BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:D. Yogeshwaran (Indian Statistical Institute\, Bangalore) DTSTART:20201125T090000Z DTEND:20201125T110000Z DTSTAMP:20260421T173731Z UID:BPS/14 DESCRIPTION:Title: Sha rp phase transition and noise sensitivity in continuum percolation via con tinuous time decision trees.\nby D. Yogeshwaran (Indian Statistical In stitute\, Bangalore) as part of Bangalore Probability Seminar\n\n\nAbstrac t\nProofs of sharp phase transition and noise sensitivity in percolation \ nhave been significantly simplified by the use of randomized algorithms \n via the OSSS (O'Donnell\, Saks\, Schramm and Servedio) variance inequality \nand the Schramm-Steif inequality. In a joint work with Giovanni Peccati \nand Guenter Last\, we prove analogues of these inequalities for a \nPois son point process. This talk will be about these two inequalities \nand th eir applications to continuum percolation. \n\nIn the first talk\, we shal l first introduce the Poisson Boolean \nmodel and continuum percolation. T hen\, we will show how\nsharp phase transition in the Poisson Boolean mode l is derived via \nthe Poisson OSSS inequality. We shall also indicate the proof of the \nPoisson OSSS inequality. Time-permitting\, we will mention \napplications to other models such as k-percolation and confetti \nperco lation.\n\nIn the second talk\, we will see how noise sensitivity and \nex istence of exceptional times at criticality for crossing events in \nthe d ynamical Poisson Boolean model are derived via the Schramm-Steif \ninequal ity for Poisson processes. We shall also discuss the \nSchramm-Steif inequ ality very briefly. \n\nExcept some of the basics on Poisson process and continuum percolation\, \nthe two talks will be somewhat independent.\n LOCATION:https://researchseminars.org/talk/BPS/14/ END:VEVENT END:VCALENDAR