Lieu : nouvelle salle de conférence du CMAP (salle 3005, dernier étage, aile 05 - soit le long couloir perpendiculaire à l’aile 0)
Horaire : un mardi sur deux, de 10h à 11h
Remarque : aux mêmes dates et dans la même salle, à 11h30, a lieu le séminaire du pôle Analyse.
Les organisateurs : Quentin Cormier, Stefano De Marco, Fabrice Djete & Charlotte Dion-Blanc.
(à contacter à l'alias orga-seminaire-pole-proba "at" meslistes.polytechnique.fr)
Prochaines séances :
Mardi 7 octobre : Guillaume Dubach (CMLS) - Powers of Ginibre matrices and cycles of commutators
The eigenvalues of the complex Ginibre ensemble (matrices with i.i.d. complex Gaussian entries) form a highly correlated system of points; however, their high powers are distributed exactly as if they were independent. I will present a consequence of this counter-intuitive property to random permutations; more specifically, we will explicitly describe the distribution of the number of cycles in a commutator between a random (uniform) permutation and another permutation with prescribed cycle type.
Mardi 21 octobre : Mattia Martini (CMAP) - Randomized Approach to Mean Field Control
This talk aims to show how randomizing the dynamics in mean field control can help regularize the associated Hamilton–Jacobi equation. A key challenge in this approach lies in constructing a suitable notion of noise on the space of probability measures. To this end, we rely on Dirichlet–Ferguson processes, as studied by Dello-Schiavo. We first examine the effect of this noise on a system of uncontrolled interacting particles and show that it induces a regularizing effect at the level of the corresponding backward Kolmogorov equation. We then analyze a mean field control problem driven by this noise and prove that the associated Hamilton–Jacobi equation admits a unique solution in an appropriate functional space, even when the coefficients have limited regularity. The talk is based on a joint work with F. Delarue (Nice) and G. Sodini (Vienna).
Mardi 4 novembre : Emma Hubert (Paris Dauphine)
Mardi 18 novembre : Cédric Boutillier (LPSM) - Domino tilings of the Aztec diamonds
Domino tilings, and more generally dimer models, are models of
2-dimensional statistical mechanics which can be studied with a large
variety of techniques: determinant point processes, representation
theory and symmetric functions, lattice paths, discrete geometry etc.
They exhibit phase transitions which can be analyzed very precisely with
all these tools.
In this talk, I will review old and new results about domino tilings of
a particular family of regions, called the Aztec diamonds, for which
additional combinatorics properties imply even more precise probabilistic
understanding. Some of these "new" results come from a recent joint work
with Béatrice de Tilière.
Mardi 2 décembre : Djalil Chafaï
Mardi 16 décembre : Elisa Marini (Paris Dauphine) - Noise-induced oscillations for the mean-field dissipative contact process
In this talk, we will introduce a dissipative version of the contact process with mean-field interaction admitting a simple epidemiological interpretation. In particular, we will focus on the thermodynamic limit of the process, providing a law of large numbers (propagation of chaos) and a central limit theorem for the corresponding normal fluctuations. These results reveal that it is the noise, which is only present in the finite-size system and is internal to the system, that induces persistent oscillatory behaviors reminiscent of the emergence of pandemic waves in real epidemics.
The talk is based on a joint work with Paolo Dai Pra (University of Verona).
Mardi 13 janvier
Mardi 27 janvier
Mardi 10 février
Mardi 24 février
Mardi 10 mars
Mardi 24 mars
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Anciens séminaires
2024-2025
Mardi 24 juin : Charlotte Dion-Blanc (Sorbonne Université) - Nonparametric Estimation for Hawkes Diffusion Systems
Mardi 10 juin : Clément Foucart (Université Sorbonne Paris Nord) - Processus de branchement avec compétition en temps et espace continus et conditionnement à la non-extinction
Mardi 27 mai : Ahmed Kebaier (Université d'Evry) Approximation of Stochastic Volterra Équations with kernels of completely monotone type.
Mardi 29 avril : Pierre Le Bris (IHES) : On uniform in time propagation of chaos in the metastable Curie-Weiss model
Mardi 15 Avril : Nicolas Champagnat (Inria Nancy) - Convergence vers l'équation canonique de la dynamique adaptative d'un modèle individu-centré dans un régime de mutations petites mais fréquentes
Mardi 1 avril : Laurent Ménard (Modal'X, Paris Nanterre) - Mariages unimodulaires optimaux
Mardi 18 mars : Arvind Singh (LMO, Université-Paris-Saclay) - Jeu de Penney et jeu de Litt
Mardi 04 mars : Huyên Pham (CMAP) - Control of large-scale heterogeneous systems: an extended graphon mean-field approach
Mardi 04 février : Emmanuel Schertzer (University of Vienna) - Principe d'invariance en génétique des populations
Mardi 21 janvier : Guilherme Ost (Univ. Federal do Rio de Janeiro) - Binary graphical models with mean-field interactions: community detection and dependence graph density estimation
Mardi 07 janvier : Eva Loecherbach (Univ Paris 1) - Propagation du chaos conditionnelle pour des systèmes de particules avec des sauts stables
Mardi 17 décembre : Paul Gassiat (Paris Dauphine) - Un flot de gradient sur l'espace des contrôles avec condition initiale irrégulière
Mardi 03 décembre : Mehdi Talbi (Univ. Paris Cité) - Control of Volterra-type dynamics and applications to contract theory
Mardi 19 Novembre : Marek Kimmel (Rice University, Houston, Etats-Unis) - Estimating Past Events in Cancer Through Stochastic Modeling of DNA Sequencing Data
Mardi 5 Novembre : Arno Siri-Jégousse (UNAM Mexique) - Évolution et généalogies de populations autosimilaires
Mardi 22 Octobre : Michael Goldman (CMAP) - Recent progress on the optimal matching problem
