# XVII Escola Brasileira de Probabilidade - 2013

Mambucaba, Rio de Janeiro, de 04/08 até 10/08

The Brazilian School of Probability (EBP) has been organized each year since 1997 by initiative of the Brazilian probabilistic community and planned as a forum for the discussion of new ideas and developments in Probability and related areas. It is an opportunity to detect new research directions and to establish new collaborations, and an excellent occasion for students to start their scientific life. The EBP has been organized by IMPA, IME-USP, IMECC-UNICAMP, UFMG and by UFPE, with the participation of IM-AGIMB and INCTMat, and has received support of several scientific societies and research agencies.

The 17th edition of the Brazilian School of Probability (XVII EBP) will be organized by IMPA and IM-UFRJ. At this occasion we shall celebrate more than thirty years of friendship and scientific interaction between the group of mathematical physics and probability of Roma and L’Aquila and our group of probability in Brazil. The event will be held in Mambucaba, Rio de Janeiro, from August 4 to August 10, 2013.

Lecture

## Scientific Committee

Enrique Andjel (Université Aix-Marseille / IMPA)
Marzio Cassandro (Università di Roma La Sapienza)
Anna De Masi (Università di L’Aquila)
Pablo Ferrari (Universidad de Buenos Aires)
Luiz Renato Fontes (Universidade de São Paulo)
Pierre Picco (Université Aix-Marseille)
Maria Eulalia Vares (UFRJ)

## Organizing Committee

Sandro Gallo (UFRJ)
Leandro Pimentel (UFRJ)
Glauco Valle (UFRJ)
Maria Eulalia Vares – Chair (UFRJ)

## Special Volume – call for papers

Announcement and call for papers – Special Volume

During the 17th edition of the Brazilian School of Probability, the organizers have announced their wish of having a special volume related to this meeting. We can now make its official announcement and call for papers.

A few words about the volume and its relation to the school:

The XVII EBP celebrated a long standing friendship and scientific interaction between the group of mathematical physics and probability of Roma and L’Aquila and our probability group in Brazil. Since the beginning, a central role in this interaction has been played by Errico Presutti, whose leadership, determination, and generosity in promoting the discussion of various ideas has been crucial for the scientific lives of many of us, and for the development of these groups. It is for us reason of big joy and happiness that he has accepted to have this volume in his honor. We shall do our best to correspond.

The special volume will be published at the Brazilian Journal of Probability and Statistics, having Enza Orlandi (Roma Tre), Glauco Valle (UFRJ), Maria E. Vares (UFRJ) as guest editors. The guest editors thank the collaboration and support of Nancy Garcia (Unicamp), editor-in-chief of BJPS.

Guidelines to authors:

http://imstat.org/bjps/mansub.html

Deadline for submissions: March 10, 2014.

Papers should be submitted by the electronic system of the journal (EJMS), under the ‘special volume’ flag (to be created shortly). The indication of the special volume is needed to have your paper considered for this specific number of the journal. To be sure, you might also send an email message to the guest editors (orlandi@mat.uniroma3.it, eulalia@im.ufrj.br, glauco.valle@im.ufrj.br) informing about your submission.

The articles should be of the highest quality, and all texts will be peer refereed.

## Mini-courses

Martin Hairer (Warwick University)
Renormalisation Theory and Stochastic PDEs.

Errico Presutti (Gran Sasso Science Institute, L’Aquila)
Stochastic Interacting Particles and Statistical Mechanics.

## Invited Lectures

Thierry Bodineau (École Normale Supérieure Paris)
The Brownian motion as the limit of a deterministic system of hard-spheres
Presentation

Antonio Galves (Universidade de São Paulo)
Infinite systems of interacting chains with memory of variable length – a stochastic model for biological neural nets
Presentation

Giambattista Giacomin (Université Paris Diderot)
Synchronization and transitions in active rotator systems
Presentation

Stephan Luckhaus (Universität Leipzig)
From lattice based Hamiltonians to nonlinear elasticity

Immacolata Merola (Università di L’Aquila)
Renewal properties and microstructures of the d = 1 Ising Model
Presentation

Thomas Mountford (École Polytechnique Fédérale de Lausanne)
Limiting behaviour of Lyapunov exponents

Stefano Olla (Université Paris Dauphine)
Macroscopic energy fluctuations and thermal conductivity in system of oscillators with conservative noise
Presentation

Leonardo T. Rolla (IMPA)
Site recurrence for two-type annihilating particle systems

Clairvoyant demon problem or scheduling of random walks on complete graphs

Livio Triolo (Università di Roma “Tor Vergata”)
An analysis of some stochastic models of biological interest.
Presentation

