BEGIN:VCALENDAR
VERSION:2.0
PRODID:icalendar-ruby
CALSCALE:GREGORIAN
METHOD:PUBLISH
BEGIN:VTIMEZONE
TZID:Europe/Vienna
BEGIN:DAYLIGHT
DTSTART:20190331T030000
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
RRULE:FREQ=YEARLY;BYDAY=-1SU;BYMONTH=3
TZNAME:CEST
END:DAYLIGHT
BEGIN:STANDARD
DTSTART:20181028T020000
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
RRULE:FREQ=YEARLY;BYDAY=-1SU;BYMONTH=10
TZNAME:CET
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTAMP:20190319T053818Z
UID:5b3b5421d8bde489564103@ist.ac.at
DTSTART:20190129T163000
DTEND:20190129T173000
DESCRIPTION:Speaker: Lisa Hartung\nhosted by Jan Maas\nAbstract: Abstract:
Brownian motion is a classical process in probability theory belonging to
the class of Log-correlated random fields'. It is well known do to Bramson
that the order of the maximum has a different logarithmic correction as t
he corresponding independent setting. In this talk we look at a version of
branching Brownian motion where we slightly vary the diffusion parameter
in a way that\, when looking at the order of the maximum\, we can smoothly
interpolate between the logarithmic correction for independent random var
iables ($\\frac{1}{2\\sqrt 2}\\ln(t)$) and the logarithmic correction of B
BM ($\\frac{3}{2\\sqrt 2}\\ln(t)$) and the logarithmic correction of 2-spe
ed BBM with increasing variances ($\\frac{6}{2\\sqrt 2}\\ln(t)$). We also
establish in all cases the asymptotic law of the maximum and characterise
the extremal process\, which turns out to coincide essentially with that o
f standard BBM. We will see that the key to the above results is a precise
understanding of the entropic repulsion experienced by an extremal partic
le. (joint work with A. Bovier)
LOCATION:Big Seminar room Ground floor / Office Bldg West (I21.EG.101)\, IS
T Austria
ORGANIZER:swiddman@ist.ac.at
SUMMARY:Vienna Probability Seminar: From 1 to 6 in branching Brownian motio
n
URL:https://talks-calendar.app.ist.ac.at/events/1768
END:VEVENT
END:VCALENDAR