Where appropriate, doing and showing simulations of the models
appearing in the articles is encouraged.
Goal of the oral presentations (25 minutes+questions)
The aim is to present the model in an understandable way, explain the
question(s) of interest, state the main result(s) and give some
important ideas.
Notation criteria :
- respect of the duration
- clarity of the presentation
- synthesis capacity
- subject expertise
- (optional) personal initiative (additional examples, simulations,
etc.)
The language of presentation is English.
Some advice:
- rehearse your presentation
- look at the audience
- read Talks
are not the same as papers (Terence Tao's blog)
Topics for presentations
The following list is provisional for the moment.
- Topic 1 : Wigner's
semi-circular law.
- Document : Lecture
notes on random matrix theory (C. Bordenave). The goal is to
present "Lecture 1", which establishes a limit theorem for
eigenvalues of certain random matrices.
- Notions involved: caracterisation of measures by their moments,
convergence of random measures, combinatorics (Catalan numbers).
- Estimated effort: ★★
- Topic 2 : Local convergence
of large random trees
- Document : Local limits of
conditioned Galton-Watson trees: the infinite spine case.
(R. Abraham and J.-F. Delmas Electron. J. Probab. 19 (2014)). The
goal is to study the article up to section 4.3 (includes), which
establishes a limit theorem for large random trees, seen from
their root.
- Notions involved: definition of local convergence for graphs,
monotone class theorem, polish metric space (complete having a
countable dense set), random walks.
- Estimated effort : ★★★
- Topic 3 : Phase transition in
percolation.
- Topic 4 : Directed polymers
in random environment.
- Document (in French): Recueil
de modèles aléatoires (sections 19.1 et 19.2) (D. Chafai, F.
Malrieu, Springer). The goal is to present Theorem 9.1, which
establishes a phase transition for a model of random walks in
random environment.
- Notions involved: Martingales, conditional expectation
- Estimated effort: ★★
- Topic 5 : Unimodular graphs.
- Document : Stationary
random graphs (Chapitre 2 et section 1.2) (lecture notes by
N. Curien). This topic is slightly more "abstract" : the goal is
to define the concept of random (infinite) graph with a
distinguished vertex, where the distinguished vertex is "chosen
uniformly at random", and to give examples and applications.
- Notions involved: random graphs, notion of local convergence,
monotone class theorem, polish metric spaces (complete having a
countable dense sequence)
- Estimated effort: ★★★
- Topic 6 : Exchangeable partitions.
- Document : Exchangeable
coalescents (Sections 1.1 et 1.2) (lecture notes by J.
Bertoin). The goal is to present Theorem 1.1, which gives a
characterisation of random partitions of the nonnegative integers
whose law is invariant under every finite permutation.
- Notions involved: i.i.d. random variables, random measures
- Estimated effort: ★★
- Topic 7 : Zeros of Brownian
motion.
- Document : Fractals
in Probability and Analysis (section 6.10 et sections 1.1,1.2)
(C.J. Bishop et Y. Peres, Cambridge University Press). The goal is
to study the structure of the set of zeros of Brownian motion, and
to show in particular that its fractal dimension is almost surely
equal to 1/2.
- Notions involved: Brownian motion (a certain familiarity with
Brownian motion is recommended, since we will study it in the EA
only in November), fractal dimension, strong Markov property.
- Estimated effort: ★★★
- Topic 8 : Random fractals.
- Topic 9 : Points of
increase of Brownian motion.
- Document :
Fractals in Probability and Analysis (section 6.11 et 6.12)
(C.J. Bishop et Y. Peres, Cambridge University Press). The goal is
to prove Corollary 6.12.2, which says that almost surely, Brownian
motion does not have any point of local increase.
- Notions involved: random walks, independence (most of the
contents uses only random walks and does not require Brownian
motion).
- Estimated effort: ★★
- Topic 10 : Minimum of a
branching random walk.
- Document : Branching
random walks (section 1.2, 1.3, 1.4) (Z. Shi). The goal is
to present Theorem 1.3, which involves the minimum of a branching
random walk (which can model a population which reproduces and
moves on the real line)
- Notions involved: random walks, subadditive ergodic theorem
- Estimated effort: ★
- Topic 11 : Voronoi
percolation.
- Topic 12 : Random walks in
random environment
- Topic 13 : Exclusion process.
- Document : Translation
Invariant Exclusion Processes (T. Seppäläinen). The goal is
to construct a Markov process on Z^d (the vertices are called
sites), where particles jump at random times towards non-occupied
sites. The fact that there are infinitely many sites makes the
construction delicate.
- Notions involved: Markov process, Poisson process,
Borel-Cantelli lemma
- Estimated effort: ★★
- Topic 14 : Lévy-Cramer
theorem.
- Document : Three
remarkable properties of the Normal distribution (E.
Benhamou, B. Guez, N. Paris). The goal is to show that if the sum
of two random independent real-valued random variables is
Gaussian, then both are Gaussian (Theorem 2.1).
- Notions involved: characteristic functions, complex analysis
- Estimated effort: ★
- Topic 15 : Non-differentiability
of Brownian motion.
- Document : Brownian
motion (section 1.3) (P. Mörters, Y. Peres). The goal is to
show that almost surely, Brownian motion is nowhere differentiable
(Theorem 1.27, Theorem 1.30).
- Notions involved: Brownian motion, Borel-Cantelli lemma
- Estimated effort: ★
- Topic 16 : Our recent common
ancestors.
- Document : Recent
Common Ancestors of All Present-Day Individuals (J. T. Chang).
How many generations do we have to go back to find someone who is
the ancestor of all people living now on Earth? The goal is to
present Theorem 1.
- Notions involved: Markov chains, martingales, Galton-Watson
process
- Estimated effort: ★★
- Topic 17 : Largest roots of random polynomials.
- Document : The largest root of random Kac polynomials is heavy tailed (R. Butez).
The goal is to study the largest and smallest root in modulus of random polynomials where the coefficients are i.i.d.
- Notions involved: Borel-Cantelli lemmas, complex analysis (Rouché's theorem)
- Estimated effort: ★★
- Topic 18 : Cutoff for deck shuffling
- Document [warning: in French]: Chapitres Choisis de Théorie des Probabilités (chapitre 6) (Y. Velenik).
The goal is to study the number of times needed to shuffle a deck (by taking a card at the top of the deck and inserting it in a random position) so that it is "well"-shuffled.
- Notions involved: Markov chains
- Estimated effort: ★★
- Topic 19 : The Ergodic theorem
- Document [warning: in French] : Chapitres Choisis de Théorie des Probabilités (chapitre 7) (Y. Velenik).
The goal is to present Birkhoff's ergodic theorem, which can be seen as an extension of the strong law of large numbers.
- Notions involved: limit theorems, conditional expectations
- Estimated effort: ★★