# Duke Probability Seminar

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

To joint the Duke probability mailing list visit: subscribe to probability-seminar.

**Upcoming Seminars:**
- 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

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