Schedule for Spring 2013

Feb. 8 3:30-4:30 Ewing 336
Feb. 15 3:30-4:30 Ewing 336
Qinghua Zhu RBC
Multi-currency cheapest to deliver option
Feb. 22* 3:30-4:30 Ewing 336
Feb. 1 3:30-4:30 Ewing 336
??? Carl J. Rees Distinguished Lecturer Series
March 8 3:30-4:30 Ewing 336
March 14-16
The Seminar on Stochastic Processes 2013, Duke University, March 14-16, 2013.
March 22 3:30-4:30 Ewing 336
April 5 3:30-4:30 Ewing 336
April 12 3:30-4:30 Ewing 336
April 19 3:30-4:30 Ewing 336
April 26 3:30-4:30 Ewing 336
reserved
May 3 3:30-4:30 Ewing 336
May 10 3:30-4:30 Ewing 336
May 17 3:30-4:30 Ewing 336
Dongsheng Wu
University of Alabama in Huntsville
??? 3:30-4:30 Ewing 336
M. Neklyudov University of Tubingen
The role of noise in finite ensembles of nanomagnetic particles
to be decided 3:30-4:30 Ewing 336
Kay Kirkpatrick University of Illinois at Urbana-Champaign
Bose-Einstein condensation, the NLS, and a central limit theorem
Informal Probability Meeting: 4:30-6:00, Wednesday at Ewing 336.

Schedule for Fall 2012

Sep. 7 5:00-6:00 Ewing 336
Jin Liu Tsinghua University
Stochastic representation for Levy's area associated with H-type groups
Sep. 11 4:00-5:00 Ewing 336 Discrete Mathematics Seminar
Arvind Ayyer University of California, Davis
Markov chains based on Jeu de Taquin
Sep. 28 3:30-4:30 Ewing 336
Elchanan Mossel University of California, Berkeley
Isoperimetry in Gaussian Space
Oct. 12 3:30-4:30 Ewing 336
Zugui Zhang Christiana Care Health System
Linear Model Selection for Replicated and Nearly Replicated Data Based on Conceptual Predictive Statistics
Oct. 19 3:30-4:30 Ewing 336
Wenbo Li University of Delaware
Gaussian densities: Independent dominations and longest increasing subsequences
Nov. 2 3:30-4:30 Ewing 336
Nayantara Bhatnagar University of Delaware
Reconstruction for Colorings on Trees
Nov. 8 3:30-4:30 103 Gore Carl J. Rees Distinguished Lecturer Series
Dana Randall Georgia Institute of Technology
Domino Tilings of the Chessboard
Nov. 9 3:30-4:30 103 Gore Carl J. Rees Distinguished Lecturer Series
Dana Randall Georgia Institute of Technology
Sampling, Random Structures and Phase Transitions
Nov. 13 4:00-5:00 Ewing 336 Discrete Mathematics Seminar
Nayantara Bhatnagar University of Delaware
Random Generation of Bipartite Graphs with Prescribed Degrees
Nov. 13 4:00-5:00 Ewing 336 Applied Math Seminar
Abhyudai Singh Dept. ECE, University of Delaware
Stochastic inference of regulatory networks inside living cells
Nov. 15-16
The Eleventh Northeast Probability Seminar (NEPS), C. P. Davis Auditorium in the Schapiro Center at Columbia University
Nov. 28 3:30-4:30 Ewing 336
Jian Song Rutgers University
Asymptotic behavior of the solution of heat equation driven by fractional white noise
Dec. 10 2:30-3:30 Ewing 336
Yen Do Yale University
The spectrum of random kernel matrices

Schedule for Spring 2012

Jan. 26 11:00-12:00 Ewing 336
Codina Cotar Fields Institute, Canada
Random gradient models
Jan. 30 11:00-12:00 Ewing 336
Mokshay Madiman Yale University
Some recent themes in the intertwining of information theory and probability
Feb. 1 11:00-12:00 Ewing 336
Ju-Yi Yen Vanderbilt University
Option prices in terms of probability functions
Feb. 3 11:00-12:00 Ewing 336
Michael Damron Princeton University
A simplified proof of the relation between scaling exponents in first-passage percolation
Feb. 6 1:30-2:30 Ewing 336
Kostas Spiliopoulos Brown University
Large Deviations, Metastability and Monte Carlo Methods for Multicale Problems with Applications
Feb. 24 4:00-5:00 Ewing 336
Abhyudai Singh EE/CIS, University of Delaware
Stochastic hybrid systems for studying biochemical processes
March 2 3:30-4:30
Andrew Majda New York University Carl J. Rees Distinguished Lecturer Series
Mathematical Strategies for Real Time Filtering of Turbulent Dynamical Systems
March 5 3:30-4:30 Ewing 336
Jonathan Kariv University of Pennsylvania
Broken Telephone, analysis of a reinforced process
March 19 1:30-2:30 Ewing 336
Renming Song University of Illinois at Urbana-Champaign
Potential theory of subordinate Brownian motions
March 23
Chetan Pahlajani University of Delaware
Signal detection in sensor networks with Poisson process observations.
April 6 3:30-4:30 Ewing 336
Michael Mascagni Florida State University
Novel Stochastic Methods in Biochemical Electrostatics
April 12 3:30-4:30 Ewing 336
Yannis G. Kevrekidis Princeton University
No Equations, No Variables: Coarse-grained modeling and computation for complex/multiscale systems.
May 4 3:30-4:30 Ewing 336
Jonathan Weare University of Chicago
A Better Diffusion Monte Carlo
May 30 3:30-4:30 Ewing 336
Dawei Lu Dalian Institute of Technology, China
The first exit time for a Brownian motion from the minimum and maximum random domains
June 1 3:30-4:30 Ewing 336
Thomas Kuehn Mathematisches Institut, Universitat Leipzig, Germany
Approximation of Gaussian Random Fields

