Monday, May 12, 2003, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Vladas Sidoravicius (IMPA, Rio de Janeiro)
  Branching random walks with catalysts

Monday, April 28, 2003, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Yvan Velenik (Université de Provence, Marseille, France)
  Entropy-driven phase transition for a system of hard-rods on a lattice

Wednesday, April 23, 2003, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Thorsten Rheinländer (Departement Mathematik, ETH Zürich)
  An entropy approach to the valuation problem for stochastic volatility models

Monday, April 14, 2003, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Ilya Goldsheid (School of Mathematical Sciences,Queen Mary University of London)
  The eigenvalues and the eigenfunctions of the non-self-adjoint Anderson model in dimension one and quasi-one

Wednesday, April 9, 2003, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Benjamin Bergé (Institut de Mathématiques, EPFL)
  On the asymptotic behavior of the solution of a class of SPDE. Applications to population dynamics

Wednesday, April 2, 2003, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Larbi Alili (Department of Mathematics, ETH Zürich)
  Symmetrization and absolute value of diffusions

Winter 2002/03

Wednesday, January 29, 2003, 16.15 h (ETHZ, HG F26.1)

• Philippe Biane (Ecole Normale Supérieure, Paris)
  Large deviations for matrix valued Brownian motion

Wednesday, January 22, 2003, 16.15 h (ETHZ, HG F26.5)

• Thomas Mountford (Department of Mathematics, EPFL)
  Hausdorff dimension of the boundardy of a Brownian sheet bubble

Wednesday, January 15, 2003, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Paul Embrechts (D-MATH, ETH Zürich)
  Ruin, operational risk and time change

Wednesday, January 8, 2003, 17.15 h (ETHZ, HG F26.5)

• Robert Dalang (Department of Mathematics, EPFL)
  Some non-linear s.p.d.e.'s that are second order in time

Wednesday, December 18, 2002, 16.15 h (ETHZ, HG F26.5)

• Sergei Kuskin (Heriot-Watt University, Edinburgh, UK)
  Ergodic theorems for 2D statistical hydrodynamics

Wednesday, December 11, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Neil O'Connell (University of Warwick)
  Random matrices, queues and 2M-X

Wednesday, December 4, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Vladas Sidoravicius (IMPA, Rio de Janeiro)
  Stretched exponential fixation in stochastic Ising models at zero temperature

Wednesday, November 27, 2002

• Swiss Probability Seminar

Wednesday, November 20, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Stanislav Volkov (University of Bristol)
  Vertex-reinforced jump processes on Z, and not only

Wednesday, November 13, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Francis Comets (Université Paris 7, France)
  Limit law for transition probabilities and moderate deviations for Sinai's random walk in random environment

Wednesday, November 6, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• (

  Devision of Mathematics

  ,

  Royal Institute of Technology

  , Sweden) Start of Minicourse at

  ETHZ

  , Hermann-Weyl-Zimmer, HG G43. Additional dates are

• Friday, November 8, 2002, 13.15 - 15.00
• Monday, November 11, 2002, 16.15 - 18.00
• Thursday, November 14, 2002, 15.15 - 17.00

Kurt Johansson

Probability measures from random matrix theory

Abstract:

The eigenvalue measures from random matrix theory give rise to probability measures which arise not only within random matrix theory itself but also in other contexts. I will review the basic facts from random matrix theory and discuss in particular the occurrence of the largest eigenvalue distribution in last-passage percolation, certain two-dimensional growth models and in random tilings.

Wednesday, October 23, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Boris Granovsky (Technion - Israel Institute of Technology, Haifa, Israel)
  Clustering in coagulation-fragmentation processes and random combinatorial structures: Asymptotic formulae and zero-one laws

Summer 2002

Wednesday, July 3, 2002, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Jean-Pierre Eckmann (Université de Genève)
  Non-equilibrium statistical mechanics of non-linear, thermally driven, Hamiltonian systems

Wednesday, June 26, 2002, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Giambattista Giacomin (Universités Paris VI et Paris VII)
  Rough substrates and multi-interface repulsion phenomena

Wednesday, June 19, 2002, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Stanislav Molchanov (University of North Carolina)
  Quenched and annealed probabilities in reaction-diffusion equations

Wednesday, June 12, 2002, 16.15 h and 17.30 h (University of Zürich, Irchel, 36-M-24)

