UNITED SEMINAR OF THE DEPARTMENT OF PROBABILITY THEORY OF LOMONOSOV MOSCOW STATE UNIVERSITY
UNITED SEMINAR OF THE DEPARTMENT OF PROBABILITY THEORY OF LOMONOSOV MOSCOW STATE UNIVERSITY
This is the page of the spring semester of 2022 of the United Seminar of the Department of Probability Theory of the Faculty of Mechanics and Mathematics of Moscow State University. The permanent website of the seminar is here. The seminar is a continuation of the research seminar of the Department of Probability Theory under the leadership of A.N. Kolmogorov and B.V. Gnedenko.
The seminar is held online every Wednesday from 16:45 to 17:45 Moscow time.
Permanent link to the Zoom room: http://bit.ly/bks_terver_2022
Room ID: 899 0979 6692 Access code: 161752
Head of the seminar: academician of the RAS, professor Albert N. Shiryaev
Coordinator of the seminar in spring 2022: professor Elena B. Yarovaya
Secretary of the seminar in spring 2022: Vladimir A. Kutsenko
To subscribe to the seminar newsletter or submit a talk, click "Subscribe or submit" at the top of the page.
The seminar in the spring semester is over. We are waiting for you in the fall semester!
February 9, 16:45 MSK
Luigi Accardi, Universitá di Roma Torvergata, Roma Centro Interdipartimentale Vito Volterra
Algebraic probability theory
The Algebraic approach to probability theory allows to obtain in a unified language all results of classical and quantum probability. But some deep differences arise: almost all concentrated on the notion of conditional expectation. This fact is illustrated with several examples from stochastic calculus to Markov chains and processes.
A recording of the report can be found at this link.
February 16, 16:45 MSK
Luigi Accardi, Universitá di Roma Torvergata, Roma Centro Interdipartimentale Vito Volterra
Deduction of quantum theory and its extensions from classical probability
For more than 30 years quantum probability (QP) has been considered as a generalization of classical probability (CP). Now we understand that this is not true: QP is a deeper level of CP. Main goal of the talk is to explain the statement above and why, now and in the future, the best way to introduce people to quantum me¬chanics and its natural extensions is a course in classical probability. If time permits, some feed-back of this new approach, for classical probability, will be illustrated through some examples.
A recording of the report can be found at this link.
Date is TBA
Andrey Dorogovtsev, Institute of Mathematics of Ukrainian Academy of Sciences
Intermittency of local times and geometry of mass distribution in the stochastic flow
In this talk, we consider a motion of the random curve in space. For a description of such motion, we use the stochastic differential equation with interaction. Such an equation allows us to take into account the action of external forces on the parts of the curve and the interaction between them. The main question is the changing of the complexity of the curve with time. For nonsmooth random curves like a trajectory of Brownian motion, we consider a possibility to contain an ordered polygonal line with long edges and a big number of vertices. In these cases, the visitation measure for certain images of the curve approximates discrete measures. This can serve as an explanation of the intermittency of its density.
Date is TBA
Georgii Riabov, Institute of Mathematics of Ukrainian Academy of Sciences
Coalescing stochastic flows
The talk is devoted to properties of coalescing stochastic flows, i.e. families of random mappings of the phase space that satisfy the evolutionary property, act independently on disjoint time intervals and possess stationary distributions. A flow is called coalescing if mappings that constitute this flow are not injective with positive probability. Under wide assumptions on distributions of n-point motions on the metric graph, the existence of the corresponding stochastic flow will be proved. Also, we will discuss dual flows for coalescing stochastic flows on the real line.
March 2, 16:45 MSK
Yuliana Linke, Sobolev Institute of Mathematics
Universal local constant and local linear kernel estimators in nonparametric regression
In the talk we will discuss two classes of universal kernel-type estimators in nonparametric regression uniformly consistent under close to minimal and illustrative conditions on design points. The universality of estimators lies in the fact that their asymptotic properties do not depend on the structure of correlation of the design elements, with respect to which the domain of the regression function is supposed to be densely filled in some sense. Some of the results presented in the talk are joint studies with I.S. Borisov (IM SB RAS), P.S. Ruzankin (IM SB RAS), E.B. Yarovaya (MSU), V.A. Kutsenko (MSU), and S.A. Shalnova (National Medical Research Center for Therapy and Preventive Medicine).
The recording of the report can be found at this link.
