University of Victoria

Closely motivated by financial considerations, we develop an integration theory which is not classical i.e. it is not necessarily associated with a measure. The base space, denoted by $\mathcal{S}$ and called a trajectory space, substitutes the set $...

Increasing equity, diversity and inclusion in science, technology, engineering and math. Join us for a conversation with Julie Angus, Open Ocean Robotics, Mina Hoorfar, UVic Engineering and Computer Science, Sue Paish, Canada’s Digital Technology...

We prove that a well-known graphical expansion of the Ising model, known as the Loop O(1) model, is a factor of i.i.d. on unimodular random rooted graphs under various boundary conditions and in the presence of a non-negative external field. As an...

In this talk I will discuss activated random walk (ARW) and the stochastic sandpile (SSM), two interacting particle systems that exhibit a phase transition on infinite domains and self-organized criticality on finite domains. ARW and SSM both consist...

I will present new, non-asymptotic bounds on the heights of random combinatorial trees and conditioned Bienaymé trees, as well as stochastic inequalities relating the heights of combinatorial trees with different degree sequences. The tool for most...

The stochastic heat equation (driven space-time white noise) arises from interface growth dynamics via the Kardar-Parisi-Zhang equation and from the theory of disordered systems via continuum directed random polymers. Despite these physical relations...

In 1975, the physicists Imry and Ma predicted that the incorporation of a random field in low-dimensional spin systems leads to the rounding of first-order phase transitions. These predictions were rigorously established by Aizenman and Wehr in 1989...

We prove that skew systems with a sufficiently expanding base have "approximate" statistical properties similar to random ergodic Markov chains. For example, they exhibit approximate exponential decay of correlations, meaning that the exponential...

A process Y is a factor of a process X if it can be written as Y=F(X) for some function F which commutes with translations. The factor is finitary if Y_0 is almost surely determined by some finite portion of the input X. Given a process Y, the...

Abstract: I will describe variational problems whose solutions imply statements about dynamical systems, as well as how relaxations of these variational problems often can be solved computationally using tools of polynomial optimization. The talk...