WebPage

## Short Talks

Characterization of potential well spectrum in renewal processes
Presentation

Ines Armendariz (Universidad de Buenos Aires)
Scaling limit of the condensate dynamics in the zero-range process
Presentation

Rodrigo Bissacot (IME – USP)
Analyticity of the pressure via maximizing measures
Presentation

Stella Brassesco (Instituto Venezolano di Investigaciones Científicas)
Some results on the stochastic Cahn-Hilliard equation
Presentation

Pablo Ferrari (Universidad de Buenos Aires)
Symmetric simple exclusion process with free boundaries
Presentation

Gregorio Flores (PUC de Chile)
Directed polymers and the stochastic heat equation
Presentation

Christophe Gallesco (IMECC-UNICAMP)
Localization for random walk in a slowly decreasing potential
Presentation

Patricia Goncalves (PUC-Rio)
Nonlinear fluctuations of particle systems
Presentation

Stefan Grosskinsky (University of Warwick)
Dynamics of condensation in the inclusion process
Presentation

Michael Hoegele (Humboldt Universität Zu Berlin)
The first exit problem from the vicinity of an attractor for dynamical systems perturbed by heavy-tailed Lévy processes
Presentation

David Kelly (University of Warwick)
Homogenisation for multi-dimensional maps and flows
Presentation

Demeter Kiss (Centrum Wiskunde&Informatica)
Frozen percolation in two dimensions
Presentation

Hubert Lacoin (CNRS)
The heat equation shrinks Ising droplets to points
Presentation

Alexei Malybaev (IMPA)
Large deviation principle in shell models of turbulence
Presentation

Leandro Pimentel (UFRJ)
On the location of the maximum of a continuous stochastic process
Presentation

Krishnamurthi Ravishankar (Suny-College at New Paltz )
Convergence to critical measure for zero range process with random rates
Presentation

Waiting for a second mutation
Presentation

Vincent Tassion (ENS-LYON)
The order of the phase transition in planar FK-percolation
Presentation

## Poster Sessions

#### Poster Sessions

We strongly recommend to bring the poster already printed in paper A0 (841mm 1189mm)

Poster Session 1: (Monday, 5)

Roberta Rodrigues Albuquerque (Warwick)
Exchangeable random partitions and coalescent

Plinio Lucas Dias Andrade (IME-USP) and Laura Rifo
A note on Bayesian inference for the long-range dependence of a stationary two-state process

Caio Teodoro Alves (UFMG)
Decoupling of conditional distributions in random interlacements

Marco Aymone (IMPA)
Partial sums of the Random Möbius function

Rangel Baldasso and Otávio Menezes (UFRGS/IMPA)
Hydrodynamic limit for the exclusion process with slow open boundary

Diego Fernando de Bernardini (IMECC – UNICAMP)
Russo’s formula for random interlacements

Daniel Ungaretti Borges (IMPA)
Frozen percolation on the binary tree

Manuel Cabezas (IMPA)
Biased activated random walks in Z at criticality

Hugo de la Cruz Cansino (FGV)
Computer simulation of the stochastic transport equation

Walter Augusto Fonseca de Carvalho (IMECC-UNICAMP and UNASP-EC)
Renewal processes obtained as aggregation of Markovian processes

Bruno Monte de Castro (IME-USP)
A model selection criterion for the segmentation of symbolic sequences using penalized maximum likelihood

Pedro José Catuogno (IMECC – UNICAMP)
Time dependent tempered generalized functions and Itô’s formula

Andressa Cerqueira (IME-USP)
Test of hypotheses on random graphs

Cristian Favio Coletti (UFABC)
Scaling limit for a random tree with one topological end

Jeanne Carmo Amaral Dias (UFMG)
Uniqueness vs. non-uniqueness in complete connections with modified majority rules

Mikael Falconnet (ÉVRY)
Substitution processes with cut-and-paste mechanism

Ennio Fedrizzi (PARIS VII)
Noise prevents singularities in linear transport equations

Susana Frómeta Fernández (IMPA)
A local central limit theorem for an alpha-stable law

Débora Borges Ferreira (UFRN)
Asymptotic distribution for a heavy-tailed renewal reward dependent process and applications

Jan Gairing (HU-Berlin)
Aspects of stability of Lévy driven systems

Renato Jacob Gava (UFSCar)
Gambling teams and waiting time problems in two-state Markov chains

Bruno dos Santos Gois (IMPA)
Tunneling of the Kawasaki dynamics for the Ising lattice gas in a fixed two-dimensional torus before nucleation

André de Oliveira Gomes (U. Potsdam)
Forward backward SDEs: asymptotic properties, large deviations and connections with PDEs

Eduardo Ferioli Gomes (UFRJ)
Spitzer renewal process

Carolina Bueno Grejo (IME-USP)
A spatial stochastic modeling for a dynamic of a viral infection with immunological response

Poster Session 2: (Tuesday,6)

Pablo Groisman (Universidad de Buenos Aires)
Front propagation and quasi-stationary distributions: the same selection principle?