March 9, 16:45 MSK
Aleksandr Veretennikov, IITP RAS, MSU, NRU HSE
On McKean–Vlasov equations
A review of results on existence and (strong and weak) uniqueness of McKean - Vlasov equations will be presented. It will be also shown why they are interesting (in particular, because the measures of the solutions satisfy nonlinear Fokker - Planck - Kolmogorov equations) and how they relate to "multiparticle ensembles": this theory is called "chaos expansion". A separate question about ergodic properties of solutions of such equations will be touched if time allows.
March 16, 16:45 MSK
Natalia Smorodina, St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
On a family of random operators
The recording of the report can be found at this link.
March 23, 16:45 MSK
Liubov Markovich, Delft University of Technology, Trapeznikov Institute of Control Sciences, Institute for information transmission problems, Russian Quantum Center
Quantum enhanced measurement of many-body observables
In different areas of science the problem of finding the expectation value of an operator corresponding to an observable of a system is of utmost importance. For example, in many tasks in condensed matter physics, materials science, quantum chemistry and combinatorial optimization, the goal is to find spectral properties, the ground state energy or the lowest eigenvalue of a Hamiltonian. Direct estimation of the expectation value of observable decomposed into weighted sum of N Pauli strings is not straight forward and for complex system, it deemed to be nearly impossible.
In this project we propose an alternative approach to the current method of individually measuring each Pauli string, with a further classical summation of all values (we call this approach classical method). Our idea is to sum all the Pauli strings coherently. Using the phase kickback method in quantum phase estimation, each Pauli string is encoded in the phase and written into an ancilla qubit in such a way that the sum of all Pauli strings is encoded in one phase as a sum of nonlinear functions. Our circuit contains two parts: a target quantum system with a short coherent time qubits and a measurement device with a memory ancilla qubit that has a long coherent time enough to encode each Pauli string and to proceed the QPE. As a result, our approach promises linear improvement in N comparing to the classical one.
This is joint work with J. Borregard and A. Almasi.
A recording of the report can be found at this link.
April 6, 16:45 MSK
Egor Kosov, MSU
Bounds for the total variation distance and their connection with the regularity of distributions
In the talk we present new upper bounds for the total variation distance between distributions of nonlinear functionals of Gaussian and more general multidimensional random vectors. The estimates obtained by the author refine the results of I. Nourdin — G. Poly and Yu. Davydov — G. Martynova. One of the main established results is the connection between new estimates of the total variation distance and the regularity of distribution densities. The author gives the new method for proving fractional regularity of distribution densities, which generalizes the classical method of P. Malliavin. We will discuss the application of fractional regularity of distribution densities to upper bounds for the characteristic functions of random variables. The talk is based on several papers of the author, as well as on joint works with V.I. Bogachev, G.I. Zelenov and S.N. Popova.
A recording of the report can be found at this link.
April 13, 16:45 MSK
Victor Vedenyapin, MSU
On Vlasov Type Equations
Now there are Vlasov-Poisson equations, Vlasov-Maxwell equations, Vlasov-Einstein equations, the names were introduced mainly by French mathematicians (Choquet-Brua, etc.), but have become generally accepted. The story of Vlasov-type equations will be presented. In classical textbooks (Pauli; Fock,; Landau and Lifshitz; Dubrovin, Novikov, Fomenko; Weinberg; Vlasov ...), equations for fields in the Einstein and Maxwell equations are proposed without deducing the right parts. Here we give the derivation of the right-hand sides of the Maxwell and Einstein equations within the framework of the Vlasov-Maxwell-Einstein equations from the classical, but slightly more general principle of least action. A method of transition from kinetic equations to hydrodynamic consequences is proposed, as it was done earlier by A.A.Vlasov himself. In the case of Hamiltonian mechanics, a transition from the hydrodynamic consequences of the Liouville equation to the Hamilton-Jacobi equation is possible. Thus, in the non-relativistic case, Milne-McCree solutions are obtained, a non-relativistic analogue of Friedman-type solutions of the evolution of the Universe.
A recording of the report can be found at this link.
May 11, 16:45 MSK
Valentin Konakov, MSU, HSE
On the stability of transition densities of diffusion processes and Markov chains with respect to perturbations of coefficients
A review of some recent results on the stability of transition densities of some classes of Markov chains and diffusion processes with respect to perturbations of coefficients will be given. An error estimate will be given in various metrics and possible applications of such results are indicated. We will also discuss the proofs of similar stability results, the main method of obtaining which is the parametrix method. Parametrix can be written in different forms (Ilyin, Kalashnikov, Oleinik (1962), Friedman (1969)). But only one form proposed in the famous work of McKean and Singer (1967) allows us to adapt the method not only to diffusion processes, but also to Markov chains, which will be demonstrated in the report.
A recording of the report can be found at this link.