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Course number: 15-MATH-925-001

Probability seminar spring 2012

Time and place: We 3-4, Seminar Room.
  1. April 4: Magda Peligrad, Functional CLT for linear processes with Markov reversible innovations.
  2. April 11: Martial Longla, On the functional CLT for reversible Markov Chains with nonlinear growth of the variance
  3. April 18: Robbie Buckingham, Random normal matrices
  4. April 25: Wlodek Bryc Sums of random projections
  5. May 2: Jeesen Chen Unified view of some classical inequalities
  6. May 9: Magda Peligrad: Central Limit Theorem started at a Point
  7. May 16:
  8. May 23: Arup Bose, Autocovariance matrix
  9. May 30:
Note: we can now use LaTeX in the titles, such as $\int x dx=\frac{x^2}{2}$
Course number: 15-MATH-925-001

Probability seminar winter 2012

Date and time and place: irregular

Please consider attending Stats seminar instead!!!

Fridays 10-11, REC 3210,
  1. Job talks
    1. We, Jan 18, 4-5 Room 3230 Rec Center: Codina Cotar (Fields Inst) Random gradient models
    2. Fri, Jan 20, 4-5 Room 3220 Rec Center: Jian Song (Rutgers University) Feynman-Kac formula
    3. We, Jan 25, 4-5 Room 3220: Vladislav Kargin (University of Cambridge) Eigenvalues of a sum of random matrices
      I will briefly introduce some of the main ideas of random matrix theory and focus on a particular example of a sum of random matrices. Let H=A+UBU*, where A and B are two N-by-N Hermitian matrices and U is a random, uniformly distributed N-by-N unitary matrix. When N is large, the point measure of eigenvalues of matrix H fluctuates near a so called free convolution of empirical eigenvalue measures of A and B. I will discuss this limiting measure, the fluctuations, and a result about convergence in a local regime.
    4. Mon, Jan 30 Room 800 Swift: Yizao Wang (U. Michigan) Topics on central limit theorems and random fields
      Central limit theorems (CLT) play an important role in probability theory. In particular, CLTs for sequences of dependent random variables have been seen in various areas of applications, and different dependence structures often require different tools. In this talk, we first briefly overview some scenarios of CLTs for dependent random variables, and especially the martingale approximation method for stationary random variables. Then, we discuss CLTs for random fields, where the m-approximation method turns out to be more convenient in several cases. We focus on two examples: (i) the invariance principle for fractional Brownian sheets and (ii) the asymptotic normality of kernel density estimators for linear random fields. Part of the talk is based on joint work with Michael Woodroofe.

Probability Seminar Autumn 2011

Time: Thursdays 2-3PM
Place: Seminar Room 807 Old Chem

Seminar program and probability-related activities nearby

  1. Sept 29: Jacek Wesolowski, Asymptotic normality through an identity for partions of integers
  2. Sept 30: Math Finance meeting in Oxford, OH.
  3. Oct 6: Martial Longla On geometric ergodicity, rho-mixing and phi-mixing for stationary Markov chains
    I will talk about a set of results on the convergence to zero of these three mixing coefficients for stationary Markov chains with examples from the Bayesian analysis set up of the Metropolis-Hastings algorithm.
  4. Oct 13-15: (no seminar) Midwest Colloquium
  5. Oct 20: Magda Peligrad Exact asymptotics for linear processes slides
  6. Oct 27: Wlodek Bryc Kernel families of probability measures slides 2011 and slides 2006
  7. Nov 3: no seminar?
  8. Colloquium, Nov 4, Friday, 4PM room 801: Speaker: Wojbor A. Woyczynski, Case Western Reserve University

    The Legend of Hugo Steinhaus

    as told by Wojbor A. Woyczynski

    Abstract: Hugo Steinhaus was a student of David Hilbert who, following World War I played a pivotal role in creation of functional analysis, and whose work led directly to Kolmogorov's "Grundbegriffe" and foundation of modern probability theory. He also established a major school of mathematics in the unlikely city of Lwow on the eastern periphery of Poland . But his influence extended quite a bit beyond pure mathematics, and I'd like to tell his story from my personal perspective.
  9. Nov 10: Robert Buckingham, The Transition from Outlying Eigenvalues to a New Spectral Band in the External Source Random Matrix Model.
  10. Nov 17: Jeesen Chen: The probability of picking commutative pair of elements from a finite, non-commutative group.
  11. Dec 1, room SWIFT 508: Arup Bose: Patterned random matrices (slides)

Summer 2011

The seminar does not have regular meetings in summer.

Summer visitors

  1. Florence Merlevede (Paris): July 11-21.

Course number: 15-MATH-924-001

Probability Seminar Spring 2011

Time: Tuesdays 3-4
Place: Seminar Room [Chem 807]
    Tentative schedule:
  1. April 5: no meeting
  2. April 12: Wlodek Bryc Meixner matrix ensembles, based on joint work with Gerard Letac [slides]
  3. April 19: Magda Peligrad, Central Limit Theorem for Non-stationary Markov Chains [slides]
  4. April 26: Robbie Buckingham, Giant component in random graphs
  5. May 3: Wlodek Bryc, Stitching Levy processes into harnesses, based on joint work in progress with Jacek Wesolowski.
  6. May 10: Magda Peligrad Exact moderate and large deviations for linear processes
  7. May 17: Martial Longla Copula and Temporal Dependence coefficients for Markov Chain
  8. May 19 (Th, 4PM): Karl Liechty (U. Michigan) The Six-Vertex Model and Random Matrix Theory
  9. May 24: Ando Rarivoarimanana, Asymptotic property of Unbalanced urn models
  10. May 29: (no seminar)

Past Seminars: | Current Year | 2000-10