• Alessandra Faggionato (Università Roma Tre)
  Hydrodynamic limit of a disordered system
• Ron Doney (University of Manchester)
  Approximating Lévy processes by random walk

Wednesday, May 29, 2002, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Goran Peskir (University of Aarhus)
  From the Einstein relation to the Soret effect

Wednesday, May 22, 2002, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Guus Balkema (Amsterdam)
  Limit laws for exponential families and inversion of Laplace transforms

Wednesday, May 15, 2002, 17.30 h (University of Zürich, Irchel, 36-M-24)

• François Baccelli (ENS Paris)
  A probabilistic model of congestion control in the Internet

Wednesday, May 8, 2002, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Amos Lapidoth (ETH Zürich)
  An invitation to information theory

Wednesday, April 24, 2002, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Torgny Lindvall (Chalmers University of Technology, Göteborg, Sweden)
  On Wolfgang Doeblin: work, life and a recently opened file

Wednesday, April 17, 2002, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Fabio Toninelli (SNS Pisa)
  Replica coupling and fluctuations for the Sherrington-Kirkpatrick model with external field

Wednesday, April 10, 2002, 17.15 h (University of Zürich, Irchel, 36-M-24)

• Sergey Utev (University of Nottingham)
  Operator inequalities, stochastic orderings and the Stein-Chen method

Winter 2001/02

Wednesday, January 23, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Martin Schweizer (Department of Mathematics, University of Munich)
  The value of investment information

Wednesday, January 16, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Thierry Bodineau (Université Paris 7)
  On the phase coexistence of the Ising model

Wednesday, January 9, 2002, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Barbara Gentz (Weierstrass Institute for Applied Analysis and Stochastics)
  Concentration of sample paths in stochastic slow–fast systems
  
  Abstract: Motivated by simple climate models, we consider the effect of noise on dynamical systems involving two time scales. These systems are described by singularly perturbed stochastic differential equations. In the deterministic case, solutions are known to track so-called stable manifolds, consisting of equilibrium points of the frozen system. Assuming sufficiently small noise intensity, we show that on an exponential time scale typical sample paths remain in metastable equilibrium near the deterministic solution with the same initial condition. The probability of exceptional paths is exponentially small in the small parameters characterizing the system such as noise intensity and adiabatic parameter. We shall conclude by discussing some of the new phenomena arising when the deterministic system undergoes a bifurcation. (This is joint work with Nils Berglund, ETH Zürich).

Wednesday, December 12, 2001, 17:15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Marina Taleb (Université de Provence, Marseille)
  Drifted Brownian motion in a white noise environment: exponential and sub-exponential regimes

Wednesday, December 12, 2001, 16:15 - 17:00 (ETHZ, HG D1.2)

• Malwina Luczak (Cambridge University)
  Building uniform subtrees of a Cayley tree

Wednesday, December 12, 2001, 17:15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Jean-François Le Gall (Ecole Normale Supérieure, Paris)
  Asymptotics for the voter model and coalescing random walks

Wednesday, December 5, 2001, 16:15 - 17:00 (ETHZ, HG D1.2)

• Gesine Reinert (Oxford University)
  Stein's method for the bootstrap
  
  Abstract: Efron's bootstrap has become a powerful tool in statistics. Using Stein's method for proving consistency, we give explicit bounds for the distance in law of the bootstrap distribution to the true distribution of smooth statistics. These results apply not only when the samples studied come from independent realizations of a random variable, but also when there is underlying weak dependence. In particular we show how a local neighbourhood dependency structure affects the bootstrap procedure when a block-type bootstrap is used. This is joint work with Susan Holmes (Stanford).

Wednesday, December 5, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Michel Emery (Université de Strasbourg)
  On normal martingales and their chaotic representation
  
  Abstract: A normal martingale is a martingale X such that the process X_t² - t is a martingale too. When X is Brownian motion, the Wiener chaos theorem establishes an isometry between a Hilbert space of iterated integrals with respect to X and the L² space of all square-integrable functionals of X; for more general normal martingales, it may happen that this isometry is no longer onto (but it always remains an isometric embedding). When it is onto, one says that X has the chaotic representation property. An open question is to characterize the martingales having this property. Some aspects of this problem will be discussed, and a discrete-time model will be presented.

