Welcome

The LPSM is a research unit jointly supported by CNRS, Sorbonne Université and Université Paris Cité. The unit hosts about 200 members (about 90 faculty) and is located at two sites (Campus P. et M. Curie of Sorbonne Université et Campus Paris Rive Gauche of Université Paris Cité).

The LPSM research activities cover a broad spectrum in Probability and Statistics, from the most fundamental aspects (which, in particular, include Stochastic Analysis, Random Geometry, Numerical Probabilities and Dynamical Systems) to applications in the Modelling in various disciplines (Physics, Biology, Data Sciences, Finance, Insurance, etc). Applications involve partnerships with the non-academic sector.

While the unit LPSM is relatively recent, its components have deep roots in the rich history of the “mathematics of randomness” that has unfolded in Paris during the 20th century (see here for more details).

NB: This website is largely inspired by the one of IRIF.

5.6.2025
Lorenzo Zambotti vient d'être nommé membre Senior de L'Institut Universitaire de France à compter du 1er octobre: https://www.enseignementsup-recherche.gouv.fr/fr/bo/2025/Hebdo23/MENS2514954A

Félicitations Lorenzo !

31.3.2025
Le projet SEEDLING, porté par Aurélie Fischer a été sélectionné pour un financement du PEPR “Maths-VivES”. Félicitations Aurelie!

toutes les anciennes actualités

(Ces actualités sont présentées selon un classement mêlant priorité et aléatoire.)

Les probas du vendredi
Vendredi 12 septembre 2025, 11 heures, Jussieu, Salle Paul Lévy, 16-26 209
Quentin Berger (Sorbonne Paris Nord) Polymères dirigés et équation de la chaleur stochastique en dimension 2

Soutenances de thèse
Vendredi 12 septembre 2025, 14 heures, Salle 1016 Bâtiment Sophie Germain
Arthur Stephanovitch (LPSM) Theoretical foundations of generative models

Séminaire sur les processus de Hawkes
Lundi 15 septembre 2025, 14 heures, Jussieu, Salle Paul Lévy, 16-26 second floor
Benjamin Massat (IMT Toulouse) Quantification of limit theorems for Hawkes processes

Soutenances d'habilitation
Mardi 16 septembre 2025, 16 heures, Salle 1016 Bâtiment Sophie Germain et visioconférence
Benoît Laslier (LPSM) Universalité pour le modèle de dimères

Les probas du vendredi
Vendredi 19 septembre 2025, 11 heures, Jussieu, Salle Paul Lévy, 16-26 209
Quan Shi (AMSS, Chinese Academy of Sciences) Stochastic Flows and Marked Stable Lévy Processes

The Ray-Knight theorems establish a fundamental connection between Brownian local time and squared Bessel processes. Recently, Aïdékon–Hu–Shi extended this framework to an infinite-dimensional representation via stochastic flows, inheriting the spirit of the works of Bertoin–Le Gall and Dawson–Li. Building on their framework, we study a pair of coupled stochastic squared Bessel flows parametrised by $\delta\in (0,2)$ and construct a partition of the space-time plane $\mathbb{R}_ &nbspimes \mathbb{R}$. We prove that these partitions correspond to squared Bessel excursions with a negative parameter $-\delta$, which are naturally embedded within the jumps of a spectrally positive $(1+\delta/2)$ stable process. This connection further allows us to relate these structures to Björnberg–Curien–Stefánsson's shredded sphere, and to interval-partition evolutions introduced in a series of works by Forman–Pal–Rizzolo–Winkel. Joint work with Elie Aïdékon (Fudan University) and Chengshi Wang (Fudan University).

Les probas du vendredi
Vendredi 26 septembre 2025, 11 heures, Jussieu, Salle Jaques Neveu, 16-26 113
Éric Luçon (Université d'Orléans) à venir

Séminaire de Probabilités
Mardi 30 septembre 2025, 14 heures, Jussieu, Salle Paul Lévy, 16-26 209
Wendelin Werner (Université de Cambridge) Non encore annoncé.

Séminaire Modélisation et Probabilités
Mercredi 1 octobre 2025, 14 heures 15, Sophie Germain 1013
Brune Massoulié (CEREMADE) From the lifted TASEP to true self-avoiding walks

The lifted TASEP is a variant of the totally asymmetric exclusion process where at each time-step, a marked particle tries to move forward then may pass the marker to another particle. It was introduced by physicists as a toy model for non-reversible event-chain Monte-Carlo algorithms, which are expected to reach their invariant measure faster than reversible dynamics. We will study the behaviour of this system on the integer line by evidencing a connexion with true self-avoiding walks, yielding timescales of the dynamics. Based on joint works with Clément Erignoux, Werner Krauth, François Simenhaus and Cristina Toninelli.

Séminaire Modélisation aléatoire du vivant
Mercredi 1 octobre 2025, 11 heures, 16-26.209
Bixuan Liu (LPSM) Identifiability of VAR(1) model in a stationary setting

Les probas du vendredi
Vendredi 3 octobre 2025, 11 heures, Jussieu, Salle Paul Lévy, 16-26 209
Alberto Bonicelli (LPSM) à venir

Les probas du vendredi
Vendredi 10 octobre 2025, 11 heures, Jussieu, Salle Paul Lévy, 16-26 209
Francesca Cottini (LPSM) à venir

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