Probability and Stochastic Analysis Seminar  RSS

Pierre Tarrès 09/02/2021, 14:00 — 15:00 — Room P3.10, Mathematics Building Online
, NYU - Shanghai

Reinforced random walks and statistical physics

We explain how the Edge-reinforced random walk, introduced by Coppersmith and Diaconis in 1986, is related to several models in statistical physics, namely the supersymmetric hyperbolic sigma model studied by Disertori, Spencer and Zirnbauer (2010), the random Schrödinger operator and Dynkin's isomorphism. We also discuss recent non-reversible generalizations of the ERRW and the VRJP.
Based on joint works (or work in progress) with C. Sabot, X. Zeng, T. Lupu, M. Disertori and S. Baccalado.

See also

Slide of the talk.pdf

Except for a few of the oldest sessions these are from the Seminário de Probabilidade e Mecânica Estatística at IMPA which is co-sponsored by several institutions, in particular Instituto Superior Técnico.