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More random walks on random walks

We consider a Poissonian distribution of particles performing independent simple random walks. Simultaneously, on top of this system, a random walker evolves with a drift to the right when it is on to...

Multidimensional reflected random walk - some results and many questions

Let (Y_n,V_n) be i.i.d. distributed, with the components r and s-dimensional, respectively. Reflected random walk starting at a point x of the positive r-dimensional orthant is defined recursively b...

Grandi deviazioni rispetto al moto per curvatura media

Si consideri l'equazione di Allen-Cahn in dimensione d=2 o d=3. Effettuando un riscalamento diffusivo, per dati iniziali opportuni, la dinamica limite dell'interfaccia tra le due fasi stabili e' descr...

On the critical values of random spherical harmonics.

Abstract: We study the limiting distribution, in the high energy limit, of critical points and extrema of random spherical harmonics. In particular, we first derive the density functions of extrema an...

On a Problem of Kendall

Abstract: In this talk we consider a stochastic point process $i + \xi_i$, where $i\in \mathbb{N}$ and the $\xi_i's$ are i.i.d exponential random variables with standard deviation $\sigma$. Some prope...

A Quantitative Central Limit Theorem for the Euler-Poincaré Characteristic of Random Spherical Eigenfunctions

We establish here a Quantitative Central Limit Theorem (in Wasserstein distance) for the Euler-Poincaré Characteristic of excursion sets of random spherical eigenfunctions in dimension 2. Our proof i...

Bayesian nonparametric inference with heterogeneous data

The talk provides an overview of some recent work on random probability measure vectors and their role in Bayesian statistics. Indeed, dependent nonparametric priors are useful tools for drawing infer...

The reset time of Internal DLA

Consider Internal DLA on cylinder graphs of the form GxZ. How does a large cluster typically look like? How long does it take for the process to forget its initial profile? In this talk I will address...

Metastable regimes of diffusion processes

I will discuss some old and new results concerning a classical example featuring a metastable behavior: finite-dimensional diffusion processes in the vanishing noise limit. Sharp estimates have been i...

A test of Gaussianity based on the Euler characteristic of excursion sets

We deal with a stationary isotropic random field X:R^d→R and we assume it is partially observed through some level functionals. We aim at providing a methodology for a test of Gaussianity based on t...

Well-posedness of semilinear SPDEs with singular drift: a variational approach

Well-posedness is proved for singular semilinear SPDEs on a smooth bounded domain D in R^n. The linear part is associated to a coercive linear maximal monotone operator on L^2(D) while the drift is re...

Two characterizations of Dirichlet-Ferguson measures

We consider the Dirichlet-Ferguson (DF) measure, a random probability on a locally compact Polish space X introduced by Ferguson in [1]. The measure has ever since found many applications, widely rang...