Jose Javier Cerda Hernandez (IME-USP)
Lower and upper bounds to critical curve for Ising model coupled to causal dynamical triangulations

Marcelo Richard Hilário (UFMG)
Coordinate percolation in Z^3

Adrian P. Hinojosa (UFMG) and Aniura Milanés
Estimation of the degree of an exponential random graph using sequencial ABC

Anatoli Iambartsev (IME-USP)
Large deviations for excursions of non-homogeneous Markov processes

Milton Jara (IMPA)
Random walks in dynamical random environment and hydrodynamic limits

Kevin Kuoch (PARIS V)
A multitype contact process with competitive immigration

Anna Rafaella da Silva Marinho (UFRN)
Risk model with dependence between claim sizes and claim intervals

Luzia da Costa Tonon Martarelli (UFRJ) and Glauco Valle
Hydrodynamics for a one dimensional zero range process with mass dissipation at the boundary

Leandro Chiarini Medeiros (UnB)
Lee-Yang circle theorem with complex coefficients

Felipe Rafael Ribeiro Melo (UFRJ)
Hydrodynamic limit for exclusion processes with slow bonds of constant rate

Aniura Milanés (UFMG)
On parametric estimation based on invariance

J.C.S. de Miranda (IME-USP)
Functional autoregressive time series with dependence on derivatives

Ricardo Misturini (IMPA)
On the evolution of the ABC model in a strongly asymmetric regime

Characterization of the shortest return time for β-mixing processes

Nora Muler (UTDT)
A mixed singular control-optimal stopping problem

Attila László Nagy (BME)
Tightness results for general double branching annihilating random walkers

Manuel Alejandro Gonzalez Navarrete (IME-USP) and Eduardo Jordão Neves
Stationary measure for asymmetric type-dependent Ising models

Sokol Ndreca (UFMG)
Queues with exponentially delayed arrivals

Peter Nejjar (Bonn)
Anomalous fluctuations at the shock in TASEP and some LPP models

The heat equation and slowed exclusion

Roberto Teodoro Gurgel de Oliveira (IMPA)
Percolation on a degree-limited model

Christian Horacio Olivera (IMECC – UNICAMP)
Strong solution of the stochastic Burgers equation

Poster Session 3: (Wednesday, 7)

Cira Etheowalda Guevara Otiniano (UnB)
Product and quotient of stable random variables

Gabriel Ribeiro da Cruz Peixoto (IME-USP)
K process on a tree with infinite levels

Rafael Jorge Pereira (UFRJ)
Large deviations and systemic risk

Serguei Popov (IMECC -UNICAMP)
Soft local times

Rodrigo Botelho Ribeiro (UFMG)
The critical random graph, with martingales

Rafaela Horacina Silva Rocha (UFRN)
Estimation for the ruin probability in a controlled risk process with reinsurance

Azrielex Andrés Arias Rodrigues (IME – USP)
Stochastic modeling of spike trains of a set of neurons

Pablo Martin Rodríguez (USP – São Carlos)
The behavior of a stochastic process of rumor scotching on finite populations

Santiago Juan Saglietti (Universidad de Buenos Aires)
Convergence of discrete Gibbs measures in the thin hard rods model

Jhames Matos Sampaio (UnB)
Indirect Estimation of Randomized GARCH Models

Remy de Paiva Sanchis (UFMG)
Anisotropic percolation on slabs

Maria Jucimeire dos Santos (UFRN)
Evolutionary algorithm MOSES

Diogo Carlos dos Santos (IMPA)
Birkhoff-von Neumamm theorem, cards and marriages

Alex Rodrigo dos Santos Sousa (UNICAMP)
A functional approach to spike sorting algorithm

Jackes Martins da Silva (PUC-RJ)
Anomalous diffusion from fractional Schrödinger equation

Roger William Câmara Silva (UFMG)
The log skew normal multivariate distribution

Aline Duarte de Oliveira and Guilherme Ost de Aguiar (USP)
Classifying EEG data driven by rhythmic stimuli using a projective test

Dejan Siraj (Warwick)
Mirror and synchronous couplings of geometric brownian motions

