Shared colloquium of the probability and statistics workgroups
TU Darmstadt / Goethe-Universität Frankfurt / Gutenberg-Universität Mainz
Summer term 2021, online via Zoom
June 11, 2021, 15 c.t. CET, Rhein-Main-Kolloquium Stochastik, Goethe-Universität Frankfurt/Main, online via Zoom
15:15-16:15: Gaultier Lambert (Universität Zürich)
16:15-16:45: virtual coffee break
16:45-17:45: Christian Brennecke (Harvard University)
Abstracts:
Gaultier Lambert (Zurich): Normal approximation for traces of random unitary matrices
This talk aim to report on the fluctuations of traces of powers of a random n by n matrix U distributed according to the Haar measure on the unitary group. This classical random matrix problem has been extensively studied using several different methods such as asymptotics of Toeplitz determinants, representation theory, loop equations etc. It turns out that for any k≥1, Tr[U^k] converges as n tends to infinity to a Gaussian random variable with a super exponential rate of convergence. In this talk, I will explain some of these results and present some recent work with Kurt Johansson (KTH) in which we revisited this problem in a multivariate setting.
Christian Brennecke (Harvard): On the TAP equations for the Sherrington-Kirkpatrick Model
In this talk, I will review the Thouless-Anderson-Palmer (TAP) equations for the classical Sherrington-Kirkpatrick spin glass and present a dynamical derivation, valid at sufficiently high temperature. In our derivation, the TAP equations follow as a simple consequence of the decay of the two point correlation functions. The methods can also be used to establish decay of higher order correlation functions. We illustrate this by proving a suitable decay bound on the three point functions which implies an analogue of the TAP equations for the two point functions. The talk is based on joint work with A. Adhikari, P. von Soosten and H.T. Yau.
Join Zoom Meeting
https://uni-frankfurt.zoom.us/j/94648348387?pwd=anVJNnJKY2NZTVBGZWR4UXdGRHpOUT09
Meeting ID: 946 4834 8387
Passcode: 969450
One tap mobile
+496938079883,,94648348387#,,,,*969450# Germany
+496950502596,,94648348387#,,,,*969450# Germany
Dial by your location
+49 69 3807 9883 Germany
+49 695 050 2596 Germany
+49 69 7104 9922 Germany
+49 30 5679 5800 Germany
Meeting ID: 946 4834 8387
Passcode: 969450
Find your local number: https://uni-frankfurt.zoom.us/u/adqOaqUZh
Join by SIP
94648348387@zoomcrc.com
Join by H.323
162.255.37.11 (US West)
162.255.36.11 (US East)
115.114.131.7 (India Mumbai)
115.114.115.7 (India Hyderabad)
213.19.144.110 (Amsterdam Netherlands)
213.244.140.110 (Germany)
103.122.166.55 (Australia Sydney)
103.122.167.55 (Australia Melbourne)
149.137.40.110 (Singapore)
64.211.144.160 (Brazil)
69.174.57.160 (Canada Toronto)
65.39.152.160 (Canada Vancouver)
207.226.132.110 (Japan Tokyo)
149.137.24.110 (Japan Osaka)
Meeting ID: 946 4834 8387
Passcode: 969450
___________________________________________________________________________________
Friday, July 9, 2021, 15 c.t. CET, Rhein-Main-Kolloquium Stochastik, Johannes Gutenberg-Universität Mainz, online via Zoom
Pascal Maillard (Toulouse)
Markus Heydenreich (LMU München)
-----------------------------------------------------------------------------------------------------------------------------------------------
Wegbeschreibungen
zur Anreise an die Uni Mainz finden Sie unter https://www.mathematik.uni-mainz.de/anfahrt/,
zur Anreise an die Uni Frankfurt unter https://www.uni-frankfurt.de/38074653/campus_bockenheim und https://www.uni-frankfurt.de/38093742/Campus_Bockenheim-pdf.pdf,
zur Anreise an die TU Darmstadt unter http://www3.mathematik.tu-darmstadt.de/fb/mathe/wir-ueber-uns/adresse-und-lageplan/anreise.html
Termine in früheren Semestern finden Sie hier.
stochastik@uni-mainz.de