Duke Probability Seminar

A seminar for the probability community at Duke, both in and outside of the Mathematics Department.

More information on the Duke Probability community can be found on the Probability: Theory and Applications Page

• Thursday, April 26, 2018, 3:15pm, 119 Physics, Probability Seminar
  Particles interacting through their hitting times: neuron firing, supercooling and systemic risk
  Mykhaylo Shkolnikov (Princeton University)

   

  I will discuss a class of particle systems that serve as models for supercooling in physics, neuron firing in neuroscience and systemic risk in finance. The interaction between the particles falls into the mean-field framework pioneered by McKean and Vlasov in the late 1960s, but many new phenomena arise due to the singularity of the interaction. The most striking of them is the loss of regularity of the particle density caused by the the self-excitation of the system. In particular, while initially the evolution of the system can be captured by a suitable Stefan problem, the following irregular behavior necessitates a more robust probabilistic approach. Based on joint work with Sergey Nadtochiy.

• Monday, May 14, 2018, 8:00pm, none, Southeastern Probability Conference
  Day 1
  TBA

   

  See https://services.math.duke.edu/~rtd/SEPC2018/SEPC2018.html

• Tuesday, May 15, 2018, 8:00pm, none, Southeastern Probability Conference
  Day 2, ends at noon
  TBA

   

  See https://services.math.duke.edu/~rtd/SEPC2018/SEPC2018.html