Wednesday, November 21, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Christian Maes (Katholieke Universiteit Leuven)
  Time-reversal and entropy production

Wednesday, November 14, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Stanislaw Smirnov (KTH, Stockholm)
  Conformal invariance of critical percolation

Wednesday, November 7, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Frank den Hollander (EURANDOM, Eindhoven)
  Gibbsianness and random dynamics

Wednesday, October 31, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Freddy Delbaen (Department of Mathematics, ETH Zürich)
  A stability property for closed convex probability measures and the structure of the set of risk neutral measures

Wednesday, October 24, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Michail Loulakis (FIM)
  Large Einstein relation for a tagged particle in symmetric simple exclusion processes

Summer 2001

Wednesday, July 4, 2001, 17.15 h (University of Zürich, Irchel, 36-M-24)

• Marcello Galeotti (Florence)
  Global dynamics in asymmetric coordination games

Wednesday, June 27, 2001, 16.00 h (University of Zürich, Irchel, 36-M-24)

• Stefano Olla (Université de Cergy-Pontoise)
  Hydrodynamic fluctuations for interacting particle systems

Wednesday, June 27, 2001, 17.20 h (University of Zürich, Irchel, 36-M-24)

• Aidan Sudbury (Monash University)
  Pascal's triangle, fractals and cellular automata

Wednesday, June 20, 2001, 17.15 h (University of Zürich, Irchel, 36-M-24)

• Emo Welzl (ETH Zürich)
  Unique sink orientations of cube

Wednesday, June 13, 2001, 17.15 h (University of Zürich, Irchel, 36-M-24)

• Nils Berglund (ETH Zürich)
  Stochastic resonance and hysteresis

Wednesday, June 6, 2001, 17.15 h (University of Zürich, Irchel, 36-M-24)

• Vicky Henderson (FORC,University of Warwick, UK)
  Valuation of claims on untraded assets using utility maximisation

Wednesday, May 30, 2001

• Swiss Probability Seminar, 21th meeting

Wednesday, May 23, 2001, 17.15 h (University of Zürich, Irchel, 36-M-24)

• Vladas Sidoravicius (IMPA, Rio de Janeiro)
  Percolation in strongly dependent random environment

Wednesday, May 16, 2001, 17.15 h (University of Zürich, Irchel, 36-M-24)

• Harri Nyrhinen (Helsinki)
  Ruin probabilities in a stochastic economic environment

Wednesday, May 9, 2001, 17.15 h (University of Zürich, Irchel, 36-M-24)

• C. Landim (IMPA, Rio de Janeiro, and CNRS, Rouen)
  Fluctuation-dissipation theorem for the asymmetric simple exclusion process and regularity of the diffusion coefficient

Wednesday, May 2, 2001, 17.15 h (University of Zürich, Irchel, 36-M-24)

• Yvan Velenik (Marseille)
  Ornstein-Zernike behaviour for finite-range Ising models above T_c

Wednesday, April 25, 2001, 17.15 h (University of Zürich, Irchel, 36-M-24)

• Raymond Brummelhuis (Université de Reims)
  Multi-period VaR prediction in GARCH models

Wednesday, April 11, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Larbi Alili (ETH Zürich)
  On some hyperbolic principal values of Brownian local times
  
  Abstract: We present results about the laws of Cauchy's principal value integral of the hyperbolic cotangent of Brownian motion and the normalized Brownian excursion. We first extend some results of Biane and Yor, then we provide some identities in law.

Wednesday, April 4, 2001, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Etienne Pardoux (CMI, Marseille)
  Homogenization and stochastic PDEs

Winter 2000/01

[October 2000] [November 2000] [December 2000] [January 2001] [February 2001]

Wednesday, February 7, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Bernard Derrida (Ecole Normale Superieure, Paris)
  Microscopic models of traveling waves

Wednesday, January 31, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Lars Holst (KTH, Stockholm)
  On some problems for simple random walks (which one cannot find in Feller Volume I)

Monday, January 22, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Boguslaw Zegarlinski (Imperial College)
  Entropy estimates for Gibbs measures with non-Gaussian tails

Wednesday, January 10, 2001, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Vladimir Rotar (University of California San Diego)
  On Edgeworth expansions for dependency-neighborhoods-chain structures and Stein's method

