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