Department of

# Mathematics

Seminar Calendar
for Probability Seminar events the year of Thursday, January 23, 2020.

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events for the
events containing

Questions regarding events or the calendar should be directed to Tori Corkery.
    December 2019           January 2020          February 2020
Su Mo Tu We Th Fr Sa   Su Mo Tu We Th Fr Sa   Su Mo Tu We Th Fr Sa
1  2  3  4  5  6  7             1  2  3  4                      1
8  9 10 11 12 13 14    5  6  7  8  9 10 11    2  3  4  5  6  7  8
15 16 17 18 19 20 21   12 13 14 15 16 17 18    9 10 11 12 13 14 15
22 23 24 25 26 27 28   19 20 21 22 23 24 25   16 17 18 19 20 21 22
29 30 31               26 27 28 29 30 31      23 24 25 26 27 28 29



Thursday, January 30, 2020

2:00 pm in 347 Altgeld Hall,Thursday, January 30, 2020

#### The Semicircle Law for Wigner Matrices

###### Kesav Krishnan (UIUC Math)

Abstract: I will introduce Wigner Matrices and their universal properties. I will then state the semi-circle law and sketch out three district proofs, in analogy to the proof of the usual central limit theorem. Talk 1 will sketch out the proof via the Stieltjes transform and via the energy entropy balance.

Thursday, February 6, 2020

2:00 pm in 347 Altgeld Hall,Thursday, February 6, 2020

#### The Semicircle Law for Wigner Matrices Part 2

###### Kesav Krishnan (UIUC Math)

Abstract: I will introduce Wigner Matrices and their universal properties. I will then state the semi-circle law and sketch out three district proofs, in analogy to the proof of the usual central limit theorem. talk two will discuss the proof based on the method of moments and its relation to enumerative combinatorics.

Thursday, February 13, 2020

2:00 pm in 347 Altgeld Hall,Thursday, February 13, 2020

#### Distribution of eigenvalues of random matrices (part I)

###### Peixue Wu (UIUC Math)

Abstract: Last time we proved a famous semicircular law for the limit distribution of the empirical measure of the eigenvalues of Wigner's matrix (i.i.d. under the symmetry restriction). When we go over the proof in detail, we find two essential ingredients to the proof: 1. Stochastic independence of the entries. 2. Most matrix entries are centered and have the same variance. Using the similar idea (methods of moments) we will show that semicircular law holds for a much larger class of random matrices. We will also talk about the joint distribution for the eigenvalues of the Gaussian Orthogonal (Unitary) Ensembles (GOE or GUE).

Thursday, February 20, 2020

2:00 pm in 347 Altgeld Hall,Thursday, February 20, 2020

#### Distribution of eigenvalues of random matrices (part II)

###### Peixue Wu (UIUC Math)

Abstract: Last time we proved the classical Wigner's semicircular law for Wigner matrix. This time I will state a dynamical version of the semicircular law, which implies the classical Wigner's semicircular law. Our main tool will be stochastic analysis.

4:00 pm in 243 Altgeld Hall,Thursday, February 20, 2020

#### Variable-order time-fractional partial differential equations: modeling and analysis

###### Hong Wang (University of South Carolina)

Abstract: Fractional partial differential equations (FPDEs) provide more accurate descriptions of anomalously diffusive transport of solute in heterogeneous porous media than integer-order PDEs do, because they generate solutions with power law (instead of exponentially) decaying tails that were observed in field tests. However, solutions to time-fractional PDEs (tFPDEs) have nonphysical singularity at the initial time t=0, which does not seem physically relevant to anomalously diffusive transport they model and makes many error estimates to their numerical approximations in the literature that were proved under the full regularity assumption of the true solutions in appropriate. The reason lies in the incompatibility between the nonlocality of the power law decaying tail of the solutions and the locality of the initial condition. But there is no consensus on how to correct the nonphysical behavior of tFPDEs. We argue that the order of a physically correct tFPDE model should vary smoothly near the initial time to account for the impact of the locality of the initial condition. Moreover, variable-order tFPDEs themselves also occur in a variety of applications. However, rigorous analysis on variable-order tFPDEs is meager. We outline the proof of the wellposedness and smoothing properties of tFPDEs. More precisely, we prove that their solutions have the similar regularities to their integer-order analogues if the order has an integer limit at the initial time or have the same singularity near the initial time as their constant-order analogues otherwise.

Tuesday, February 25, 2020

2:00 pm in 345 Altgeld Hall,Tuesday, February 25, 2020

#### Multiple SLE from a loop measure perspective

###### Vivian Healey (U Chicago Math)

Abstract: I will discuss the role of Brownian loop measure in the study of Schramm-Loewner evolution. This powerful perspective allows us to apply intuition from discrete models (in particular, the λ-SAW model) to the study of SLE while simultaneously reducing many SLE computations to problems of stochastic calculus. I will discuss recent work on multiple radial SLE that employs this method, including the construction of global multiple radial SLE and its links to locally independent SLE and Dyson Brownian motion. (Joint work with Gregory F. Lawler.)

Thursday, February 27, 2020

2:00 pm in 347 Altgeld Hall,Thursday, February 27, 2020

#### Tracy Widom Distribution and Spherical Spin Glass (Part I)

###### Qiang Wu (UIUC Math)

Abstract: We studied the global behavior of eigenvalues of random matrices in previous talks. This time we are going to zoom into the bulk to study some local behavior of eigenvalues. In particular, the edge scaling limit of largest eigenvalue is given by the Tracy-widom (TW) distribution, which as a universal object also appears in some other areas, like growth process, spin system and many other interacting particle systems. Taking GUE as our example, we will try to derive the TW distribution represented as a Fredholm determinant with Airy Kernel. Time permits, we will briefly go through the integral representation of TW, and some universality results even extended to the underlying integrable system for general beta ensembles.

Tuesday, March 3, 2020

2:00 pm in 345 Altgeld Hall,Tuesday, March 3, 2020

#### Heat kernel of fractional Laplacian with Hardy drift via desingularizing weights

###### Damir Kinzebulatov   [email] (Universite Laval)

Abstract: We establish sharp two-sided bounds on the heat kernel of the fractional Laplacian, perturbed by a drift having critical-order singularity, using the method of desingularizing weights. This is joint work with Yu.A.Semenov (Toronto) and K.Szczypkowski (Wroclaw).

Tuesday, April 7, 2020

2:00 pm in 345 Altgeld Hall,Tuesday, April 7, 2020

#### To Be Announced

###### Michael Perlmutter   [email] (Michigan State University)

Abstract: To Be Announced