Probability Seminar (MATH 771-772)
Probability Seminar (MATH 771-772)
List of Talks given in 2001-02
| Monday, September 10 | Jason Schweinsberg, Cornell University Applications of the continuous-time ballot theorem to Brownian excursions and fragmentation processes |
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| Monday, September 17 | Richard Durrett, Cornell University Rigorous results for the NK model |
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| Monday, September 24 | Jeremy Staum, Cornell University Importance sampling with non-equivalent measures |
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| Monday, October 1 | Jan Hannig, Colorado State University Integrated Brownian motions and exact L_2-small balls |
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| Monday, October 15 | Vadim Kaloshin, Massachusetts Institute of Technology Dynamics of the oil spill |
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| Monday, October 22 | David Revelle, Cornell University Heat kernel asymptotics on the lamplighter group |
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| Monday, November 5 | Alexander Bendikov, Cornell University The dichotomy problem for Gaussian measures on groups |
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| Monday, November 12 | Philip Protter, Cornell University Complete financial markets with hidden arbitrage |
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| Monday, November 19 | Vlada Limic, Cornell University A threshold routing queueing system in heavy traffic |
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| Monday, November 26 | Arnaud de la Pradelle, University of Paris VI (France) The Ito-Skorohod formula for fractional Brownian motion |
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| Monday, December 3 | Shane Henderson, Cornell University Nonexistence of a class of random variable generation schemes |
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| Monday, December 10 | Akira Saskai, University of British Columbia (Canada) Mean-field critical behavior for the contact process |
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| Monday, January 28 | Pierre Tarres, École Polytechnique Fédérale de Lausanne (Switzerland) Reinforced random walks |
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| Monday, February 4 | Richard Durrett, Cornell University Shuffling chromosomes |
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| Monday, February 11 | Philip Protter, Cornell University Pricing American options with the Longstaff Schwartz algorithm |
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| Monday, February 25 | Zhongmin Qian, Cornell University and CNRS (France) Stochastic calculus for some Gaussian processes |
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| Monday, March 4 | Gregory Lawler, Cornell University The scaling limit of loop-erased walk on the square lattice |
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| Monday, March 11 | Thomas Mikosch, University of Copenhagen (Denmark) Some estimation problems for GARCH models |
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| Monday, March 25 | Gena Samorodnitsky, Cornell University Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions |
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| Monday, April 1 | Esa Nummelin, University of Helsinki (Finland) Large deviations of price equilibria of random economic systems |
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| Monday, April 8 | Lee Gibson, Cornell University The method of enlargement of obstacles |
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| Monday, April 15 | Dan Stroock, Massachusetts Institute of Technology Differential geometry of the space of probability measures |
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| Monday, April 22 | David Revelle, Cornell University Rate of escape of random walks on groups |
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| Monday, April 29 | Sylvie Méléard, Université Paris X (France) Convergence from Boltzmann to Landau processes with soft potential and particle approximations |