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PRODID:-//Memento EPFL//
BEGIN:VEVENT
SUMMARY:Excursion theory for Markov processes indexed by Lévy trees
DTSTART:20251203T150000
DTEND:20251203T161700
DTSTAMP:20260416T122832Z
UID:c1a23a44d59593ada7e0f7892f9ef1079b7506ef096727dfd34ca7e3
CATEGORIES:Conferences - Seminars
DESCRIPTION:Armand Riera (Sorbonne)\nThis talk concerns Markov processes i
 ndexed by Lévy trees. These processes play a\nfundamental role in probabi
 lity theory because of their relationships with superprocesses\,\ntheir ap
 pearance in various limit theorems\, and their connections to growth–fra
 gmentation\nprocesses. Moreover\, they can be used to construct a broad fa
 mily of two-dimensional\nrandom geometry models\, which are referred to as
  Brownian surfaces. In particular\,\nBrownian motion indexed by the Browni
 an tree has served as a building block for the\ncelebrated Brownian map.\n
 \nThe purpose of the talk is to introduce the main elements of an excursio
 n theory tailored\nfor this family of processes. This theory provides a un
 ified framework for understanding\ntheir evolution between visits to a ref
 erence point. It extends the classical excursion theory\nfor Markov proces
 ses indexed by the real half-line\, and in the special case of Brownian\nm
 otion indexed by the Brownian tree\, we recover previous results of Abraha
 m and Le Gall\nin a more precise form.\n\nThese results are part of joint 
 work with Alejandro Rosales-Ortiz. No specialized background\nis required.
LOCATION:Bernoulli Center
STATUS:CONFIRMED
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