Probability Seminar

List of Talks given in 2008-09

Monday, September 1		Chris Hoffman, University of Washington at Seattle Topology of random clique complexes
Monday, September 8		Jin Feng, University of Kansas Stochastic scalar conservation law
Monday, September 15		Laurent Saloff-Coste, Cornell University Examples of merging of time inhomogeneous Markov chains
Monday, September 22		Philip Protter, Cornell University Filtration shrinkage and the strange world of local Martingales
Monday, September 29		Daniel Remenik, Cornell University Chaos in a spatial epidemic model
Monday, October 6		Anita Winter, Friedrich-Alexander-Universität Erlangen-Nürnberg Geometry of spaces of trees and the tree-valued diffusion arising from the Aldous move on cladograms
Monday, October 20		Dawn Woodard, Cornell University Bounds on the mixing time of a class of adaptive MCMC techniques
Monday, October 27		John Mayberry, University of Southern California Evolving predator-prey systems
Monday, November 3		Tom Alberts, University of Toronto Bridge decomposition of restriction measures
Tuesday, November 4		Peter Baxendale, University of Southern California Random sources and sinks for stochastic dynamical systems
Monday, November 10		Sharad Goel, Yahoo Research Pricing combinatorial prediction markets
Monday, November 17		Christian Bender, Technische Universität Carolo-Wilhelmina Zu Braunschweig Time discretization and Markovian iteration for coupled FBSDEs
Monday, November 24		Brian Rider, University of Colorado Beta ensembles, random Schroedinger, and diffusion
Tuesday, November 25		Dan Stroock, MIT Abstract Wiener space revisited
Monday, December 1		Anand Vidyashankar, Cornell University Large deviations and local limit theory for explosive processes
Monday, January 19		Jeff Collamore, University of Copenhagen Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
Monday, January 26		Peter Ralph, University of California at Berkeley Most recent common ancestors in continuous-state branching processes
Monday, February 2		Chris Orum, Oregon State University Stochastic analysis of some deterministic evolutionary equations
Monday, February 9		Michael Damron, New York University Two-dimensional invasion percolation
Monday, February 16		Jean Jacod, University of Paris 6 Testing for infinitely many jumps, for a discretely observed process
Monday, February 23		Nathan Ross, USC Stein’s method of exchangeable pairs for distributional approximation
Monday, March 2		Laurent Saloff-Coste, Cornell University Time inhomogeneous Markov chains with wave-like behavior
Monday, March 9		Alexandre Roch, Cornell University Liquidity risk, price impacts, and the replication problem
Monday, March 23		Yacine Ait-Sahalia, Princeton University Optimal portfolio choice and inference when asset returns are self-exciting
Monday, March 30		Sid Resnick, Cornell University Data networks sessions and conditional extreme value model
Monday, April 6		Tom Kurtz, University of Wisconsin Prophetic constructions of branching and related processes
Monday, April 13		Shirshendu Chatterjee, Cornell University Two particle systems on random graphs
Monday, April 27		Firas Rassoul-Agha, University of Utah Large deviations for random walk in random environment