Advanced Seminar Stochastics
SoSe 26
- 15.07.2026, 2:00 -6:00 pm Seminar room 1 (room 005)
16th Cologne and Düsseldorf Advanced Seminar on Stochastics
- 03.06.2026, 17:45 Seminar room 1 (room 005)
Dr. Simon Briend
Title: Estimating the history of random recursive trees
WS 25/26
19.11.2025, 17:45 Seminar room 1 (room 005)
Peter Müller
Title: Return probability on Bienaymé-Galton-Watson trees and spectral asymptotics of Erdös-Rényi random graphs- 29.10.2025, 17:45 Seminar room 1 (room 005)
Marco Seiler at 17:45
Title: The Offended Voter Model
SoSe 25
- 07.05.2025, 17:45 Seminar room 1 (room 005)
Mirmukhsin Makhmudov at 17:45
Title: Thermodynamic formalism for long-range potentials
WS 24/25
21.02.2025, 12:00 Seminar room 1 (room 005)
CélineKerriou at 12:00
Title: Temporal random geometric graphs
22.01.2025, 17:45 Seminar room 1 (room 005)
Dr. Elena Magnanini at 17:45
Title: A Markovian particle system with coagulation
15.01.2025, 17:45 Seminar room 1 (room 005)
Prof. Dr. Jiri Cerny at 17:45
Title: GFF on trees and locally tree-like graphs
18.12.2024, 17:45 Seminar room 1 (room 005)
Prof. Dr. Hanna Döring at 17:45
Title: Crossing Number of Projected Random Geometric Graphs and Coverage by Poisson Cylinder Sets
- 23.10.2024, 17:45 Seminar room 1 (room 005)
Dr. Lukas Lüchtrath at 17:45
Title: A random cluster graph
SoSe 24
10.07.2024 (Wednesday), 14:00 - 18:00
Mathematisches Institut, Übungsraum 1 (Raum -119)
14th Cologne and Düsseldorf Advanced Seminar on Stochastics14:00 - 14:30:
Paul Klass, University of Cologne:
Local uniqueness of the Gaussian free field on cable systems14:30 - 15:00:
Nicole Hufnagel, Heinrich Heine University, Düsseldorf:
Hausdorff dimension of collision times for the multivariate Bessel processCoffee break
15:30 - 16:00:
MátyásBarczy, University of Szeged, Hungary:
Properties of generalized psi-estimators16:00 - 16:30:
Kira Hoffmann, University of Cologne :
Control of Drawdows with Random InspectionsBreak
17:00 - 18:00:
AotengXia, Peking University, Beijing, China:
Random Field Ising Model: Off Critical and Near Critical Behaviorfollowed by a post-colloquium
- 03.07.2024, 16:45 Seminar room 1 (room 005)
Prof. Dr. Kathrin Möllenhoff, University Hospital Cologne, at 4:45 pm
Title: Not the same but similar? Equivalence tests in clinical research
WS 23/24
10.01.2024, 17:45 Seminar room 1 (room 005)
Dr. Dominik Schmid, University of Bonn, at 17:45
Title: Approximating the stationary distribution of the open ASEP
13.12.2023, 17:45 Seminar room 1 (room 005)
Prof. Dr. Su-Chan Park, Catholic University of Korea, at 17:45 Seminar room 1 (room 005)
Title: The catastrophic contact process
13.03.2023, 8:45 a.m. Hybrid Conference
International Symposium in Honor of Prof. Dr. Hanspeter Schmidli's 60th Birthday
Title: Recent Global Challenges in Insurance.
18.01.2023, 17:45 Seminar room 1
Dr. Rodrigo Bazaes, University of Münster, at 17:45
Title: Subcritical Gaussian multiplicative chaos in the Wiener space: construction, moments and volume decay.
