Section 12. Probability

Stochastic analysis, Stochastic PDEs, Markov processes. Interacting particle systems, Random media. Random matrices and random graphs. Conformally invariant models, random growth models, exactly solvable models. Branching processes. Rough paths, regularity structures. Stochastic networks, Stochastic geometry. Applications in Statistics, Data Science, Computer Science, Physics, and Life Sciences.
Jinho Baik

University of Michigan, USA

Jinho Baik is a professor of mathematics at the University of Michigan.

His research interests include random matrix theory, integrable systems, interacting particle systems, and the KPZ universality theory. Together with Deift and Johansson, he discovered a connection between interacting particle systems and random matrices. He is also one of the names associated with the BBP phase transition on the spectral detection problem of a signal inside a random matrix, which has wide applications in statistics and engineering.

Keith Ball

University of Warwick, UK

Survey lecture on convex analysis and its connections to other areas of mathematics

Jointly in sections 8, 10, 13

Keith Ball is a professor at the University of Warwick. His interests are in high-dimensional and discrete geometry, information theory and (more recently) analytic number theory. He was scientific director of the International Centre for Mathematical Sciences in Edinburgh from 2010 to 2014 and holds honorary professorships from the University of Edinburgh and Heriot-Watt University.

Towards the end of his tenure at ICMS he was chair of ERCOM, the umbrella organisation for European mathematics research centres.

He is a Fellow of the Royal Society of London and the Royal Society of Edinburgh and was on the governing council of the Royal Society during 2018-2019.

Among other things his research demonstrated that the central limit theorem of probability is driven by an analogue of the second law of thermodynamics: namely, that entropy increases along the central limit process. He is also known for a popular book on mathematics entitled «Strange Curves, Counting Rabbits...»

Pierre Cardaliaguet

Paris Dauphine University, France

Joint lecture with François-Delarue

Also in section 10

Pierre Cardaliaguet is a Professor of Mathematics at Paris Dauphine PSL University. His research interests include partial differential equations, calculus of variations, optimal control and games theory.
Benoît Collins

Kyoto University, Japan

Also in section 8

Benoît Collins is a Professor of Mathematics at the Department of Mathematics of Kyoto University (Japan). He joined Kyoto in 2014 after holding academic positions in France (CNRS) and Canada (University of Ottawa).

His research focuses on random matrix theory and free probability theory, and in particular on the interaction between these two fields. He initiated the mathematical development of Weingarten calculus used to calculate polynomial integrals with respect to the Haar measure over compact groups. He has discovered many new applications of this calculus to matrix integrals, quantum group theory, representation theory, combinatorics, and quantum information theory. He has also contributed to a systematic understanding of typical quantum channels with tools from free probability. His contributions to random matrix theory include the solution of various problems related to estimating the operator norm of multi-matrix models in the limit of large dimension.

François Delarue

Université Côte d’Azur, Nice, France

Joint lecture with Pierre Cardaliaguet

Also in section 10

François-Delarue is a Professor of Mathematics at Laboratoire Jean-Alexandre Dieudonné of Université Côte d’Azur in Nice, France. His interests include probability theory, stochastic analysis and connections with partial differential equations. He has been working for several years on mean field models and on the related theory of mean field games. Together with René Carmona, he is the winner of the 2020 AMS Doob prize for the two-volume book they wrote on the subject. He was a co-editor in chief of the Annals of Applied Probability from 2019 to 2021. He is also interested in the rough path theory.
Jian Ding

University of Pennsylvania, USA

Joint lecture with Julien Dubedat and Ewain Gwynne

Jian Ding is an Associate Professor in the Statistics Department at the University of Pennsylvania. Ding has broad research interests in probability theory, with a focus on interactions with statistical physics and theory of computer science. In particular, his recent research topics include random constraint satisfaction problems, random planar geometry, disordered spin models and Anderson localization. Ding obtained his PhD from UC Berkeley in 2011. He was a Szegö Assistant Professor at Stanford in 2011-2012 and also an MSRI postdoc fellow in Spring 2012. Ding was a faculty member in the statistics department at the University of Chicago in 2012-2017 before joining the University of Pennsylvania. Ding received the Rollo Davidson Prize in 2017 (shared with Nike Sun).
Julien Dubédat

University of Pennsylvania, USA

Joint lecture with Jian Ding and Ewain Gwynne

Julien Dubédat studied at Ecole Normale Supérieure and Université Paris-Sud and held positions at the Courant Institute and Columbia University. A recipient of the Salem prize, he is mainly interested in probability theory, statistical physics and mathematical physics, in particular, two-dimensional models and their conformally invariant scaling limits.
Ronen Eldan

