Guillaume Barraquand (ENS, Paris)

will speak on

Diffusions in random environment

Time: 2:00PM
Date: Wed 23rd October 2019
Location: Seminar Room SCN 1.25 [map]

Further information

Abstract: We will consider the effect of adding a space-time white noise drift to a collection of independent Brownian motions. Using an integrable discretization of the model, a random walk in Beta distributed random environment, we will see that the extreme value behavior for these diffusions/random walks is governed by the Kardar-Parisi-Zhang universality class instead of classical extreme value theory. This talk is based on joint works with Ivan Corwin and Mark Rychnovsky.

(This talk is part of the Probability series.)

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