Speaker: Grégory Schehr, Sorbonne university, Paris, France.
Title: Universal distribution of the number of minima for constrained random walks and Lévy flights.
Abstract: We compute exactly the full distribution of the number m of local minima in a one-dimensional landscape generated by a random walk or a Lévy flight. We consider two different ensembles of landscapes, one with a fixed number of steps N and the other till the first-passage time of the random walk to the origin. We show that the distribution of m is drastically different in the two ensembles (Gaussian in the former case, while having a power-law tail with exponent -3/2 in the latter case). However, the most striking aspect of our results is that, in each case, the distribution is completely universal for all m (and not just for large m), i.e., independent of the jump distribution in the random walk. This means that the distributions are exactly identical for Lévy flights and random walks with finite jump variance.
Objectives of the Al-Khwarizmi seminar: to share knowledge, problems, methods among researchers in applied mathematics from different backgrounds and countries.
Seminar details: the seminar occurs online every two weeks (Zoom link: https://ksu-hub.zoom.us/j/97753107489), with each talk lasting 50 minutes, followed by a 20-minute Q&A session.
Organizers: under the guidance of an international scientific committee, the webinar is led by researchers from Tunisian and Saudi universities (see our committee members).
Flexibility and collaboration: we aim at fostering collaborations and potential research projects or publications among researchers from all over the world, thus everyone is welcome to suggest a talk by sending a message to any of these emails: rafik.aguech@ipeit.rnu.tn, nabil.gmati@enit.utm.tn, wissem.jedidi@fst.utm.tn, aalhammali@iau.edu.sa
Support: AGALab-Monastir, LAMSIN-Tunis, the Mediterranean Institute for the Mathematical Sciences, and the Tunisian Mathematical Society.