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DTSTART:20190331T030000
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DTSTART:20181028T020000
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DTSTAMP:20260404T015614Z
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
 TA
ORGANIZER:swiddman@ist.ac.at
SUMMARY:Lisa Hartung: Vienna Probability Seminar: From 1 to 6 in branching 
 Brownian motion
URL:https://talks-calendar.ista.ac.at/events/1768
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