Valentin Sisko (UFF)
Growth of uniform infinite causal triangulations

Thiago do Rêgo Sousa (UnB)
ARMA models with GARCH errors following stable distribution innovations

Lucas Martins Stolerman (IMPA)
The spreading of an epidemic over a city: a model on networks

Yuri Suhov (Cabridge / USP)
FK-DLR quantum states and their properties

Lorenzo Taggi (Max Planck Institute)
Transient behaviour of certain probabilistic cellular automata undergoing absorbing phase transition

Marina Vachkovskaia (UNICAMP)
A conditional quenched CLT for random walks among random conductances on Z^d

Gerardo Barrera Vargas (IMPA)
Rényi entropy function and large deviations of short return times

Paulo A. Faria da Veiga (USP-S.CARLOS)
Spectra of dynamics generators of physics models defined by Gibbs measures

Matija Vidmar (Warwick)
Markov chain approximations to scale functions of Lévy processes

Marcio Luis Lanfredi Viola (UFSCAR)
Conditional independence between random fields

Karina Yuriko Yaginuma (IME-USP)
Stochastic modeling of spike trains of a population of neurons

Adriano Zanin Zambom (IMECC – UNICAMP)
On the stochasticity of feasible regions in genetic algorithms

Roberto Vila Gabriel (UnB)
Exact calculations of the critical point of the random-cluster models (q >1) on the square lattice.

Eletronic Poster

An introduction to Rough Paths

## Abstract submissions (posters or short talks)

Participants must be registered in order to submit a communication. All submissions appear as ‘poster’. The number of short talks is limited and the selection will be done by the organizers.

To submit a communication, the participant needs to prepare an abstract in LaTeX using the standard format of the school which can be downloaded by clicking here.

The text must be processed directly from LaTex to the .PDF format. The .PDF and .tex files should be sent to the e-mail ebp17@im.ufrj.br not later than May 31, 2013.

Pictures

Program

## Accommodations

#### Accommodations

Rio de Janeiro

Those participants who need an accomodation in Rio prior or right after the school should contact a hotel directly. A list of suggestions can be found in here

Mambucaba

The meeting will take place at the Hotel del Bosque resort, in Mambucaba, a beach district of Angra dos Reis county, about 200 km from the city of Rio de Janeiro. The fully secluded Hotel del Bosque offers both a spectacular landscape and a wide range of leisure options, as well as a magnific wide strip of private beach. For more information, please access http://www.hoteldobosque.com.br

Participants staying at Hotel del Bosque will be able to take advantage of the following special rates:

SINGLE – R$400,00 + 15% = R$ 460,00 per day (taxes included; all meals included)
DOUBLE – R$442,00 + 15% = R$ 508,30 per day (taxes included; all meals included)
TRIPLO – R$553,00 + 15% = R$ 635,95 per day (taxes included; all meals included)

Other lodging options are available at the Vila Historica de Mambucaba. We describe next these options.

a) Vila Historica de Mambucaba: Located 2 km from Hotel del Bosque, it is a small beach town (about 500 inhabitants), whose central section was built in the colonial period, and includes a very pretty XVIII century baroque church. The two inns described below are at less than 100 m from the beach.

Pousada das Flores: Higher level accomodation, also with air conditioning, fridge and TV. Daily rates with beakfast:

Double rooms : R$150 ~ R$180 + rates

Pousada Vila Historica: Simple but charming rooms with air conditioning, fridge and TV. Daily rates with breakfast:

Single rooms : R$120 + rates Double rooms : R$ 140 + rates

For reservations, please write to Michele Leite at micheleleite@cmoeventos.com.br

## Arrival in Rio de Janeiro

Leaving the airport

On leaving the airport we suggest that you take a taxi. The yellow cabs are less expensive than the special red or blue ones, as these have special booths located inside the airport facilities. The current fares are around R$60,00, for a trip of about 30 minutes. There are also air-conditioned buses leaving from the blue sector, terminal 1 and 2, running from the airport to the Novo Rio Bus Station, Copacabana, Ipanema and Leblon. Buses and Cabs There are two bus lines running near the Institute: line 409 (Tijuca – Jardim Botânico) and line 124 (Central – Jardim Botânico). Pay as you enter, using the front door to get on and the rear door to get off the bus. The current bus fare is R$ 2,75 and the maximum change given is for a R$20,00 bill. For those who will arrive at IMPA much earlier than the Bus departure, room # 224 will be available to leave your luggage. At the same floor you may find restrooms. Once at IMPA, you can go for a walk at the Botanical Garden http://www.jbrj.gov.br/ (Rua Pacheco Leão 100) in order to wait for the Bus departure (15:00). There is also a very nice restaurant, Couve Flor http://www.couveflor.com.br/ Rua Pacheco Leão 724. Other option for transportation to Mambucaba The Costa Verde bus line company is another transportation option to go to Mambucaba. Those who can not take the transportation provided by the event should take bus a Novo Rio Station located at Av. Francisco Bicalho, nº 1 Santo Cristo in the downtown. There are many departures times available and the fare is R$ 59,00. You have to ask the driver that you have to get off the bus at Hotel dos Bosque – PEREQUÊ.