Weizmann Institute of Science, Israel

Also in section 8

Ronen Eldan works at the Weizmann Institute of Science in Rehovot, Israel. He studies phenomena that arise in high-dimensional settings in probability, metric geometry, functional analysis, mathematical physics, combinatorics, learning theory and optimization. One of his main goals in recent years has been to develop methods that help to understand the behavior of high dimensional objects with the use of stochastic calculus and pathwise analysis. He was awarded the Nessyahu Prize and the Erdős Prize.
Tadahisa Funaki

Waseda University, Japan

Also in section 18

Tadahisa Funaki is a Professor at the Department of Mathematics of Waseda University, Japan.

He was a Professor at the University of Tokyo from 1995 until 2017. His research interests include stochastic PDEs and large scale stochastic interacting systems.

Specifically, he worked on continuous and discrete Ginzburg-Landau models, stochastic Allen-Cahn equation, random interfaces, stochastic motion by mean curvature, singular stochastic PDEs, space-time scaling limit for microscopic systems via local ergodicity, derivation of macroscopic nonlinear PDEs and stochastic PDEs including motion by mean curvature, Stefan free boundary problem and coupled KPZ equation, and other topics.

Patricia Gonçalves

Universidade de Lisboa, Portugal

Patricia Gonçalves is a Full professor at the Mathematics Department of Instituto Superior Técnico, University of Lisbon, Portugal, since 2019. She did her Ph.D. under the supervision of Claudio Landim at IMPA, Rio de Janeiro, Brazil.

Her interests lie in probability theory and stochastic processes, and her major achievements have been related to understanding the derivation of both partial differential equations and stochastic partial differential equations from interacting particle systems, namely, the connection between the macroscopic evolution of thermodynamical quantities of a system and the underlying random motion of particles.

Patricia received a prize from the Faculty of Science of the University of Porto, a distinction from the Calouste Gulbenkian Foundation, and is the PI of an ERC starting grant.

She is the mother of three lovely young kids.

Ewain Gwynne

The University of Chicago, USA

Joint lecture with Jian Ding and Julien Dubedat

Ewain Gwynne is an associate professor of mathematics at the University of Chicago. He is also partially supported by a Clay research fellowship. His research focuses on probability theory, including Schramm-Loewner evolution (SLE), random planar maps, statistical mechanics, Liouville quantum gravity, and random walks in random environments.

He has received awards for his work including the Clay research fellowship in 2019 and the Rollo Davidson Prize in 2020.

Hubert Lacoin

IMPA, Brazil

Hubert Lacoin is a researcher at IMPA (Instituto de Matemática Pura e Aplicada) in Rio de Janeiro. His main domain of research is probability theory and its connections with statistical mechanics. His mathematical interests include random surfaces, polymer models, Gaussian multiplicative chaos and Markovian dynamics. His main achievements include the proof of disorder relevance for the random walk pinning model (with G. Giacomin and F. Toninelli), the identification of the scaling limit for the 2D zero-temperature stochastic Ising model (with F. Simenhaus and F. Toninelli), and the determination of the cutoff time for the symmetric and asymmetric simple exclusion processes (with C. Labbé).

He is an affiliate member of the Brazilian Academy of Science and has been awarded the Annales de l’Institut Henri Poincaré Prize in 2012.

Elchanan Mossel


Survey lecture on combinatorial statistics and its role in the sciences

Jointly in sections 13, 14, 18

Elchanan Mossel is a Professor of Mathematics at the Massachusetts Institute of Technology. His research spans a number of topics across probability, statistics, economics, computer science, and mathematical biology.

He is known for his work in discrete Fourier analysis and its applications to computational complexity and social choice theory and for his research of information flow in biological, economic, and inferential networks.

Mossel held a Sloan Fellowship. He is a fellow of the American Mathematical Society, a Simons Fellow and a Vannevar Bush Fellow.

Alexander I. Nazarov

Saint Petersburg State University, Russia

Also in section 10

Alexander I. Nazarov graduated from Leningrad State University in 1985 and defended his Ph.D. thesis in 1988 under the supervision of Nina N. Uraltseva. Now he is a Leading Researcher in the Laboratory of Mathematical Physics, St. Petersburg Branch of Steklov Mathematical Institute, and a Full Professor (part-time) in the Department of Mathematical Physics, St. Petersburg State University.

The main fields of his research are elliptic and parabolic PDEs, calculus of variations, spectral theory, their applications in probability and statistics, and history of mathematics. He is the editor and one of the authors of the monograph «Mathematical Petersburg». His other interests include giveaway checkers. He is a winner of many tournaments and a holder of the title ‘Master of Sports of Russia’.

