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Mathematical Physics Seminar

Extreme value statistics for diffusions in space-time random media

Ivan Corwin - Columbia University 

Location:  Hill 705
Date & time: Thursday, 04 October 2018 at 12:00PM - 1:00PM

Abstract:  The extreme values of independent diffusions and branching diffusions has been well studied. In this talk, we will compare what happens in the presence of random drifts (or in the discrete setting, random left/right jump probabilities). Surprisingly, the extreme value statistics and scalings change drastically and are now related to the KPZ universality class.

THERE WILL BE A BROWN BAG LUNCH FROM 1-2PM.

PLEASE JOIN US.

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