Institut de Mathématiques de Toulouse

Accueil > Événements Scientifiques > Séminaires & Groupes de Travail > Séminaires > Séminaire de Probabilités

Séminaire de Probabilités

par Jonas Kahn, Laurent Miclo - publié le , mis à jour le

Organisateurs : Max Fathi, Jonas Kahn et Laurent Miclo.

Horaire et lieu habituels : le mardi à 9h45 en amphithéâtre L. Schwartz (bâtiment 1R3).


  • Mardi 22 mai 09:15-10:45 - Yvik Swan - Université de Liège

    Stein operators and their applications (séminaire double avec stats)

    Résumé : Stein’s method is a probabilistic toolkit originally devised to compute explicit bounds for Gaussian approximation. Developed steadily since the 1970’s it has, in recent years, received increasing interest due to its applicability and connections with a wide variety of (not necessarily related) disciplines. After providing a soft introduction to the topic, we shall present some new developments and applications in a variety of directions. This talk is accessible to non specialists.

    Lieu : Amphi Schwartz

  • Mardi 29 mai 09:45-10:45 - Tania Kosentkova - Universitat Potsdam

    Noise sensitivity of Lévy driven SDE’s : estimates and applications

    Lieu : Salle MIP

    Notes de dernières minutes : The topic of this talk is induced by the following question : whether the deviation between the solutions of two different Lévy driven SDE’s can be controlled in terms of the characteristics of the underlying Lévy processes ? In the case of SDE’s with additive noise we give the estimate for the deviation between the solutions in terms of the coupling distance for Lévy measures, which is based on the notion of the Wasserstein distance. In case of Lévy-type processes, whose characteristic triplets are state dependent, we exploit the fact that every Lévy kernel can be obtained by means of a certain infinite Lévy measure and the transform function. And under an appropriate set of conditions on the state dependent haracteristic triplet the Lévy-type process can be described as a strong solution to a Lévy driven SDE with multiplicative noise. The estimate of the deviation between two Lévy-type processes is given in terms of transportation distance between the Lévy kernels, which uses the transform functions of the kernels. Such estimates can be applied to the analysis of the low-dimensional conceptual climate models with paleoclimate data.

  • Mardi 5 juin 09:45-10:45 - Beatrice de Tiliere - Universite Paris-Est Creteil

    Séminaire de Probabilités

    Lieu : Amphi Schwartz

  • Mardi 12 juin 09:45-10:45 - Raphael Chétrite - CNRS et Université de Nice

    Séminaire de Probabilités

  • Mardi 19 juin 09:45-10:45 - Sandrine Péché - Université Paris-Diderot

    Séminaire de Probabilités