14.12.2022, 17:45 Seminar room 1
Prof. Dr. Zbigniew Palmowski, Wroclaw University of Science and Technology, Poland, at 17:45 and
Dr. Lewis Ramsden, University of York, Great Britain, from 18:30 onwards
Zbigniew Pamowski Title: Implicit control for Lévy-type dividend-impulse problem
Lewis Ramsden Title: Exit Times for a Markov-Modulated Random Walk with Applications in Risk Theory7.12.2022, 17:45 Seminar room 1
Dr. Karl Olof Hallqvist Elias at 17:45 and
Prof. Dr. Wolfgang König, WIAS & TU Berlin from 6:30 pm
Karl Olof Hallqvist Elias Title: Percolation for two-dimensional interlacements and the discrete Gaussian free field
Wolfgang König Title: Self-repellent Brownian bridges in the interacting Bose gas16.11.2022, 18:30 Seminar room 1
Dr. Karl Olof Hallqvist Elias, University of Cologne
What is fractal percolation?16.11.2022, 17:30 Seminar room 1
Dr. Neeladri Maitra, TU Eindhoven
Scaling of the clustering function in spatial inhomogeneous random graphs- 09.11.2022, 17:45 Seminar room 2
Dr. Natalia Cardona-Tobón, University of Göttingen
The contact process with fitness on Galton-Watson trees
Summer semester 2022
23.06.2022, 17:45 Seminar room 1
Leif Döring, University of Mannheim
General path integrals and stable SDEs02.06.2022, 17:45 Seminar room 1
Guillaume Conchon-Kerjan, U Bath
Scaling limit of a branching process in random environment05.05.2022, 17:45 Seminar room 1
Titus Lupu, Sorbonne Université
Multiplicative chaos of the 2D Brownian loop soup- 28.04.2022, 17:45 Seminar room 1
Dr. Tejas Iyer, Weierstrass Institute Berlin
Preferential Attachment Trees with Neighborhood Influence
WS 21/22
20.01.2022, 11:45 a.m. online via Zoom
Yifan Gao, Peking University
Multiple points on the boundaries of Brownian loop-soup clusters13.01.2022, 17:45 Seminar room 1 and online via Zoom
Dr. Sebastian Andres, University of Manchester
First passage percolation with long-range correlations16.12.2021, 18:00 Seminar room 1 and online via Zoom
Leonie Brinker, University of Cologne
Three Examples of Stochastic Optimization in a Diffusion Model: Minimal Time in Critical Drawdown25.11.2021, 17:45 Seminar room 1
Dr. Bas Lodewijks, University of Bath
Degree evolution in weighted recursive graphs18.11.2021, 18:00 Seminar room 1
Prof. Dr. Jochen Blath, TU Berlin
Probabilistic structures emerging from dormancy- 4.11.2021, 17:45 Seminar room 1 (room 005)
Dr. Alexander Zass, Weierstrass Institute Berlin
A marked Gibbs point process on path space: existence and uniqueness Probabilistic structures emerging from dormancy
Summer semester 2021
10.06.2021, 17:45 Online lecture via Zoom
David Belius, University of Basel
Triviality of the geometry of mixed p-spin spherical Hamiltonians with external field- 20.05.2021, 17:45 Online lecture about Zoom
Reza Gheissari, University of California, Berkeley
Markov property and conditional rigidity of 3D Ising interfaces
WS 20/21
04.02.2021, 17:45 Online lecture about Zoom
Prof. Dr. Nadia Sidorova, University College London
Localization and delocalization in the parabolic Anderson model14.01.2021, 17:45 Online lecture about Zoom
Dr. Alessandra Caraceni, University of Oxford
Polynomial mixing time for edge flips and rotations- 7.01.2021, 17:45 Online lecture about Zoom
Xaver Kriechbaum, Weizmann Institute of Science, Rehovot
Subsequential tightness for branching random walk in random environment
Summer semester 2020
16.07.2020, 17:45 Online lecture about Zoom
Dr. Amitai Linker, University of Cologne
Domination and coexistence for a population model with forest fire epidemics09.07.2020, 17:45 Online lecture about Zoom
Prof. Dr. Richard Kraaij, Delft University of Technology
Large deviations for coupled slow-fast systems via the comparison principleof an associated Hamilton-Jacobi equation- 23.04.2020, 17:45 in seminar room 2 (room 204)
Prof. Dr. Joachim Krug, University of Cologne
The paths not taken: Evolutionary accessibility in random fitness landscapes
WS 2019/20
14.11.2019, 17:45 in seminar room 2 (room 204)
Joost, Jorritsma, TU Eindhoven
Typical weighted distance in preferential attachment models - interpolating small and mini worlds- 24.10.2019, 17:45 in seminar room 2 (room 204)
Prof. Dr. Frank Aurzada, TU Darmstadt
Persistence probabilities of autoregressive processes
SS 2019
26.09.2019, 14:00 in seminar room 1 (room 005)
Prof. Dr. Marie Hušková, Charles University Prague
