Probability Seminar (MATH 771-772)

Probability Seminar (MATH 771-772)

List of Talks given in 2006-07

Monday, September 4   Igor Pak, MIT
Generating random group elements
Monday, September 11   Elchanan Mossel, University of California at Berkeley
Computational hardness via Gaussian isoperimetric inequalities
Monday, September 18   Soumik Pal, Cornell University
A Monte-Carlo approach for computing strategies with convex constraints
Monday, September 25   Vicky Fasen, Technische Universität München
Asymptotic results for sample autocovariance functions and extremes of generalized Ornstein-Uhlenbeck processes
Monday, October 2   Jonathan Mattingly, Duke University
Degenerately forced stochastic PDEs: ergodicity and the spread of randomness
Monday, October 16   Marek Biskup, UCLA
Harmonic embedding and random walk on infinite percolation cluster
Monday, October 23   Rene Carmona, Princeton University
HJM: A unified approach to dynamic models for fixed income, credit, and equity markets
Monday, October 30   Elizabeth Meckes, American Institute of Mathematics and Cornell University
An infinitesimal version of Stein's method of exchangeable pairs
Monday, November 6   Sebastien Roch, University of California at Berkeley
Broadcasting on trees: On the tightness of a bound of Kesten and Stigum
Monday, November 13   Parthanil Roy, Cornell University
Ergodic theory, abelian groups and extremes of stable random fields
Monday, November 20   Jason Schweinsberg, University of California, San Diego
Mutation patterns in populations with large family sizes
Monday, November 27   Philip Protter, Cornell University
Completeness and incompleteness of markets through the lens of option prices
Monday, January 29   Laurent Saloff-Coste, Cornell University
The cut-off phenomenon for birth and death chains
Monday, February 12   Anja Sturm, University of Delaware
Voter models with heterozygosity selection
Monday, February 19   Mark Meckes, Case Western Reserve and Cornell University
Random matrices and geometric functional analysis
Monday, February 26   Gennady Samorodnitsky, Cornell University
Tails of infinite sums
Monday, March 5   Sebastien Blachere, Eurandom
Asymptotic properties of the Green distance on discrete groups
Monday, March 12   Lea Popovic, Cornell University
Some degenerate diffusions arising from the study of gene duplication
Monday, March 26   Sourav Chatterjee, University of California at Berkeley
Spin glasses and Stein’s method
Monday, April 2   Guan-Yu Chen, National Tsing Hua University
The L^2-cutoff for finite Markov chains
Monday, April 9   Antal Jarai, Carleton University
Random walk on the incipient infinite cluster for oriented percolation in high dimensions
Monday, April 23   Krzysztof Burdzy, University of Washington
A particle representation for the heat equation solution
Monday, April 30   Nevena Maric, Syracuse University
Quasi-stationary distributions and Fleming-Viot processes in countable spaces