Discrete Markov Chains: mixing times and beyond

Programa Temático - Teoria da Probabilidade e Mecânica Estatística Rigorosa
Rio de Janeiro, from 10/27 to 10/31

The analysis of discrete Markov chains has been a fruitful research topic for more than thirty years. Questions related to Markov chain mixing times have been especially prominent, both due to their relation to Markov Chain Monte Carlo algorithms (MCMC) and their various connections to other areas of Mathematics such as Analysis, Representation Theory and rigorous Statistical Mechanics.

Recent years have witnessed progress in mixing times as well as many important results that go beyond mixing. This workshop will cover the state of the art in these topics, giving participants ample time for discussions and collaboration.

In order to facilitate student involvemet, a special one-week minicourse, on intermediate Markov chain theory, will be offered by Alexandre Stauffer (Bath) in the week preceeding the workshop.

Monday, 27

MINICOURSE - Johel Beltrán
A martingale approach to metastability
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OPEN PROBLEMS
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Alexandre Stauffer
Random lattice triangulations
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Fabio Martinelli
Relaxation time of East models in d-dimensions
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Tuesday, 28

MINICOURSE - Johel Beltrán
A martingale approach to metastability
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Yuval Peres
Characterization of cutoff for reversible Markov chains
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David Belius
The subleading order of 2d cover times
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Eyal Lubetzky
Random walk on the random graph
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Wednesday, 29

MINICOURSE - Johel Beltrán
A martingale approach to metastability
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Hubert Lacoin
A product chain without cutoff
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Thursday, 30

MINICOURSE - Johel Beltrán
A martingale approach to metastability
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Allan Sly
Effect of initial conditions in the high temperature Ising Model
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OPEN PROBLEMS
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Aaron Smith
Mixing time of the constrained Ising process on the lattice at low density
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Friday, 31

MINICOURSE - Johel Beltrán
A martingale approach to metastability
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Nathanaël Berestycki
Cutoff for conjugacy-invariant random walks on permutation group
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