2nd China-Japan-Korea
Joint Probability Workshop
October 9 (Wed) - 12 (Sat), 2024
Ramada by Wyndham Jeju the Hamdeok, Jeju island, Korea
October 9 (Wed) - 12 (Sat), 2024
Ramada by Wyndham Jeju the Hamdeok, Jeju island, Korea
Invited Talks (60 minutes)
Naotaka Kajino (Kyoto University)
Title: Heat kernel estimates for boundary traces of reflected diffusions on uniform domains
Abstract: This talk is aimed at presenting the results of the speaker's recent joint work with Mathav Murugan (University of British Columbia) on the boundary trace processes of reflected diffusions on uniform domains. We obtain stable-like heat kernel estimates for such a boundary trace process when the diffusion on the underlying ambient space satisfies sub-Gaussian heat kernel estimates. Our arguments rely on new results of independent interest such as sharp two-sided estimates and the volume doubling property of the harmonic measure, the existence of a continuous extension of the Na\"im kernel to the topological boundary, and the Doob--Na\"im formula identifying the Dirichlet form of the boundary trace process as the pure-jump Dirichlet form whose jump kernel with respect to the harmonic measure is exactly (the continuous extension of) the Na\"im kernel.
Nam-Gyu Kang (Korea Institute for Advanced Study)
Title: Conformal field theory of SLE in a multiply connected domain
Abstract: We implement a version of conformal field theory in a multiply connected domain and relate it to the theory of SLE. We present the generalized Eguchi-Ooguri equations and use them to derive the explicit form of Ward's equations, which describe the insertion of a stress tensor in terms of Lie derivatives and differential operators that depend on the Teichmüller modular parameters. Furthermore, we provide a conformal field-theoretic realization of SLE in a multiply connected domain and construct a class of martingale observables for this SLE process. This is joint work with Tom Alberts and Sung-Soo Byun.
Ji Oon Lee (Korea Advanced Institute of Science and Technology)
Title: Fundamental limit of the weak detection for spiked Wigner matrices
Abstract: The spiked Wigner matrix model is one of the simplest models for the signal-plus-noise data, where the signal is a vector and the noise is a symmetric random matrix. If the signal-to-noise (SNR) is above a certain threshold, the signal can be reliably detected by the principal component analysis (PCA) or its variants. On the other hand, if the SNR is below the threshold, it is only possible to consider a weak detection which is a hypothesis test between the null model and the alternative. In this talk, I will explain the fundamental limit and efficient algorithms for the weak detection for the spiked Wigner matrix models, which are based on study of random matrices and spin glass models. This is a joint work with Hye Won Chung; some parts of the work are also done with Ji Hyung Jung and Jiho Lee.
Fengyu Wang (Tianjin University)
Title: Spectral representations on Wasserstein limits of empirical measures on manifolds
Abstract: Sharp convergence rates in Wasserstein distance are derived for empirical measures of diffusion processes on Riemannian manifolds, and the renormalization limits are explicitly formulated by using eigenvalues and eigenfunctions of the associated elliptic operator. For explosive diffusion processes, the convergence is described by conditional expectations.
Invited Talks (45 minutes)
Xin Chen (Shanghai Jiaotong University)
Title: Some recent results on quantification of stochastic homogenization for stable-like process
Abstract: In this talk we will introduce some recent results on quantification of stochastic homogenization for stable-like process, including the stable-like random walk in random conductance model and the Dirichlet problem with periodic coefficients. This talk is based on some joint works with Zhen-qing Chen, Takashi Kumagai and Jian Wang.
Syota Esaki (Fukuoka University)
Title: Concentration of measure for generalized Cauchy-type distribution
Abstract: Stochastic analysis and metric measure geometry, especially the concentration of measure phenomenon, Gromov's pyramids, etc., have been widely studied. On the other hand, there are not many studies that apply the research in each to the other. Gromov's pyramids are based on the concentration of measure phenomenon, and in probabilistic terms, it can be said to be ``metric measure geometry based on the asymptotic behavior of a sequence of random variables''. In this sense, we believe that this is a field applied to stochastic analysis in the future. In this talk, we will consider a generalization of the results for the $n$-dimensional Cauchy distribution, which were previously obtained using the general theory of "concentration of cones''. In particular, we will discuss the changes in the phenomenon when the conventional results for $\ell^2$ distance are replaced with $\ell^{\beta}$ distance. We also discuss a relation between the results and the ergodic theory.
