Seminar series in Probability and Statistics
We are happy to announce that our seminar series is back to its physical, on-campus format.
The Seminar Series in Probability and Statistics is a lecture series of invited speakers in the fields of probability, statistics, and related fields, organized every second week. The talks are in seminar format, aimed at a broad audience ranging from graduate students of probability and statistics to advanced researchers of these and related fields. The seminar usually lasts an hour with roughly 35-45 minutes of presentation and the remaining time spent on questions and discussion. This year we introduce an informal gathering immediately after the seminar, with some drinks and snacks/cookies triggering further discussion.
PhD students from EEMCS will receive 1 Graduate School credit from the Graduate School for attending 6 seminars of the series.
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Meer info over webcal.
18 december 2023 15:45 t/m 16:45
[STAT/AP] Bert Zwart: Large deviations for heavy tails and triangles in scale-free random graphsin the first half of this talk, we give an overview of how heavy-tailed phenomena can originate and propagate in stochastic systems. In particular, we review recent results on sample-path large deviations, a connection with impulse control problems, and several illustrative examples.
After that, we focus in more detail on a particular problem related to triangle counts in random graphs: we provide large deviation estimates for the upper tail of the number of triangles in scale-free inhomogeneous random graphs where the degrees have power law tails. We show that the upper tail exhibits a phase transition, where the rare event of interest is caused by a single, or by many big hubs. Our proofs are partly based on various concentration inequalities. In particular, we tailor concentration bounds for empirical processes, going back to Wellner (1978),
to make them well-suited for analyzing heavy-tailed phenomena in nonlinear settings.
Joint work with Clara Stegehuis (University of Twente)
Mondays from 4pm to 5 pm
(unless otherwise specified)