Probability Seminar Essen / UA Ruhr Probability Seminar

Summerterm 2026

May 5

Vinita Mulay (University Duisburg-Essen)
Elephant Random Walk with Tampered Memory

Abstract: The Elephant Random Walk (ERW), introduced by Schütz and Trimper (2004), has gained a lot of attention in recent years. We consider a memory-based variation of the classical ERW. The aim is to understand how much memory is 'enough' to observe an ERW-like behaviour.

In our model, we partition the memory into two subsets, $D_n$ and $D_n^c$, such that the elephant behaves like the classical ERW model when a step is chosen from $D_n^c$ and behaves differently when it is chosen from $D_n$. We illustrate that in order to obtain a phase transition, the size of $D_n^c$ needs to be more than half the entire memory. This is joint work with Neeraja Sahasrabudhe (IISER Mohali) and Debleena Thacker (Durham University).

May 12

Mikhail Urusov (University Duisburg-Essen)
Representation property for 1d general diffusion semimartingales.

Abstract: A general diffusion semimartingale is a 1d continuous semimartingale that is also a regular strong Markov process. The class of general diffusion semimartingales is a natural generalization of the class of (weak) solutions to SDEs. A continuous semimartingale has the representation property if all local martingales w.r.t. its canonical filtration have an integral representation w.r.t. its continuous local martingale part. We show that the representation property holds for a general diffusion semimartingale if and only if its scale function is (locally) absolutely continuous in the interior of the state space.
Surprisingly, this means that not all general diffusion semimartingales possess the representation property, which is in contrast to the SDE case. Furthermore, it follows that the laws of general diffusion semimartingales with absolutely continuous scale functions are extreme points of their semimartingale problems. We construct a general diffusion semimartingale whose law is not an extreme point of its semimartingale problem. This contributes to the solution of the problems posed by Jacod and Yor and by Stroock and Yor on the extremality of strong Markov solutions (to martingale problems). This is a joint work with David Criens.

May 19

Anton Klimovsky (University Würzburg)
Opinion dynamics on evolving networks: a measure-valued Markov process and its scaling limit

Abstract: We study a voter-type opinion dynamics on a network whose community structure evolves endogenously through two simple mechanisms: individuals may migrate between communities (“poaching”) or split off to form singleton communities (“self-employment”), while opinions evolve by within-community resampling.
Using a two-level measure-valued representation -- communities as integer-valued measures on the opinion set and the network as a point measure on community measures -- we obtain an explicit generator and natural polynomial sampling observables.
In a diffusion scaling limit for two opinions, we derive a coupled SDE: the global opinion frequency follows a Wright–Fisher-type diffusion with stochastic volatility driven by an evolving homozygosity statistic of the community partition.

May 28 UA RUHR PROBABILITY SEMINAR - 14:30-18:00 - at TU Dortmund, room: ME19

15:15 – 16:00 Gernot Akemann (Bielefeld): Universality classes in Hermitian and non-Hermitian random matrix theory
16:15 – 17:00 Hanna Döring (Osnabrück): Fine asymptotics of the magnetization of the annealed dilute Curie-Weiss model
17:15 – 18:00 Alexander Drewitz (Köln): (Near-)critical behavior of a strongly correlated percolation model
 

June 2 Marco Seiler (Goethe-University Frankfurt)
The Offended Voter Model

Abstract: In this talk we discuss a variant of the voter model on a co-evolving network in which interactions of two individuals with differing opinions only lead to an agreement on one of these opinions with a fixed probability $q$.  Otherwise, with probability $1-q$, both individuals become offended in the sense that they never interact again, i.e.\ the corresponding edge is removed from the underlying network.  Eventually, these dynamics reach an absorbing state at which there is only one opinion present in each connected component of the network. If globally both opinions are present at absorption we speak of ``segregation'', otherwise of ``consensus''.
We show that segregation and a weaker form of consensus both occur with positive probability for every $q \in (0,1)$ and that the segregation probability tends to $1$ as $q \to 0$. Furthermore, we establish that, if $q \to 1$ fast enough, with high probability the population reaches consensus while the underlying network is still densely connected.
If time allows we briefly discuss results from simulations to assess the obtained results and to discuss further research directions.
This talk is based on joint work with Raphael Eichhorn and Felix Hermann.

June 30

Kinga Nagy (University Osnabrück)
Number of crossings, and the planarity of random geometric graphs with heavy-tailed mark distributions.

Consider a random graph that is geometrically defined in $d$-dimensional space, such that the vertices are given by a random point configuration, and the existence of each edge (represented by the line segment between the points) is decided by independent marks on the edge and its endpoints. We can generate a drawing of the graph by projecting the construction onto a plane. In this talk, we consider the number of crossings in such a projection, focusing on the case when the markings have heavy tails. In particular, the distribution of the i.i.d. marks exhibits polynomial decay.
We study the overall behaviour of the model depending on the tail index of the markings. As a related problem, we also consider the graph-theoretical planarity of the graph, and how this relates to the number of crossings in the projection.
Joint work with Hanna Döring.

July 7 Jan Nagel (TU Dortmund)
July 14 Azadeh Parvaneh (University Bielefeld)
July 21 Andreas Klippel (TU Darmstadt)

 

 

Talks of previous terms.

 

When
Tuesdays, 16:15–17:15

Where
WSC-0-4.65

Organizer: Anita Winter, Roman Gambelin