Mathematics Department Colloquium: A drunk walk in a drunk world
Colloquium | April 6 | 4:10-5 p.m. | 60 Evans Hall
Ivan Corwin, Columbia
A simple symmetric random walk jumps up or down with equal probability. What happens if its jump probabilities are instead taken themselves to be random in space and time (e.g. uniformly distributed from zero to one hundred percent)? In this talk (based on joint work with Guillaume Barraquand) I will describe the effect of this random environment on a random walk, and elucidate a new connection to the world of quantum integrable systems and the Kardar-Parisi-Zhang universality class and stochastic PDE. No prior knowledge of any of these areas will be expected, and this lecture will be disjoint of the concurrent Chern-Simons lectures I'll be giving.