Multi-scale Webs of Coalescing Random Walks

Multi-scale Webs of Coalescing Random Walks
Topic
Multi-scale Webs of Coalescing Random Walks
Date & Time
Thursday, March 19, 2026 - 17:00 - 18:00
Speaker
Jan M. Swart, Czech Academy of Sciences
Location
W923, West Hall, NYU Shanghai New Bund Campus

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Abstract:

Consider coalescing random walks on the one-dimensional integer lattice, started from every point in space and time, whose jump kernel has finite moments up to order alpha. Thanks to the work of Belhaouari, Mountford, Newman, Ravishankar, Sun, and Valle, we know that if alpha is greater than three, then the collection of all random walk paths converges in law with respect to a rather strong topology to an object called the Brownian web, which informally consists of coalescing Brownian motions, started from every point in space and time. I will report about work in progress with Nic Freeman where we aim to understand what happens in the regime where alpha lies between two and three. In this regime, a single random walk path converges to Brownian motion, but the collection of all random walk paths fails to converge to the Brownian web. Our main tool is a new multi-scale decomposition of discrete webs.
 

Biography:

Jan Swart is a research fellow at the Institute of Information Theory and Automation (UTIA) of the Czech Academy of Sciences, Prague. He regularly teaches at Charles University and has coauthored over forty papers in probability theory with an emphasis on interacting particle systems. He was born (in 1970) in the Netherlands. After obtaining his PhD (in 1999) under the supervision of Frank den Hollander he first moved to Germany where as a young postdoc he worked with Klaus Fleichmann and others and then moved to the Czech republic where he has been employed at UTIA since 2005.

Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai

This event is open to the NYU Shanghai community and Math community.