Past Stochastic Analysis Internal Seminar

This will be a continuation of the talk from last week (9 May). 

Diffusion Limited Aggregation is a very simple mathematical model which describes a wide range of natural phenomena. Despite its simplicity, there is very little progress in understanding its large-scale structure. Since its introduction by Witten and Sander over 40 years ago, there was only one mathematical result. In 1987 Kesten obtained an upper bound on the growth rate. In this talk I will discuss DLA and some related models and the recent progress in understanding DLA. In particular, a new simpler proof of Kesten result which generalizes to other aggregation models.

Orthogonal Intertwiners for Infinite Particle Systems On The Continuum:

Interacting particle systems are studied using powerful tools, including 
duality. Recently, dualities have been explored for inclusion processes, 
exclusion processes, and independent random walkers on discrete sets 
using univariate orthogonal polynomials. This talk generalizes these 
dualities to intertwiners for particle systems on more general spaces, 
including the continuum. Instead of univariate orthogonal polynomials, 
the talk dives into the theory of infinite-dimensional polynomials 
related to chaos decompositions and multiple stochastic integrals. The 
new framework is applied to consistent particle systems containing a 
finite or infinite number of particles, including sticky and correlated 
Brownian motions.

Spectral gap of the symmetric inclusion process:

In this talk, we consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of the spectral gap of the random walk on the same graph. In the regime in which the gamma-like reversible measures of the particle system are log-concave, our bounds match, yielding a version for the symmetric inclusion process of the celebrated Aldous' spectral gap conjecture --- originally formulated for the interchange process and proved by Caputo, Liggett and Richthammer (JAMS 2010). Finally, by means of duality techniques, we draw analogous conclusions for an interacting diffusion-like unbounded conservative spin system known as Brownian energy process, which may be interpreted as a spatial version of the Wright-Fisher diffusion with mutation. Based on a joint work with Seonwoo Kim (SNU, South Korea).