PROFE

Research Group on Probability and Statistical Physics

IME-UFBA

Semana Temática de Probabilidade 2024

Planejamento e resumos estão disponíveis aqui: Semana Temática 2024 

Some of past events:

Lectures:

2020 

Mini courses:

202

Master defense: Construction of the Dawson-Watanabe process

Applicant: Eduardo Sampaio

Abstract: This dissertation aims at the construction of the Dawson-Watanabe process as a scaling limit of the branching Brownian motion, the latter being also related here to the solution of a heat equation with a source. The existence of the Dawson-Watanabe process (also called super Brownian motion or superprocess) is a consequence that this process is a solution to a martingal problem obtained through the scale limit of the branching Brownian motion. The proof follows the classic structure of tightness and uniqueness of limit points, and the uniqueness, in this followed path, results from the characterization of the Dawson-Watanabe process as a dual solution of a certain partial differential equation.

Keywords: Super Brownian motion, Dawson-Watanabe superprocess.

04/03 at 10 a.m. on Google Meet  (https://meet.google.com/hgb-dnbt-jwt)

Thesis examiner:

Hubert Lacoin (IMPA)

Dirk Erhard (UFBA) 

Tertuliano Franco (UFBA) - Orientador


PhD thesis defense: The Slow Bond Random Walk and The Snapping Out Brownian Motion

Applicant: Diogo Soares Dórea da Silva

Abstract: We consider the continuous time symmetric random walk with a slow bond on Z, which rates are equal to 1/2 for all bonds, except for the bond of vertices {−1, 0}, which associated rate is given by αn −β /2, where α > 0 and β ∈ [0, ∞] are the parameters of the model. We prove here a functional central limit theorem for the random walk with a slow bond: if β ∈ [0, 1), then it converges to the usual Brownian motion. If β ∈ (1, ∞], then it converges to the reflected Brownian mo-tion. And at the critical value β = 1, it converges to the snapping out Brownian motion (SNOB) of parameter κ = 2α, which is a Brownian type-process recently constructed in 2016 by A. Lejay. We also provide Berry-Esseen estimates in the dual bounded Lipschitz metric for the weak convergence of one-dimensional distributions, which we believe to be sharp.

Keywords: Central Limit Theorem, Slow Bond Random Walk, Snapping Out Brownian Motion.

31/07 at 2 p.m. on Google Meet  (meet.google.com/mxk-fsfe-bpr)

Thesis examiner:

Marcelo Richard Hilário (UFMG)

Renato Soares dos Santos (UFMG)

Vitor Domingos Martins de Araújo (UFBA)

Dirk Erhard (UFBA) - Coorientador

Tertuliano Franco (UFBA) - Orientador