Specification testing in nonparametric AR-ARCH models26.09.2019, 14:45 in seminar room 1 (room 005)
Prof. Dr. Zuzana Prášková, Charles University Prague
Monitoring changes in RCA(p) models revisited4.07.2019, 17:45, seminar room 2, room 204
Lars Schmitz, University of Cologne
The Fisher-KPP-equation and the Parabolic Anderson Model with bounded random binary branching rates.23.05.2019, 16:00, Seminar room 1, room 005
Stephen Muirhead, Queen Mary University of London
Fluctuations in the number of level set components of planar Gaussian fields17.05.2019 (Friday!), 14:00 - 18:00
Mathematisches Institut, Seminarraum 2 (Raum 204)
12th Cologne and Düsseldorf Advanced Seminar on Stochastics14:00 - 14:30:
Prof. i. R. Dr. Josef Steinebach, University of Cologne:
Estimating a Gradual Parameter Change in an AR (1)-Process14:30 - 15:00:
Prof. i. R. Arnold Janssen, Heinrich Heine University, Düsseldorf:
How to control the false discovery rate under dependenceCoffee break
15:30 - 16:00:
SvenjaLange, Heinrich Heine University, Düsseldorf:
Space time duality for semi-fractional diffusions4:00 pm - 4:30 pm:
Dr. Peter Gracar, University of Cologne :
Decorrelating particle behavior via a multi-scale argumentBreak
17:00 - 18:00:
Prof. Dr. Matthias Reitzner, University of Osnabrück:
Stochastic Analysis meets Stochastic Geometry: Poisson U-Statisticsfollowed by a post-colloquium
25.04.2019, 17:45 hrs,
Jiri Cerny, University of Basel
Gaussian free field on regular graphs
WS 2018/19
17.01.2019, 17:45,
Mark Yarrow, University of Sheffield
Coexistence in preferential attachment networks with vertex types18.12.2018, 16:15,
MateoWirth, University of Pennsylvania
Chemical distance for level-set percolation of planar metric-graph Gaussian free field13.12.2018, 17:45,
Dr. Helge Schäfer, University of Darmstadt
Random permutations without macroscopic cycles06.12.2018, 17:45,
Maximilian Nitzschner, ETH Zurich
Disconnection by level sets of the discrete Gaussian free field and entropic repulsion18.10.2018, 17:45,
Matteo Brachetta, University of Pescara
Optimal Proportional Reinsurance and Investment for Stochastic Factor Models
SS 2018
20.09.2018, 14:00,
Prof. Dr. Marie Hušková, Charles University Prague
Some procedures for two-sample problem in higher dimension20.09.2018, 14:45,
Prof. Dr. Zuzana Prášková, Charles University Prague
Resampling methods in change point analysis19.07.2018, 16:15,
Prof. Dr. Andrej Depperschmidt, Friedrich-Alexander-Universität Erlangen-Nürnberg:
Tree-valued process along the genome arising from recombination12.07.2018, 14:00,
Prof. Dr. Alexander Aue, University of California, Davis, USA :
Structural breaks in functional time series20.06.2018, 17:45,
Amina Tründelberg and Julia Bender, Deutsche Rück Düsseldorf:
The actuary (m/f) in reinsurance19.06.2018, 17:45,
Lisa Hartung, NYU:
From 1 to 6: Variable speed Branching Brownian motion at the boundary14.06.2018, 14:00,
Franziska Flegel, Weierstrass Institute, Berlin:
Spectral localization vs. homogenization in the random conductance model03.05.2018, 14:00,
Prof. Dr. Martin Huesmann, University of Bonn:
The matching problem: macroscopic and microscopic behaviour
WS 2017/18
14.02.2018, 17:00,
Prof. Dr. Siva Athreya, Indian Statistical Institute Bangalore, India:
Small noise limit for singularly perturbed diffusions01.02.2018, 14:00,
Lars Schmitz, University of Cologne:
Log-distance of the front of the Fisher-KPP-equation and Parabolic Anderson Model (PAM) with bounded random prefactor13.12.2017 (Wednesday!), 16:00 (!),
RongfengSun, National University of Singapore
Scaling limit of the directed polymer on Z2+1 in the critical window08.12.2017, 10:00 - 17.05,
Kickoff meeting
Classical and quantum dynamics of interacting particle systems30.11.2017, 14:00,
Peter Gracar, University of Cologne
Spread of infection by random walks - Multi-scale percolation along a Lipschitz surface16.11.2017, 14:00,
Prof. Dr. Vitali Wachtel, University of Augsburg
First-passage times over moving boundaries for random walks with non-identically distributed increments
SS 2017
14.09.2017, 14:00,
Prof. Dr. Marie Hušková, Charles University, Prague, Czech Republic:
Change point detection with multivariate observations based on characteristic functionsProf. Dr. Zuzana Prášková, Charles University, Prague, Czech Republic:
Sequential procedures in multivariate data19.07.2017 (Wednesday!), 16:00 (!)
