Curriculum Vitae - Ceremade

Curriculum Vitae
Rémi Rhodes
Date of birth : January 30th, 1979 (Marseille)
Citizenship : french
CNU section : 26
Position
Maître de conférences in Ceremade, university Paris-Dauphine
Professional address :
Ceremade - Université Paris Dauphine
Bureau C 612
Place du Maréchal De Lattre De Tassigny
75775 Paris Cedex 16 France
Web page : www.ceremade.dauphine.fr/∼rhodes
Phone : : 0033 1 44 05 48 51
Email : [email protected]
Education
2012 : Habilitation thesis in University Paris-Dauphine (France), defended on december 3rd.
Title :
Multiplicative chaos and applications
Coordinator : S. Olla
Referees :
I. Benjamini, F. Comets, A. Kupiainen
Examiners :
J. Barral, T. Bodineau.
2003/2006 : PhD in University of Provence (France), defended on june 22nd, 2006.
Title :
Homogenization in random media
Advisor :
É. Pardoux (Univ. of Provence)
Referees :
T. Komorowski et S.R.S. Varadhan,
Examiners : F. Castell, S. Olla, A. Piatnitski.
Publications
Preprints :
[30] H. Lacoin, R. Rhodes, V. Vargas, Large deviations for random surfaces : the hyperbolic nature
of Liouville Field Theory, 2014.
[29] R. Rhodes, V. Vargas, Liouville Brownian motion at criticality, 2013.
[28] T. Madaule, R. Rhodes, V. Vargas, The glassy phase of complex branching Brownian
motions, 2013.
[27] T. Madaule, R. Rhodes, V. Vargas, The glassy phase and freezing of log-correlated
Gaussian potentials, 2013.
[26] H. Lacoin, R. Rhodes, V. Vargas, Complex Gaussian multiplicative chaos, 2013.
[25] R. Rhodes, V. Vargas, Gaussian multiplicative chaos : a review , 2013.
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[24] C. Garban, R. Rhodes, V. Vargas, On the heat kernel and Dirichlet form of Liouville
Brownian motion , 2013.
[23] C. Garban, R. Rhodes, V. Vargas, Liouville Brownian motion , 2013.
[22] R. Allez, R. Rhodes, V. Vargas, Marchenko Pastur type theorem for independent MRW
processes : convergence of the empirical spectral measure, 2011.
[21] J.C. Domenge, R. Rhodes, V. Vargas, Forecasting volatility in the presence of leverage
effect, 2011.
Manuscripts accepted for publication
[20] R. Rhodes, V. Vargas, Spectral dimension of 2d-Liouville quantum gravity, 2013, à
to appear in Annales Henri Poincaré.
[19] B. Duplantier, R. Rhodes, S. Sheffield, V. Vargas, Renormalization of Critical
Gaussian Multiplicative Chaos and KPZ formula, 2012, to appear in Communications in
Mathematical Physics.
[18] B. Duplantier, R. Rhodes, S. Sheffield, V. Vargas, Critical Gaussian multiplicative
chaos : convergence of the derivative martingale 2012, to appear in Annals of Probability.
[17] L.Chevillard, R. Rhodes, V. Vargas, Gaussian multiplicative chaos for symmetric
isotropic matrices, Journal of Statistical Physics, 2013, Volume 150, Issue 4, pp 678-703.
[16] J. Barral, X. Jin, R. Rhodes, V. Vargas, Gaussian multiplicative chaos and KPZ
duality, 2013, Communications in Mathematical Physics, Volume 323, Issue 2, pp 451-485.
[15] R. Rhodes, J. Sohier, V. Vargas, ?-scale invariant random measures, to appear in
Annals of Probability, 2012.
[14] J. Barral, R. Rhodes, V. Vargas, Limiting laws of supercritical branching random walks,
Comptes rendus - Mathématique, 2012, 350, pp. 535-538.
[13] R. Allez, R. Rhodes, V. Vargas, Lognormal ?-scale invariant random measures,
Probability Theory and Related Fields, 2013, Volume 155, Issue 3-4, pp 751-788.
[12] R. Rhodes, V. Vargas, Optimal transport for multifractal random measures and
applications, Annales de l’institut Henri Poincaré PS, 2013, Volume 49, Number 1, 119-137.
[11] R. Rhodes, A.B. Sow, Critical homogenization of Itô-Levy process driven SDEs in random
medium, Journal of Stochastic Analysis and Applications, 2011, Volume 29, Issue 5, 838-859.
[10] R. Rhodes, V. Vargas, KPZ formula for log-infinitely divisible multifractal random
measures, ESAIM, 2011, vol 15, 358-371.
[9] R. Rhodes, Stochastic Homogenization of Reflected Stochastic Differential
Equations, Electronic Journal of Probability, 2010, vol 15, 989-1023.
[8] R. Rhodes, V. Vargas, Multidimensional Multifractal Random Measures,
Electronic Journal of Probability, 2010, vol 15, 241-258.
[7] R. Rhodes, V. Vargas, Scaling limits for symmetric Itô-Lévy processes in random
medium, Stochastic Processes and their Applications, 2009, vol. 119, no12, pp. 4004-4033.
[6] E. Pardoux, R. Rhodes, B. Sow, Homogenization of periodic semilinear parabolic
PDEs, Annales de l’Institut Henri Poincaré ANL, vol 26, No 3 (2009), p 979-998.
