Wednesday, January 14. Simon Gabriel, University of California, Berkeley
Fluctuations in the weakly coupled 4D Anderson Hamiltonian
We study the effect of a time-independent white noise disorder on a Brownian particle in four dimensions. This problem can be reformulated as a scaling-critical, singular SPDE. By tuning the noise strength appropriately, we obtain an exact analysis of the perturbative terms arising in the corresponding Green's function.
This yields the first systematic approach towards renormalising scaling-critical SPDEs. To place our result in context, we will also compare with the case of space-time disorder, highlighting both parallels and key differences. This is joint work with Tommaso Rosati.
Wednesday, January 21. Brian Hall, Notre Dame
Random walk approximations to multiplicative matrix Brownian motions
A multiplicative matrix Brownian motion is a natural type of stochastic process with values in GL(N,C), the group of invertible NxN matrices. We can approximate the Brownian motion by multiplying together a large number of independent random matrices that are small in the multiplicative sense (close to the identity). There are then two interesting limits one can take: either as the number of steps in the random walk tends to infinity or as the size of the matrices tends to infinity.
In this talk, I will mostly focus on what happens for a fixed number of steps as the size N of the matrices tends to infinity. The limit can be described as a "free" multiplicative random walk, in which we multiply together freely independent elements of the form "identity plus circular". We then analyze this product using the "linearization" method using a novel freeness result for block elements.
The talk will be self-contained and will have lots of pictures and animations!
Wednesday, January 28. Paul Duncan, Indiana University