Dmitry Panchenko

University of Toronto, Canada

Dmitry Panchenko is a Professor of Mathematics in the Department of Mathematics at the University of Toronto. His research covers various topics in probability theory with a primary focus on spin glass models.
Kavita Ramanan

Brown University, USA

Kavita Ramanan is the Roland George Dwight Richardson University Professor of Applied Mathematics at Brown University.

She works on probability theory, stochastic processes and their applications.

She has made fundamental contributions to stochastic analysis, including, in particular, the study of reflected diffusions, large deviations theory, interacting particle systems, Markov random fields, high-dimensional probability and applications to asymptotic convex geometry and stochastic networks.

She has received several honors for her research, including the Erlang Prize from the Applied Probability Society, a Medallion from the Institute for Mathematical Statistics, a Guggenheim Fellowship, the Newton award and the Vannevar Bush Faculty Fellowship. She is a fellow of multiple societies including the American Mathematical Society, the Institute for Mathematical Statistics, and the Society of Industrial and Applied Mathematics. She is also an elected member of the American Academy of Arts and Sciences.

Daniel Remenik

Universidad de Chile, Chile

Daniel Remenik is a Professor at the Department of Mathematical Engineering and the Center for Mathematical Modeling at Universidad de Chile. He received his Ph.D. in Applied Mathematics from Cornell University in 2009. His research field is probability theory, and much of his work has focused on the KPZ universality class, where, in particular, he has worked on the construction and integrability of the KPZ fixed point. He was awarded the MCA prize and the Rollo Davidson Prize, both in 2021.
Laurent Saloff-Coste

Cornell University, USA

Also in section 8

Laurent Saloff-Coste is the Abram R. Bullis Professor of Mathematics in the Department of Mathematics at Cornell University.

Most of his work is at the intersection of analysis, probability, and geometry. His interests include random walks on groups, potential theory, the heat equation, and functional inequalities. He was educated at the Université Paris VI (Pierre and Marie Curie), France.

Before joining the Cornell faculty in 1998, he spent several years in Paris and in Toulouse (Université Paul Sabatier) as a researcher for the «Centre National de la Recherche Scientifique.» He is a Fellow of the American Academy of Arts and Sciences, the American Mathematical Society, and the Institute of Mathematical Statistics.

Eric Vanden-Eijnden

Courant Institute of Mathematical Sciences/NYU, USA

Lecture on the computational aspects of statistical mechanics

Jointly in sections 11, 15, 18

Eric Vanden-Eijnden is a Professor of Mathematics at the Courant Institute of Mathematical Sciences,New York University. His research focuses on the mathematical and computational aspects of statistical mechanics, with applications to complex dynamical systems arising in molecular dynamics, materials science, atmosphere-ocean science, fluid dynamics, and neural networks. He is also interested in the mathematical foundations of machine learning (ML) and the applications of ML in scientific computing. He is known for the development and analysis of multiscale numerical methods for systems whose dynamics span a wide range of spatio-temporal scales. He is the winner of the Germund Dahlquist Prize and the J.D. Crawford Prize,and a recipient of the Vannevar Bush Faculty Fellowship.
Peter Varju

University of Cambridge, UK

Also in section 8

Peter Varju is a Professor of Pure Mathematics at the University of Cambridge. He studied at the University of Szeged and Princeton University, and he worked at The Hebrew University of Jerusalem before moving to Cambridge. His interests lie at the interface of analysis, combinatorics and number theory. He is a recipient of the Paul Erdos Prize, the EMS Prize, and the Whitehead Prize.
Melanie Matchett Wood

Harvard University, USA

Interactions between number theory and random structures

Jointly in sections 3, 13

Melanie Matchett Wood is a professor of mathematics at Harvard University and a Radcliffe Alumnae Professor at the Radcliffe Institute for Advanced Study.

Her work spans number theory, algebraic geometry, algebraic topology, additive combinatorics, and probability. In particular,she studies the distribution of number fields and function fields and their fundamental structures, including class groups and the Galois groups of their maximal unramified extensions. In part to understand these distributions, she studies the probability theory of random abelian and non-abelian groups,which also has applications to other randomly arising groups, such as the Jacobians of random graphs and cokernels of random matrices.

She has received a Packard Fellowship for Science and Engineering, the AWM-Microsoft Research Prize in Algebra and Number Theory,an American Institute of Mathematics Five-Year Fellowship, and is a Fellow of the American Mathematical Society.

Tue Nov 16 2021 19:58:39 GMT+0300 (Moscow Standard Time)