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Denis Denisov (University of Manchester) – Ordered random walks and the Airy line ensemble

Category
Probability
Date
@ MALL
Date
@ MALL, 14:00
Location
MALL
Speaker
Denis Denisov
Affiliation
University of Manchester
Short bio [AI generated]
Denis Denisov is a Reader (Associate Professor) in Probability in the Department of Mathematics at the University of Manchester. His research focuses on probability theory, particularly random walks, Markov chains, first-passage problems, harmonic functions, and asymptotic methods. He is widely known for influential work on random walks in cones, conditioned random walks, and heavy-tailed phenomena, with publications in leading journals such as Annals of Probability and Probability Theory and Related Fields. He has also co-authored the monograph At the Edge of Criticality: Markov Chains with Asymptotically Zero Drift (Cambridge University Press, 2025).
Category

In this talk, I will consider a growing number of i.i.d. continuous-time random walks, conditioned via a Doob’s h-transform to remain in the same order for all time. The walks are allowed to have increment distributions belonging to a fairly general class. We prove that, under edge scaling, the top particles of this system converge to the Airy line ensemble, provided that the number of walks grows sufficiently slowly.

This is joint work with W. FitzGerald and V. Wachtel.