# CUNY Probability Seminar, Spring 2017

The CUNY Probability Seminar is typically held on Tuesdays from 4:15 to 5:15 pm at the CUNY Graduate Center Math Department. The exact dates, times and locations are mentioned below. If you want to talk at the seminar, or want to be added to/removed from the seminar mailing list, then please contact the Seminar Coordinator

Shirshendu Chatterjee (shirshendu at ccny dotcuny dotedu)

Tuesday, February 7, 4:15 PM, Rm. 5417

Speaker: Christian Benes, Brooklyn College, CUNY

Title: Where Planar Simple Random Walk Loses its Rotational Symmetry

Abstract: We present an explicit local limit theorem for simple random walk in dimensions 1 and 2, valid for all points in the range of the walk. The two-dimensional result allows to obtain a precise description of where and how planar simple random walk loses its approximate rotational symmetry.

Tuesday, February 21, 4:15 PM, Rm. 5417

Speaker: Daniel Ahlberg, IMPA, Brazil

Title: Random coalescing geodesics in first-passage percolation
Abstract: A random metric on $Z^2$ is obtained by assigning non-negative i.i.d. weights to the edges of the nearest neighbour lattice. We shall discuss properties of geodesics in this metric. We develop an ergodic theory for infinite geodesics via the study of what we shall call `random coalescing geodesics’. Random coalescing geodesics have a range of nice properties. By showing that they are (in some sense) dense is the space of geodesics, we may extrapolate these properties to all infinite geodesics. As an application of this theory we answer a question posed by Benjamini, Kalai and Schramm in 2003, that has come to be known as the `midpoint problem’. This is joint work with Chris Hoffman.

Tuesday, February 28, 4:15 PM, Rm. 5417

Speaker: Warren Tai, Graduate Center, CUNY

Title: TBA

Tuesday, March 7, 4:15 PM, Rm. 5417

Speaker: Guillaume Barraquand, Columbia University

Title: TBA

Tuesday, March 14, 4:15 PM, Rm. 5417

Speaker: Victor de la Peña, Columbia University, Department of Statistics

Title: On Boundary Crossing By Stochastic Processes

Abstract: In this talk, we introduce an approach to bound the expected time for stochastic to cross a boundary. The approach can be thought as a direct extension of the concept of boundary crossing of non-random functions to that of stochastic processes. It can also be viewed as an extension of Wald’s equations in sequential analysis to the case of stochastic processes with arbitrary dependence structure.

Tuesday, March 21, 4:15 PM, Rm. 5417

Speaker: Kei Kobayashi, Fordham University

Title: TBA

Tuesday, March 28, 4:15 PM, Rm. 5417

Speaker: Konstantin Tikhomirov, Princeton University

Title: TBA

Tuesday, April 4, 4:15 PM, Rm. 5417

Speaker: Martin Zerner, University of Tuebingen

Title: TBA

Tuesday, May 2, 4:15 PM, Rm. 5417

Speaker: Matthew Junge, Duke University

Title: TBA

Tuesday, May 9, 4:15 PM, Rm. 5417

Speaker: Tobias Johnson, Courant Institute, NYU

Title: TBA