41st Midwest Probability Colloquium

Title: Complex Gaussian Fields and (Brownian Motion and Random Walk) Loop Soups I
Speaker: Greg Lawler
Speaker Info: University of Chicago
Brief Description:
Special Note:

There has been a lot of work relating Gaussian fields and their squares with random walks and Brownian motion. Among the tools are the Brownian and random walk loop soups. I will give an introduction from the perspective of discrete time loop measures and describe an improvement of a result of Trujillo Ferreras and myself on the convergence of random walk loops to Brownian loops. This is related to the convergence of the square of a discrete Gaussian field to the square of the continuous field. This is joint work with Peter Panov.
Date: Friday, October 11, 2019
Time: 3:30pm
Where: Swift 107
Contact Person: Elton Hsu
Contact email: ehsu@math.northwestern.edu
Contact Phone: 1-8541
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