Mriganka Basu Roy Chowdhury

Spring 2025

Welcome to the Berkeley Student Probability Seminar, Spring 2025 edition! The broad plan for the semester is to have two threads in parallel: one would be a traditional set of talks on stochastic calculus, starting from the basics and building up to some advanced topics. The other thread would be a series of talks on recent arXiv papers.

We take turns presenting, so please sign up. Google sheet for signing up)

Location and times: Evans 736, (almost) every Wednesday from 11 am - 12 pm (please note the change in time and venue).

Please drop me (Mriganka) an email at mriganka_brc@berkeley.edu) if there are any issues here, or if I forgot to update this website. For general queries, you may contact any one of the organizers:

See abstract for more details on the topic and some references.

Abstract

There is not really much to say in the way of an abstract, since the topics are quite broad and well-known. Please refer to the notes from the first session for a broad plan of the topics that may be the focus of individual talks. For arXiv paper presentations, the requirements are rather loose, except that we expect the presenter will introduce the paper at a level that is accessible to a general audience (i.e., those with a reasonable general probability background).

Sessions

Mriganka Basu Roy Chowdhury Jan 29
An overview of stochastic calculus. [Notes]
Byron Chin (MIT) Feb 5
The power of an adversary in Glauber dynamics. [Paper]
Vilas Winstein Feb 12
Rigorous results on self-organized criticality. [Paper]
(Cancelled) Feb 19
(No seminar)
Kaihao Jing Feb 26
Counting minimal cutsets and \(p_c < 1\). [Paper]
Victor Ginsburg Mar 5
The moment problem, geometric Brownian motion, and the stochastic heat flow. [Paper]
Karissa Huang Mar 12
Phase transition for the stochastic block-model and reconstruction on trees. [Paper]
Daniel Cyrus Raban Mar 19
Girsanov's theorem and applications.
(Cancelled) Mar 26
Spring break
(Cancelled) Apr 2
No speaker
(Cancelled) Apr 9
No speaker
Yang Chu Apr 16
Brownian motion and harmonic functions. Tug of war games and infinity harmonic functions.
Michal Bassan (Oxford) Apr 23
Non-ergodicity for the noisy majority vote process on trees. [Paper]
Luke Finley Triplett Apr 30
Probabilistic Methods for Stochastic Optimal Control
Ian Francis May 7
Bessel Processes and Applications of Stochastic Calculus