North British Probability Seminar – Events
Seminars and Events for 25/26: (NBPS runs on Tuesday afternoons from 2.05 pm to 3 pm in the academic year 25/26)
Tuesday May 5, 2026
Benoit Dagallier (Universite Paris Dauphine-PSL)
Time: 2.05 – 3.00 pm
Location: JCMB 6206 (Note the room is different from the usual room)
Title: The Polchinski dynamics: an introduction
Abstract:
I will introduce the Polchinski dynamics, a general framework to study asymptotic properties of statistical mechanics and field theory models inspired by renormalisation group ideas.
The Polchinski dynamics has appeared recently under different names, such as stochastic localisation, and in very different contexts (Markov chain mixing, optimal transport, functional inequalities…). Here I will motivate its construction from a physics point of view and mention a few applications. In particular, I will explain how the Polchinski dynamics can be used to generalise Bakry and Emery’s Γ2 calculus to obtain functional inequalities (e.g. Poincaré, log-Sobolev) in physics models which are typically high-dimensional and non-convex. The talk is based on a review paper with Roland Bauerschmidt and Thierry Bodineau, accessible here:
https://projecteuclid.org/journals/probability-surveys/volume-21/issue-none/Stochastic-dynamics-and-the-Polchinski-equation-An-introduction/10.1214/24-PS27.full
The Polchinski dynamics has appeared recently under different names, such as stochastic localisation, and in very different contexts (Markov chain mixing, optimal transport, functional inequalities…). Here I will motivate its construction from a physics point of view and mention a few applications. In particular, I will explain how the Polchinski dynamics can be used to generalise Bakry and Emery’s Γ2 calculus to obtain functional inequalities (e.g. Poincaré, log-Sobolev) in physics models which are typically high-dimensional and non-convex. The talk is based on a review paper with Roland Bauerschmidt and Thierry Bodineau, accessible here:
https://projecteuclid.org/journals/probability-surveys/volume-21/issue-none/Stochastic-dynamics-and-the-Polchinski-equation-An-introduction/10.1214/24-PS27.full
Tuesday May 12, 2026
Andrew Campbell (IST Austria)
Time: 2.05 – 3.00 pm
Location: JCMB 5323
Title: The Laguerre–Pólya class, infinite order differential operators, and free Lévy procecces
Abstract:
Abstract: Assiotis [Adv. Math., 410:Paper No. 108701, 28, 2022] gave an explicit bijection between (random or deterministic) functions in the Laguerre–Pólya class and ensembles of infinite random matrices whose distributions are invariant under unitary conjugation. An important feature of the Laguerre–Pólya class is that there is also an explicit bijection between it and linear operators
on polynomials which both commute with the derivative operator
and such that
has only real roots for any polynomial
which also has only real roots. Any such
must be of the form
. It turns out the roots of
are approximately, and for the empirical measure in the large degree limit exactly, distributed according to a the law of a Lévy process starting from the roots of
in Voiculescu’s free probability. This provides a analogue of the known connection between the backwards heat flow on polynomials and free Brownian motion for any free Lévy process. We will see explicitly how this free Lévy process depends
, and which processes arise from important random matrix ensembles through the bijection of Assiotis. Based on joint work with Jonas Jalowy.
Tuesday May 26, 2026
Elnur Emrah (University College Dublin)
Time: 2.05 – 3.00 pm
Location: JCMB 5323
Title: TBA
Abstract:
TBA
Tuesday June 9, 2026
Xinyu Li (University of Oxford)
Time: 2.05 – 3.00 pm
Location: JCMB 5323
Title: TBA
Abstract:
TBA