UIUC Graduate Probability Seminar

The main goal of this seminar is to provide an opportunity for students interested in probability theory to learn in a friendly environment and facilitate interactions with the research group. We aim to cover areas that are important to know but are not explored enough in the Math 561-562 sequence. While sometimes we focus on more advanced results, we try to make our presentations and discussions as accessible to all participants as possible. Finally, this seminar allows students to interact with faculty members from probability group in a more casual environment.

We use the mailing list to distribute announcements about the talks as well as other probability related events happening globally and in UIUC, such as conferences and summer schools.  Please email me if you would like to be added to the mailing list.

We choose topics based on the interests of the participants during the first meeting each semester. We hope this seminar would benefit everybody who is interested in probability theory and related subjects.

The seminar meets every Thursday at 2pm. The abstracts are usually sent out several days prior the talk via email and available on UIUC Math seminar calendar.

If you are a speaker please make sure to email me the title of your talk and the abstract by Sunday night week prior to your talk.

Schedule for Fall 2023 (every Thursday at 2pm in 243 Altgeld Hall)

Schedule for Spring 2023 

This semester we decided to dedicate to Stein's Method and its applications.

Tentative schedule of speakers is as follows

• Feb 2. Greg – Week 1 – Intro, Binomial approximation, CLT, Berry Esseen theorem, Stein’s Lemma

• Feb 9 & 16. Qiang – Week 2&3 – Exchangeable pair approach

• Feb 23 & Mar 2. Bob – Week 4&5 – Dependency graph approach

• Mar 9 – Cancelled because of SSP (link)

• Mar 23 & 30. Daecheol - Week 6&7 – Size bias coupling approach

• Apr 6 & 13 .Greg – Week 8&9 – General perturbative approach and general couplings

• Apr 20 & 27. Peixue – Week 10 & 11 – Quantum version of Stein Lemma

• May 4 & 11. Anant – Week 12 & 13 – Stein method in Machine Learning and Computational statistics

Past Semesters

Fall 2022 

This semester we decided to dedicate to Scaling Limits on particular examples.

Tentative schedule of speakers is as follows

• Sept 8 & 15. Bob Krueger 

• Sept 22. Greg

• Sept 29. Igor

• Oct 6 & 13. Aditya

• Oct 27 & Nov 3. Kesav

• Nov 10. Qiang

• Dec 1. Activity: likely bowling 

Spring 2022

This semester we decided to dedicate to variety of topics that may or may not be related to each other.

Fall 2021

This semester we decided to dedicate to Coupling Method on particular examples.

Spring 2021

This semester we decided to dedicate to Large Deviation Theory.

• Feb 11 & 25. Qiang Wu "Cramer's Theorem"

• Mar 4 & 11. Peixue Wu "Sanov's Theorem and its generalizations"

• Mar 14 & 23. Kesav Krishnan "Contraction principle"

• Apr 1 & 8. Grigory Terlov "LDP for random dense graphs"

• Apr 15 & 22. Robert Kruger "Upper tails for triangles"

Fall 2020

This semester we decided to dedicate to Interacting Particle Systems. We are planning to roughly follow the book by Thomas M. Liggett (https://www.springer.com/gp/book/9783540226178) and notes by Jan M. Swart (https://arxiv.org/abs/1703.10007).

• Sept 10 & 17. Grigory Terlov "Introduction, phase transitions, and Poisson construction"

• Sept 24 & Oct 1. Qiang Wu "The mean-field limit"

• Oct 8 & 15. Kesav Krishnan "Ergodicity"

• Oct 22 & 29. Peixue Wu "Monotonicity principle"

• Nov 5 & 12. Daesung Kim "Duality principle"

Spring 2020

This semester we decided to dedicate to Random matrix theory. We are planning to roughly follow the book by Anderson, Guinnet and Zeitouni (http://www.wisdom.weizmann.ac.il/~zeitouni/cupbook.pdf).

• Jan 30 & Feb 6. Kesav Krishnan "Stieltjes transform and The Semicircule Law for Wigner Matrices"

• Feb 13 & 20. Peixue Wu "Distribution of eigenvalues of random matrices"

• Feb 27 & Mar 12. Qiang Wu "Tracy-Widom distribution and spherical spin glass"

• Apr 2 & 9.  Haojian Li "Universality and Local Universality"

• Apr 16 and 23. Ryan Britton "Free Probability"

Fall 2019

• Sept 5 & 12. Grigory Terlov "Random Planar Maps"

• Sept 19 & 26. Kesav Krishnan "The Yang Mills Problem for Probabilists"

• Oct 3 & 10. Qiang Wu "Spin Glasses"

• Oct 17 & 24. Peixue Wu "Branching processes"

• Oct 31 & Nov 7. Yuki Inagaki "Diffusion Processes with singular drifts"

• Nov 14 & 21. Jianyu Hu "Probabilistic solutions for fluid systems and stochastic Noether-Kelvin theorem"  

Spring 2019

• Jan 24 & 31. Grigory Terlov "Introduction to Percolation Theory"

•  Feb 7 &14. Kesav Krishnan "An Introduction to Dyson Brownian Motion and Universality"

• Feb 21 & 28. Felix Clemen "Thresholds functions for Random Graphs"

• Mar 7 &14. Partha S. Dey "Proof of CLT through entropy"

• Mar 28 & Apr 2. Han "Markov Processes"

• Apr 11 & 18. Qiang Wu "Local Limit Theorems"

• Apr 28. Peixue Wu "Coupling and its applications"