Wednesday, December 20, 2000, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Ostap Hryniv (EPFL)
  Renewals with memory and some applications

Wednesday, December 6, 2000, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Wendelin Werner (Université Paris-Sud)
  Conformal invariance, critical exponents and planar Brownian motion

Wednesday, November 29, 2000

• Swiss Probability Seminar, 20th meeting

Wednesday, November 22, 2000, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• I. Goldscheid (Queen Mary and Westfield College)
  Limit eigenvalues of some classes of non-self-adjoint matrices

Wednesday, November 15, 2000, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Jean Bertoin (Laboratoire de Probabilité, Université Paris 6)
  Random fragmentations

Wednesday, November 8, 2000, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Michael Eckhoff (Universität Zürich)
  Low lying spectra in attractive, reversible Markov chains

Wednesday, November 1, 2000, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Jesper Lund Pedersen (RiskLab, ETH Zürich)
  Some optimal stopping problems for the maximum process

Wednesday, October 25, 2000, 17.15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Olle Häggström (Chalmers University)
  Which properties of a Bernoulli sequence are preserved under equilibrium dynamics?

Summer 2000

[March 2000] [April 2000] [May 2000] [June 2000]

Wednesday, June 28, 2000, 17:30 h (University of Zürich, Irchel, 36-M-24)

• Gennady Samorodnitsky (Cornell University, Ithaca)
  Long strange segments in a stochastic process and long range dependence

Wednesday, June 21, 2000, 17:30 h (University of Zürich, Irchel, 36-M-24)

• Claudio Landim (IMPA, Rio de Janeiro)
  Relaxation to equilibrium of conservative interacting particle systems

Wednesday, May 31, 2000, 17:30 h (University of Zürich, Irchel, 36-M-24)

• P. R. Parthasarathy (Indian Institute of Technology, Madras)
  Applied birth and death models

Wednesday, May 17, 2000, 17:30 h (University of Zürich, Irchel, 36-M-24)

• Guus A. Balkema (Universiteit van Amsterdam)
  On convergence of extremal processes

Wednesday, May 10, 2000, 17:30 h (University of Zürich, Irchel, 36-M-24)

• Franco Flandoli (Università di Pisa)
  Probabilistic description of vortex filaments in 3D fluids

Wednesday, May 3, 2000, 17:30 h (University of Zürich, Irchel, 36-M-24)

• Erwin Bolthausen (Institut für Mathematik, Universität Zürich)
  Random surfaces interacting with a wall

Wednesday, April 26, 2000, 17:30 h (University of Zürich, Irchel, 36-M-24)

• Vidmantas Bentkus (Universität Bielefeld)
  Stable multidimensional distributions and Lévy-LePage series

Wednesday, April 19, 2000, 17:30 h (University of Zürich, Irchel, 36-M-24)

• Uwe Schmock (RiskLab, ETH Zürich)
  Rank-dependent moderate deviations of U-empirical measures

Wednesday, April 12, 2000, 15:30 h (University of Zürich, Irchel, 36-M-88)

• Denis Talay (INRIA, France)
  Approximation of invariant probability measures of dissipative Hamiltonian stochastic systems

Wednesday, March 29, 2000, 17:30 h (University of Zürich, Irchel, 36-M-24)

• V. V. Sazonov (Steklov Mathematical Institute, Moscow)
  Consistency of Bayes procedures for invariant statistical models

Winter 1999/2000

[October 1999] [November 1999] [December 1999] [January 2000]

Wednesday, January 26, 2000, 17:15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Jeffrey Collamore (Eurandom, University of Eindhoven)
  Large deviation estimates and optimal importance sampling regimes for the multidimensional ruin problem

Wednesday, January 19, 2000, 17:15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• F. Dunlop (Université de Paris)
  Dynamics of one-dimensional interfaces and probabilistic cellular automata

Wednesday, December 22, 1999, 17:15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Anthony C. Davison (EPF Lausanne)
  Smooth point process models for sample extremes

Wednesday, December 15, 1999, 17:15 h (ETHZ, HG G26.1)

• Steve Pincus (New York)
  Approximate entropy of sequential irregularity

Wednesday, December 8, 1999, 17:15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Amir Dembo (Stanford University)
  Ordered overlaps in disordered mean-field models

Wednesday, December 1, 1999, 17:15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Nabuyuki Ikeda (Osaka University)
  Brownian motion on the hyperbolic plane and heat kernels with Morse potentials

