MARTIN HAIRER
Department of Mathematics, Imperial College, London WELCOME ANTON ZEILINGER
President, Austrian Academy of Sciences THOMAS HENZINGER
President, IST Austria IST Austria and the Austrian Academy of Sciences have initiated a joint lecture series aiming to bring
to Austria speakers of the highest international standing active in fields that are of mutual interest to
both institutions and to a wider public. The  lecture  series  will  be  continued  by  Martin  Hairer,  Chair  in  Probability  and  Stochastic  Analysis at  the  Imperial College  London.  He  is  a  fellow  of  the  Royal  Society and a member  of  the  Austrian Academy of Sciences,  the  German  National  Academy  of  Sciences  Leopoldina  and  the  Berlin-Brandenburg  Academy  of  Sciences  and  Humanities.  In  2014, he received  the  Fields  medal,  “for his outstanding contributions to the theory of stochastic partial differential equations, and in particular for the creation of a theory of regularity structures for such equations”. The  lecture  will  focus on one fascinating aspect of probability theory: the universal aspect of the  
objects it allows us to construct.  The  most  well-known  example  of  this  phenomenon  is  the  central limit theorem. For a very large class of collections of random variables, additive functionals that only depend weakly on any one element of the collection exhibit Gaussian behaviour in the limit. When
taking time evolution into account, it turns out that in certain “cross-over regimes” the large-scale
behaviour of a number  of  stochastic  systems  can  formally  be  described by an ill-posed stochastic  
partial differential equation. The talk will conclude with a Q&A followed by a reception. <link www.oeaw.ac.at/anmeldung/oeaw-ista-lecture/ _blank>Please register here by 30 May 2018.</link> Foto: © Universität Warwick