Seminar room 1 (room 005!)
Dr. Elena Pulvirenti, University of Bonn
Metastability for the Widom-Rowlinson model28.06.2017 (Wednesday!), 18:00 (!)
Prof. Dr. Atilla Yilmaz, Koç University, Istanbul, Turkey
Averaged vs. quenched large deviations and entropy for random walk in a dynamic random environment04.05.2017, 14:00
Dr. Sebastian Riedel, TU Berlin (currently University of Cologne)
Rough differential equations with unbounded drift
WS 2016/17
02.02.2017, 17:45!
Prof. Dr. Andreas Eberle, University of Bonn
A coupling approach to the kinetic Langevin equation01.12.2016, 14:00
Prof. Dr. Massimiliano Gubinelli, University of Bonn
Quasilinear paracontrolled SPDEs03.11.2016, 14:00
Prof. Dr. Matthias Meiners, TU Darmstadt
Speed of biased random walk in a one-dimensional percolation cluster
SS 2016
23.06.2016, 12:30 pm, Institute of Computer Science, Weyertal 121, Room 508 (5th floor)
Dr. Sandra Kliem, University of Duisburg-Essen (currently University of Cologne)
Travelling wave solutions to the KPP equation with branching noise and recurrence of the support of solutions09.06.2016, 14:00
Prof. Dr. Hanspeter Schmidli, University of Cologne
Capital grants and dividends with taxes21.04.2016, 14:00
Alexis Prévost, ENS Paris
Directed edge reinforced random walks
WS 2015/16
10.02.2016 (Wednesday!), 10:00 a.m. (!)
Leonid Torgovitski, University of Cologne
Detecting small breakouts in high-dimensional (big) data07.01.2016, 14:00
BéatriceBucchia, University of Cologne
Estimation of change sets - consistency and convergence rates under structural breaks in the expected value10.12.2015, 14:00
Wolfgang Loehr, University of Duisburg-Essen
Invariance principle for variable speed random walks on trees19.11.2015, 14:00
Christoph Heuser, University of Cologne
Testing for a change in the correlation of time series05.11.2015, 14:00
XinyiLi, ETH Zurich
A lower bound for disconnection by simple random walk
SS 2015
16.07.2015, 14:00
Dr. Sandra Kliem, University of Duisburg-Essen (currently University of Cologne)
Progressive wave solutions of the KPP equation with "branching noise" and recurrence of the carrier of solutions26.06.2015 (Friday!), 14:30 - 18:15
Heinrich-Heine-Universität, Düsseldorf, Mathematisches Institut, Seminarraum 25.22-01.81 (!)
11th Cologne and Düsseldorf Advanced Seminar on Stochastics14:30 - 15:00:
Dr. Sandra Kliem, Universities of Cologne and Duisburg-Essen:
Use of tagged metric measure spaces in the modeling of temporally evolving phylogenies15:00 - 15:30:
Dr. Sebastian Andres, Universities of Cologne and Bonn:
Continuity and estimates for the Liouville heat kernel3:30 p.m. - 4:00 p.m.:
Prof. Dr. Hanspeter Schmidli, University of Cologne