[5] F. Delarue, R. Rhodes, Stochastic Homogenization of Quasilinear PDEs with a
Spatial Degeneracy, Asymptotic Analysis, vol 61, No 2 (2009), p 61-90.
[4] R. Rhodes, Homogenization of locally ergodic diffusions with possibly degenerate diffusion
matrix, Annales de l’Institut Henri Poincaré PS, 2009, Volume 45, Number 4, 981-1001.
[3] R. Rhodes, Diffusion in a Locally Stationary Random Environment,
Probability Theory and Related Fields, 2009, 143, no 3-4, 545-568.
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[2] R. Rhodes, Homogenization of space-time dependent random flows II,
Annales de l’Institut Henri Poincaré PS, 44 (2008), no 4, 673-692.
[1] R. Rhodes, Homogenization of space-time dependent random flows I,
Stochastic Processes and their Applications, 117 (2007), 1561-1585.
Invited lectures and seminars
Invited lectures :
2014
2014
2013
2013
2013
2011
2011
2011
2011
2010
2010
2007
2006
2006
2005
: Warwick (UK), Gradient random fields,
: Bath (UK), Paris-Bath Branching Structures Meeting III,
: Marseille CIRM, Branching diffusions and Gaussian free fields in Physics,
: University Paris 7, Journées cartes,
: Marseille CIRM, Genetic models and quasi-stationarity
: Moscow center for continuous mathematical education, « Random Processes, Conformal
Field Theory and Integrable Systems »
: Saint Pertersbourg, Chebyshev laboratory, lecture at the school « Random Processes,
Conformal Field Theory and Integrable Systems »
: UCL Louvain la Neuve (Belgique), « Rencontres d’analyse »
: Porquerolle, « Fractals and related fields II »
: INRIA Rocquencourt, conference CEA-EDF-INRIA « homogenization, theoretical and
numerical aspects »
: Institute of Mathematics, Bedlewo (Pologne), « Non-local operators and PDEs »
: University of Sussex, Brighton (UK), « Multiscale Analysis and computations in Stochastic
Differential Equation Modelling »
: Journées MAS et SMAI (Lille), « EDP stochastiques »
: CIRM (Marseille), « Journées de Probabilités »
: CIRM (Marseille), « Homogenization in random media »
Invited seminars :
2014 : University Paris-est, SCAM Créteil, University Paris 6
2013 : University of Warwick (UK), University of Geneva (Switzerland), Max Planck Institute
(Leipzig, Germany), University of Toulouse, University of Le Mans , Institut de Physique
Théorique (CEA, Saclay), University Paris-Orsay
2012 : Ecole Normale Supérieure Lyon, Ecole Normale Supérieure Paris, University Paris 13,
Massachussets Institute of Technology (MIT, Boston, USA), University of Nice SophiaAntipolis
2010 : University of Nantes
2009 : University Nice Sophia-Antipolis, University of Provence, University Gaston Berger
(Senegal), University of Poitiers, École normale supérieure Lyon
2008 : University of Nanterre
2007 : University of Évry, University of Paris 13, University of Rennes I, University of Toulouse,
University of Cergy-Pontoise
2006 : Technische Universität (Berlin, Germ.)
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Invitations for short stays
-May 2015 : University of Cambridge, UK
-May 2014 : University of Helsinki, Finland
-March 2014 : University of Cambridge, UK
-December 2013 : Weizman Institute , Tel-Aviv, Israel
-October 2012 : Massachussets Institute of Technology (MIT), Boston, USA
-April 2012 : Massachussets Institute of Technology (MIT), Boston, USA
-September 2011 : Chebyshev Laboratory, Saint Petersbourg, Russia
-April 2009 : Université Gaston Berger, Saint-Louis, Senegal
-March 2009 : Courant Institute, New York, USA
PhD students
-2013 sep./today : Co-advisor with Vincent Vargas of Yichao Huang’s PhD.
-2010 sep./2013 sep. : Co-advisor with Vincent Vargas of Romain Allez’ PhD. Defended in 2012.
Scientific duties
-2014 july. : in charge of an invited session at the SPA conference, Buenos Aires, Argentina.
-2014 may. : referee of Mikka Nikula’s thesis, univ. of Helsinki (Finland), advisor : E. Saksman.
-2012/2014 : Member of the jury for the french examination "Agrégation de maths".
-2011/2014 : Member of the ANR project entitled CHAMU.
-2010 sep. : referee of Christian Webb’s thesis, univ. of Helsinki (Finland), advisor : A. Kupiainen.
-2010/2013 : Co-organizer of the analysis-probability seminar at the CEREMADE.
-2010 sep. : referee of Charles Manson’s thesis, univ. of Warwick (UK) and Courant Institute
(New York, USA), advisor : M. Hairer.
-2006 : co-organizer with F. Delarue and E. Pardoux of the conference « Numerical methods for
FBSDE »
-2006 : co-organizer with E.Pardoux, S.Olla, T.Souganidis of the conference « Homogenization
in random media »
-2006/today : Referee for the journals : African Diaspora Journal of Mathematics, Annals of
Probability, Annals of Applied Probability, Annales de l’Institut Henri Poincaré,
Communications in Mathematical Physics, Electronic Communications
in Probability, Electronic Journal of Differential Equations, Journal of Applied
Mathematics, Journal of Functional Analysis, Markov processes and related fields,
Probability Theory and Related Fields, Stochastic Analysis and Applications,
Stochastic Processes and their Applications.
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