http://vendas.costaverdetransportes.com.br/cgi-bin/br5.cgi

## Transportation to Mambucaba

#### Transportation to Mambucaba

Going to Hotel do Bosque (Mambucaba)

From Rio de Janeiro

Bus Departure: Sunday, August 4
Place: Rio de Janeiro – IMPA (Estrada Dona Castorina,110 – Jardim Botânico – RJ)
Time: 3:00PM
Those interested in using this transportation, shall send an e-mail message to dac@impa.br informing the name, ID number, RNE or passport (for foreign).

Back from Mambucaba to Rio de Janeiro

Bus
Departure: Saturday, August 10
Time: 2:00PM

From Campinas and São Paulo

Bus Departure: Sunday, August 4
Place: Campinas – Largo do Rosário
Time: 12:00PM

Bus Departure: Sunday, August 4
Place: São Paulo – (Campus USP, Butantã — in front of Escola de Educação Física, next to Portaria 1 of the Campus). The bus will pass by Guarulhos Airport in case there is interest (around 2:45PM on the way to the School; and also on the way back on August 10, without an estimate of the schedule for the moment).
Time: 2:00PM

Those interested in using this transportation, shall send an e-mail message to secproj@ime.usp.br (Regiane e Marilúcia), with subject “Ônibus EBP”, informing the complete name, ID number, RNE or passport (for foreign).

Back from Mambucaba to São Paulo

Bus
Departure: Saturday, August 10
Time: * Information will be available later/soon.

Indique onde pretende embarcar/desembarcar em cada trecho, conforme o caso. Opções: Campinas, São Paulo, Aeroporto de Guarulhos.”

## Local Information

Information on Mambucaba

Mambucaba is located in the so called Costa Verde (Green Coast) in the South West of Rio de Janeiro State, near the boundary with Sao Paulo State. In this region the Sierra do Mar mountain range meets the see, and all the mountain slopes are covered by a luxuriant vegetation, part of one of the few extant large extensions of subtropical forest (Mata Atlântica) in the country. The weather is humid and tropical. The meeting will take place in winter, which is relatively drier, but participants should be prepared for some rain. Daily temperatures in July fluctuate between 22 and 32 degrees Celsius (72 and 90 degrees Farenheit), but night lows can go down to 15 Celsius (59 degrees Farenheit).

The EBP will take place in the Hotel do Bosque

The organization of the School has a limited number of fellowships for young researchers and students, and special support for european researchers (reimbursement from ESF).

The deadline to apply for financial support is May 31, 2013 , with answers to be out by July 10, 2013. All applicants* should fill in the registration form.

*) Students applying for financial support should also submit short Curriculum Vitae and two recommendation letters from professors familiar with them. Letters should be sent directly by recommender to ebp17@im.ufrj.br using 17EBP: (last name of applicant) in the subject line.

Participants from Latin America are encouraged to ask travel support to the Union Matematica de America Latina y el Caribe. Please contact directly UMALCA.

Researchers with PhD affiliated to institutions of the state of São Paulo (permanently or temporarily) should send a message to L.R. Fontes (lrenato@ime.usp.br) in order to enter the collective request of funds to FAPESP for the school. For that a (prospective or definitive) title and abstract of work to be presented at the school should accompany the message. Deadline: April 14 2013.

Financial Support:

An Activity of:

## Registration

 Category Prices Students (Master and Ph.D) R$150.00 Professors (Ph.D´s) R$ 250.00

Payment of registration fee will be made upon arrival, in Brazilian currency (Real) and check.

Financial Support: May 31,2013.
Communication Submission: May 31,2013.

Registered

## Visa Information

I wish to remind that US and Mexican citizens must apply for a visa to come to Brazil, concerning Europeans citizens it depends of the country, so please get in touch with the nearest Brazilian Consulate in your country in this direction.

A natural question would be the type of visa you need. Since you will not be receiving income or employment in Brazil, a tourist visa is just fine.

In order to avoid bureaucracy delays, I advise you to apply for the tourist visa as soon as possible.

Please let me know if you need an official letter of invitation sending an e-mail to dac@impa.br / ebp17@im.ufrj.br