Séminaire
Séminaire Analyse-Probabilités
SUN Changzhen (CNRS & Laboratoire de Mathématiques de Besançon)
Le 14/04/2026
De 10:30 à 11:30
Titre : On the nonlinear transverse asymptotic stability of line solitary waves for the three-dimensional Euler–Poisson system
Résumé : The ionic Euler–Poisson system serves as a hydrodynamic model for plasma, describing the motion of ions interacting with a background electron density. It is known that this three-dimensional system admits a family of one-dimensional solitary waves that propagate in a single direction with exponential localization. In this talk, we investigate the stability of these line solitary waves in the three-dimensional Euler–Poisson system. Since perturbations are allowed to depend on the transverse variables, this is referred to as transverse stability. We show that the line solitary waves are nonlinearly transversely stable: solutions starting close to a line solitary wave exist globally in time and converges in some suitable space to a modulated solitary wave as time tends to infinity.
Salle : A711
Séminaire
Groupe de travail Probabilites
BLACHAR Guy ()
Le 15/04/2026
De 14:00 à 15:15
Titre : Speed and entropy of random walks on groups
Résumé : Random walks on groups provide a rich interplay between probability, geometry, and algebra. In this talk, we will introduce two fundamental observables of a random walk - the speed and the entropy - and discuss how they reflect the large-scale geometry of the underlying group. The focus of the talk will be the question of which asymptotic behaviours can occur for random walks on groups. We will describe known results in terms of speed and entropy, illustrating how a wide range of behaviours can arise. If time permits, we will also discuss finer asymptotic properties of the displacement, such as laws of the iterated logarithm.
Salle : B126
Séminaire
Séminaire Jeunes chercheurs
VIGOLO Lorenzo (CEREMADE)
Le 16/04/2026
De 17:00 à 18:00
Titre : Spanning forests, dimers & partition probabilities
Résumé : The goal of this talk is to give a flavor of the kind of mathematics used in my field (exactly solvable models in statistical mechanics) and of the kind of question I am trying to address in my first project as PhD student. In the first part of the presentation, after saying a few words about near-critical models, I will introduce the spanning forests model and the dimer model. I will give the main definitions and theorems for the case of finite graphs and explain the relation between the two models know as Temperley's bijection. During the second part of the talk I will introduce the concept of partition probabilities for the spanning forests model and explain the explicit formulas that are known for these quantities. Lastly, if time allows I would like to say a few words about scaling limits results comparing what is known for the critical case and near-critical case.
Salle : A707
Colloque
Colloquium du CEREMADE
()
Le 05/05/2026
De 15:30 à 16:30
Titre :
Résumé :
Salle :
Colloque
Colloquium du CEREMADE
BOUCHAUD Jean-Philippe (CFM)
Le 05/05/2026
De 15:30 à 16:30
Titre : Large covariance matrices, eigenvector overlaps & “fleeting modes”: a (free) RMT approach
Résumé : We will how discuss free Random Matrix Theory allows one to understand the overlap of the eigenvectors of noisy covariance matrices with their underlying "true" counterparts, with direct applications to financial data analysis. Using matrix subordination laws derived from replica methods, we compute explicit overlaps between eigenvectors of pure and noise-perturbed matrices in both additive and multiplicative noise scenarios. These universal results—independent of specific matrix distributions—enable remarkable "large dimension miracles": optimal estimators of unknown covariance matrices can be constructed knowing only observed data, and statistical tests for stationarity can be performed without knowing the true underlying correlation structure. We demonstrate practical applications to portfolio optimization through non-linear shrinkage estimators and introduce "fleeting modes"—a novel diagnostic test identifying unstable eigenvector directions driven by market microstructure and behavioral effects. Finally, we explore time-dependent correlations in financial markets, revealing how principal regression analysis combined with RMT reveals which macroeconomic factors systematically influence asset correlations across market regimes.
Salle : A709
Séminaire
Groupe de travail Probabilites
TBC ()
Le 07/05/2026
De 14:00 à 15:15
Titre : TBC (Attention Thursday)
Résumé :
Salle : D205
Séminaire
Séminaire Analyse-Probabilités
AYI Nathalie (LJLL)
Le 19/05/2026
De 10:30 à 11:30
Titre : TBA
Résumé : TBA
Salle : A711
Séminaire
Groupe de travail Probabilites
TBC ()
Le 20/05/2026
De 14:00 à 15:15
Titre : TBC
Résumé :
Salle : D205
Séminaire
Groupe de travail Probabilites
MARINI Elisa ()
Le 03/06/2026
De 14:00 à 15:15
Titre : TBC
Résumé :
Salle : D205
Séminaire
Groupe de travail Probabilites
TBC ()
Le 17/06/2026
De 14:00 à 15:15
Titre : TBC
Résumé :
Salle : D205