This talk is based on a joint work with Daisuke Kazukawa(Kyushu) and Ayato Mitsuishi(Fukuoka).
Ildoo Kim (Korea University)
Title: An existence and uniqueness theory to stochastic partial differential equations involving pseudo differential operators
Abstract: In this talk, we introduce a new weak formulation to ensure existence and uniqueness of a solution to stochastic partial differential equations with pseudo-differential operators. Notably, our symbols of the pseudodifferential operators can be sign-changing, exponentially growing, and stochastic. In particular, the main operators include the Fractional Laplacian with random complex exponents.
Kunwoo Kim (Pohang University of Science and Technology)
Title: Long-time behavior of stochastic heat equations
Abstract: We investigate the long-time behavior of stochastic heat equations perturbed by space-time white noise on one-dimensional domains such as a torus and the real line. The long-time behavior depends on the spatial domain and also initial functions. We show how the spatial domain and the initial function influence the long-time behavior of the solution. This is based on joint works with Davar Khoshnevisan and Carl Mueller.
Kenkichi Tsunoda (Kyushu University)
Title: Incompressible limit for a weakly asymmetric simple exclusion process with collision
Abstract: We consider in this talk the so-called incompressible limit for a weakly asymmetric simple exclusion process (WASEP) with collision. One of the fundamental questions in mathematical physics is the derivation of the master equation of fluid such as the Burgers equation or the Navier–Stokes equation. This model has been introduced by Esposito, Marra and Yau (1996) and they have derived the Navier–Stokes equation as an incompressible limit in dimensions strictly larger than two. The derivation of these equations in low dimension is achieved only from a lattice gas which admits mesoscopically long jumps. In the previous work, Jara, Landim and Tsunoda (2021), we considered the WASEP without collision. We discuss in this talk the incompressible limit for the WASEP with collision. This talk is based on joint work with Patrick van Meurs (Kanazawa University) and Lu Xu (Gran Sasso Science Institute). available at arXiv:2402.10375
Jianliang Zhai (University of Science and Technology of China)
Title: Irreducibility of SPDEs driven by pure jump noise
Abstract: The irreducibility is fundamental for the study of ergodicity of stochastic dynamical systems. In the literature, there are very few results on the irreducibility of stochastic partial differential equations (SPDEs) and stochastic differential equations (SDEs) driven by pure jump noise. The existing methods on this topic are basically along the same lines as that for the Gaussian case. They heavily rely on the fact that the driving noises are additive type and more or less in the class of stable processes. The use of such methods to deal with the case of other types of additive pure jump noises appears to be unclear, let alone the case of multiplicative noises.
We develop a new, effective method to obtain the irreducibility of SPDEs and SDEs driven by multiplicative pure jump noise. The conditions placed on the coefficients and the driving noise are very mild. This leads to not only significantly improving all of the results in the literature, but also to new irreducibility results of a much larger class of equations driven by pure jump noise with much weaker requirements than those treatable by the known methods. As a result, we are able to apply the main results to SPDEs with locally monotone coefficients, SPDEs/SDEs with singular coefficients, nonlinear Schrodinger equations, Euler equations etc. We emphasize that the driving noises could be compound Poisson processes, even allowed to be infinite dimensional.
Contributed Talks
Jinsu Kim (Pohang University of Science and Technology): Ergodicity of continuous-time Markov chains for biochemical systems
Tsogzolmaa Saizmaa (National University of Mongolia): Conditioned Stable-Levy Processes
Seonwoo Kim (Korea Institute for Advanced Study): Metastable Hierarchy in Abstract Low-Temperature Lattice Models
Jae-Hwan Choi (Seoul National University): Sobolev regularity theory for stochastic reaction-diffusion-advection equations with spatially homogeneous colored noises and variable-order nonlocal operators
Jeeho Ryu (Seoul National University) Exit time analysis of Kesten's stochastic recurrence equation and SGD
Jungkyoung Lee (Korea Institute for Advanced Study) Metastability and its application
Jaehun Lee (Korea Advanced Institute of Science & Technology) Spectral heat contents for symmetric Levy processes
Qiang Zeng (Chinese Academy of Sciences) Large deviations for the extremal eigenvalues of Ginibre ensemble