Wednesday, November 24, 1999

• Swiss Probability Seminar

Wednesday, November 17, 1999, 17:15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Thomas Mikosch (University of Groningen)
  Ruin probabilities for random walks with heavy-tailed dependent step sizes

Wednesday, November 10, 1999, 17:15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Hanspeter Schmidli (University of Aarhus)
  Optimal proportional reinsurance policies in a dynamic setting

Wednesday, November 3, 1999, 17:15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Peter Eichelsbacher (Universität Bielefeld)
  Moderate deviations for mean field Gibbs measures and for nonlinear filtering

Wednesday, October 27, 1999, 17:15 h (ETHZ, Hermann-Weyl-Zimmer, HG G43)

• Herbert Spohn (Technische Universität, München)
  Self-similarity for one-dimensional growth processes

Summer 1999

[March 1999] [April 1999] [May 1999] [June 1999]

Wednesday, June 30, 1999, 16:15 h (University of Zürich, Irchel, 36-M-24)

• Agoston Pisztora (Carnegie Mellon University, Pittsburgh)
  Phase separation in the three-dimensional Ising model, II

Wednesday, June 30, 1999, 17:30 h (University of Zürich, Irchel, 36-M-24)

• Vicky Henderson (University of Bath)
  Local time, coupling and the passport option

Monday, June 28, 1999, 16.15 h (ETHZ, HG G26.1)

• Kenneth S. Alexander (University of Southern California, Los Angeles)
  Phase separation in spin systems: Wulff droplets and interface fluctuations, III

(Minicourse) Wednesday, June 23, 1999, 16:15 h (University of Zürich, Irchel, 36-M-94)

• D. Stein (University of Arizona, Tucson)
  Stochastic escape in the absence of detailed balance

Wednesday, June 23, 1999, 17:30 h (University of Zürich, Irchel, 36-M-94)

• Agoston Pisztora (Carnegie Mellon University, Pittsburgh)
  Phase separation in the three-dimensional Ising model, I

Monday, June 21, 1999, 16.15 h (ETHZ, HG G26.1)

• Kenneth S. Alexander (University of Southern California, Los Angeles)
  Phase separation in spin systems: Wulff droplets and interface fluctuations, II

(Minicourse) Thursday, June 17, 1999, 13.15 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• Kenneth S. Alexander (University of Southern California, Los Angeles)
  Phase separation in spin systems: Wulff droplets and interface fluctuations, I

(Minicourse) Tuesday, June 15, 1999, 16:15 h (University of Zürich, Irchel, 36-M-94)

• R. Cerf (Université de Paris-Sud, Orsay)
  Large deviations for three dimensional supercritical percolation

Tuesday, June 15, 1999, 17:30 h (University of Zürich, Irchel, 36-M-94)

• C. Newman (Courant Institute of Mathematical Sciences, New York)
  Blocking and persistence in zero-temperature Ising dynamics

Wednesday, June 9, 1999, 17:30 h (University of Zürich, Irchel, 36-M-24)

• L. de Haan (University of Rotterdam)
  On convergence towards an extreme value distribution on C[0,1]

Thursday, May 27, 1999, 13.15 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• Srinivara R.S. Varadhan (Courant Institute, New York)
  Large deviations for the empirical process of interacting particle systems, III

(Minicourse) Thursday, May 20, 1999, 13.15 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• Srinivara R.S. Varadhan (Courant Institute, New York)
  Large deviations for the empirical process of interacting particle systems, II

(Minicourse) Tuesday, May 18, 1999, 16.15 h (ETHZ, HG G26.5)

• Srinivara R.S. Varadhan (Courant Institute, New York)
  Large deviations for the empirical process of interacting particle systems, I

(Minicourse) Wednesday, May 12, 1999, 17:30 h (University of Zürich, Irchel, 36-M-24)

• Steven E. Shreve (Carnegie Mellon University, USA)
  Real-time queues in heavy traffic

Wednesday, May 5, 1999, 16.15 h (University of Zürich, Irchel, 36-M-24)

• T. Lyons (Imperial College, London)
  Lévy area, where art thou?

