University of Oxford

The sequence of so-called Signature moments describes the laws of many stochastic processes in analogy with how the sequence of moments describes the laws of vector-valued random variables. However, even for vector-valued random variables, the sequence of cumulants is much better suited for many tasks than the sequence of moments. This motivates the study of so-called Signature cumulants. To do so, an elementary combinatorial approach is developed and used to show that in the same way that cumulants relate to the lattice of partitions, Signature cumulants relate to the lattice of so-called "ordered partitions". This is used to give a new characterisation of independence of multivariate stochastic processes.

This talk will be a survey on the applications of random matrix theory in neuroscience. We will explain why and how we use random matrices to model networks of neurons in the brain. We are mainly interested in the study of neuronal dynamics, and we will present results that cover two parallel directions taken by the field of theoretical neuroscience. First, we will talk about the critical point of transitioning to chaos in cases of random matrices that aim to be more "biologically plausible". And secondly, we will see how a deterministic and a random matrix (corresponding to learned structure and noise in a neuronal network) can interact in a dynamical system.

I will give an overview of the localization technique: a powerful dimension-reduction tool for proving geometric and functional inequalities.  Having its roots in a  pioneering work of Payne-Weinberger in the 60ies about sharp Poincare’-Wirtinger inequality on Convex Bodies in Rn, recently such a technique found new applications for a range of sharp geometric and functional inequalities in spaces with Ricci curvature bounded below.