Cornell Probability Seminar

Schedule of Talks, Fall 2011 and Spring 2012

Unless otherwise noted, all talks are Mondays at 4:00 PM in 406 Malott.
Date Speaker Title Abstract
Aug. 29 Susan Hunter (Cornell) Large-deviation sampling laws for constrained simulation optimization on finite sets Abstract (PDF)
Sep. 5 No talk (Labor Day)    
Sep. 12 Takashi Kumagai (RIMS, Kyoto)
Joint with 4th Cornell Conference on Analysis, Probability, and Mathematical Physics on Fractals 		Convergence of mixing times for sequences of random walks on finite graphs Abstract (text)
Elmar Teufl (Tuebingen)
Joint with 4th Cornell Conference on Analysis, Probability, and Mathematical Physics on Fractals 		Uniform spanning trees and loop-erased random walks on Sierpinski graphs Abstract (PDF)
Sep. 19 Janna Lierl (Cornell) Estimates for the heat kernel with Dirichlet boundary condition Abstract (PDF)
Sep. 26 Alexander Bendikov (Wroclaw)
Special time: 2:30 PM in 406 Malott
Joint with Analysis Seminar 		Markov semigroups on some ultra-metric spaces TBA
Oct. 3 Yi Shen (Cornell) On the location of the path supremum of stationary processes Abstract (PDF)
Oct. 10 No talk (fall break)    
Oct. 17 Rolf Waeber (Cornell) A bisection approach to stochastic root-finding Abstract (PDF)
Oct. 24 Zhen-Qing Chen (Washington) Brownian motion with darning and its application to conformal mappings Abstract (PDF)
Oct. 31 Anita Behme (TU Braunschweig / Michigan State) Exponential functionals of Lévy processes Abstract (PDF)
Nov. 1 Qi-Man Shao (Hong Kong University of Science and Technology)
Special day and time: Tuesday 4:30 PM in 406 Malott 		Normal and non-normal approximation by Stein's method TBA
Nov. 7 Partha Dey (Courant) Multiple phase transitions for long-range first-passage percolation on lattices Abstract (PDF)
Nov. 14 Patrick Driscoll (Virginia) Smooth densities for processes driven by fractional Brownian motion Abstract (PDF)
Nov. 21 Wenbo Li (Delaware) Probabilities of all real zeros for random polynomials Abstract (PDF)
Nov. 28 Marten Wegkamp (Cornell) Joint variable and rank selection for parsimonious estimation of high dimensional matrices Abstract (PDF)
Dec. 5 Hamed Amini (École Polytechnique Fédérale de Lausanne) Epidemics and percolation in weighted random graphs Abstract (PDF)
Jan. 23 Daniel Fresen (University of Missouri) Variation of random polytopes in the space of convex bodies Abstract (PDF)
Jan 26 Yan Dolinski (ETH Zentrum)
Special time and place in Rhodes Hall Room 655 at 4:15 pm
Refreshments at 3:45pm in 258 Rhodes. 		Numerical Schemes for Stochastic Volatility Models Abstract (PDF)
Feb. 6 Nate Eldredge (Cornell) Widder's theorem for Dirichlet spaces Abstract (PDF)
Feb. 14 Pierre Patie
Special time and place in Rhodes Hall 253 at 4:15pm with refreshments at 3:45 		Asian options and Wiener-Hopf type factorizations Abstract (PDF)
Feb. 20 Tianyi Zheng (Cornell) Return Probability for Random Walk on Wreath Product and Related Groups Abstract (PDF)
Mar. 5 Jihyeok Choi (Syracuse) Large deviations for preferential attachment processes Abstract (PDF)
Mar. 12 Avner Peleg (Buffalo) Interplay between pit-pattern randomness and pulse collisions in broadband fiber optics transmission lines. Abstract (PDF)
Mar. 26 Michael Hinz (FSU Jena / UConn) Vector Analysis on fractals and applications Abstract (PDF)
Apr. 9 Martin Hildebrand (Albany) On a lower bound for the Chung-Diaconis-Graham Random Process Abstract (PDF)
Apr. 16 Yimin Xiao (Michigan State U) Some Results on the Excursion Probabilities of Gaussian Random Fields Abstract (PDF)
Apr. 23 Tom LaGatta (NYU) Geodesics in Symmetric Random Geometries Abstract (PDF)
Apr. 30 Clinton Conley (Cornell) Translation-invariant random colorings of Cayley graphs Abstract (PDF)
May 7 Richard Ellis (UMass Amherst) From Large Deviations to Statistical Mechanics: What Is the Most Likely Way for an Unlikely Event to Happen? Abstract (PDF)