Monday, May 3, 1999, 16.15 h (ETHZ, HG G26.1)

• Nikolai Makarov (California Institute of Technology, Pasadena)
  Some growth models related to diffusion-limited aggregation, IV

(Minicourse) Wednesday, April 28, 1999, 17.30 h (University of Zürich, Irchel, 36-M-24)

• N. Yoshida (Kyoto University)
  Mixing conditions for unbounded spin systems on the lattice; an extension of a result of D.W. Stroock and B. Zegarlinski

Monday, April 26, 1999, 16.15 h (ETHZ, HG G26.1)

• Nikolai Makarov (California Institute of Technology, Pasadena)
  Some growth models related to diffusion-limited aggregation, III

(Minicourse) Thurday, April 15, 1999, 13.15 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• Nikolai Makarov (California Institute of Technology, Pasadena)
  Some growth models related to diffusion-limited aggregation, II

(Minicourse) Wednesday, April 14, 1999, 17.30 h (University of Zürich, Irchel, 36-M-24)

• Nikolai Makarov (California Institute of Technology, Pasadena)
  Some growth models related to diffusion-limited aggregation, I

Wednesday, April 7, 1999, 17.30 h (University of Zürich, Irchel, 36-M-24)

• A. Stevens (Max-Planck-Institut, Leipzig)
  Derivation of Chemotaxis-equations as limit dynamics of moderately interacting stochastic many particle systems

Tuesday, March 30, 1999, 17.15 h (University of Zürich, Irchel, 36-M-24)

• D. Ioffe (Technion, Haifa)
  Ornstein-Zernike behaviour of connectivities for the sub-critical Bernoulli bond percolation on Z^d

Winter 1998/99

[October 1998] [November 1998] [December 1998] [January 1999] [February 1999]

Wednesday, February 3, 1999, 16.15 h (ETHZ, HG G60)

• M. Maejima (Keio University, Yokohama)
  Semi-selfdecomposability and semi-selfsimilarity

Wednesday, February 3, 1999, 17.15 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• H.-O. Georgii (Ludwig-Maximilians-Universität, München)
  Phase transitions and percolation in the point process Potts model

Wednesday, January 27, 1999, 17.15 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• Y. Le Jan (Université Paris-Sud, Orsay)
  Statistical solutions of stochastic differential equations

Wednesday, January 13, 1999, 17.15 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• T. Delmotte (ETH Zürich)
  Harnack inequalities on graphs and random walks

Wednesday, January 6, 1999, 17.15 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• C. Sabot (Université de Paris VI, Paris)
  Self-similar Sturm-Liouville operators and complex dynamics in dimension 2

Wednesday, December 16, 1998, 16.15 h (ETHZ, HG G26.3)

• T. Komorowski (Univ. of Marie Curie- Sklodowska, Lublin)
  Diffusive and non-diffusive motions in random velocity fields

Wednesday, December 16, 1998, 17.30 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• B. Zegarlinski (Imperial College, London)
  Coercive inequalities and isoperimetry in infinite dimensions

Wednesday, December 9, 1998, 16.15 h (ETHZ, HG G26.3)

• J. Englander (Technion Haifa)
  On the support process for a class of measure-valued diffusions

Wednesday, December 9, 1998, 17.30 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• P. Vuillermot (Université Henri-Poincaré, Nancy)
  On the structure of the global attractor for a class of semilinear parabolic Itô equations

Wednesday, December 2, 1998, 16.15 h (ETHZ, HG G26.3)

• Aihua Xia (University of New South Wales)
  Recent developments in the Poisson process approximation via Stein's method

Monday, November 23, 1998, 17.15 h (ETHZ, HG G26.1)

• M. Keane (CWI, Amsterdam)
  Random coin tossing

Wednesday, November 18, 1998, 17.15 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• S. Novak (University of Novosibirsk, currently University of Sussex)
  On the limiting of extreme values

Wednesday, November 11, 1998, 17.30 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• Michael Demuth (Technische Universität Clausthal)
  Results in stochastic spectral analysis

Wednesday, November 4, 1998, 17.15 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• Y. Velenik (Technische Universität Berlin)
  Localization and decay of correlations for two-dimensional gradient models

Wednesday, October 28, 1998, 17.15 h (Hermann-Weyl-Zimmer, ETHZ, HG G43)

• K. Johansson (Royal Institute of Technology, Stockholm)
  The distribution of the longest increasing subsequence in a random permutation