Schedule for Fall 2011

Sep. 23 3:30-4:30 Ewing 336
Nii Attoh-Okine University of Delaware
Perspectives on the Empirical Mode Decomposition (EMD) and the Hilbert Huang Transform (HHT)
Sep. 29 3:30-4:30 Ewing 336
Petr Plechac University of Delaware
Accelerated kinetic Monte Carlo methods: hierarchical fractional-step parallel algorithms.
Oct. 7 3:30-4:30 Ewing 336
Jin Feng University of Kansas
Large time coherent structure for a 2-D vortex flow model
Oct. 14 3:30-4:30 Ewing 336
Benedict Leimkuhler University of Edinburgh
Controlling statistical properties in simulations of extended dynamical systems
Oct. 31 4:00-5:00 Ewing 336
Martin Loebl Charles University, Prague
Strength of graph polynomials: some remarks on complexity relations between graph theory and statistical physics
Nov. 11 3:30-4:30 Ewing 336
George Yin Wayne State University
Switching Diffusion Processes and Applications
Nov. 17-18
The Tenth Northeast Probability Seminar (NEPS), Courant Institute of Mathematical Sciences
Nov. 30 4:15-5:15 Ewing 336
Edward Waymire Oregon State University
Tree polymers under weak/strong disorder
Dec. 9 3:30-4:30 Ewing 336
Alejandro de Acosta Case Western Reserve University
Large deviations for additive functional of Markov chains
Dec. 20 3:30-4:30 Ewing 336
Jia-an Yan Academy of Science of China
New formulations of Markowitz's mean-variance portfolio selection

Schedule for Spring 2011

February 7 2:00-3:00 Ewing 336
Kevin Leder Harvard University
Modeling Diversity in Tumor Populations Through Branching Processes
February 10 2:00-3:00 Ewing 336
Nevena Maric University of Missouri - St. Louis
Contact process and related competition models
February 14 3:30-4:30 Ewing 336
Vladislav Kargin Stanford University
On eigenvalues of a sum of random matrices
February 17 3:30-4:30 Ewing 336
Nayantara Bhatnagar Hebrew University of Jerusalem
Reconstruction in Trees
February 18 3:30-4:30 Ewing 336
XiangDong Li Chinese Academy of Sciences
Perelman's entropy for the Fokker-Planck equation on complete Riemannian manifolds
March 3 12:30-1:30 Ewing 336
Elton Hsu Northwestern University
Brownian Motion on Manifolds, Heat Kernel, and the Cameron-Martin Theorem
March 11 3:30-4:30
Frederi Viens Purdue University
Malliavin calculus, density estimates, and Stein's lemma
March 18 3:30-4:30
Jun Peng University of Delaware
Exit Time Distributions for Diffusion Processes
March 24-26
The Seminar on Stochastic Processes 2011, University of California, Irvine, March 24-26, 2011.
April 1
Spring Break
April 8 3:30-4:30 Ewing 336
Shege Peng Shandong University, China
Backward Stochastic Differential Equations, Nonlinear Expectations and Their Applications
April 15
Columbia-Princeton Probability Day 2011, Friday, April 15th, 2011 at Princeton University.
April 22 3:30-4:30 Ewing 336
Richard Bradley Indiana University
A strictly stationary, ``causal,'' 5-tuplewise independent counterexample to the central limit theorem
April 28 3:30-4:30 KRB 206 Carl J. Rees Distinguished Lecturer Series
Abel Laureate Srinivasa Varadhan Courant Institute, NYU
Entropy and Large Deviations
April 29 Carl J. Rees Distinguished Lecturer Series
Abel Laureate Srinivasa Varadhan Courant Institute, NYU
Random Graphs
May 13 3:30-4:30 Ewing 336
Alexander Teplyaev University of Connecticut
Uniqueness of Brownian motion on Sierpinski carpets
May 15-20
Harmonic Analysis in Convex Geometry, Banff international research station, May 15-20, 2011.

Schedule for Fall 2010

September 10 2:30-3:30 Ewing 336
Iddo Ben Ari University of Connecticut
On a species survival model
September 17 2:30-3:30 Ewing 336
Weidong Liu University of Pennsylvania
A Constrained l_1 Minimization Approach to Sparse Precision Matrix Estimation
September 24 2:30-3:30 Ewing 336
Zhen-Qing Chen University of Washington, Seattle
Dirichlet Heat Kernel Estimates for Fractional Laplacians Perturbed by Gradient Operators
October 1 2:30-3:30 Ewing 336
Wenbo Li University of Delaware
Fourier analytic methods in probability and combinatorics
October 8 2:30-3:30 Ewing 336
Nate Eldredge Cornell University
Hypoelliptic diffusions and heat kernels on Lie groups
October 15
Thirty-Second Midwest Probability Colloquium
October 22 2:00-3:00 Ewing 336
Jintong Zheng and Qinghua Zhu University of Delaware
Summer Internships Experience: Stochastic Models
October 29 4:30-5:30 Ewing 336
Louis Yang Liu Marlboro College
Probability Estimate for Generalized Extremal Singular Values of Random Matrices
November 5 2:30-3:30 Ewing 336
Chetan Pahlajani University of Delaware
Averaging for some stochastic chemical kinetics models
November 12 2:30-3:30 Ewing 336
Chunwei Song University of Delaware and Beijing University
Perspectives in Combinatorial Statistics
November 19
The Ninth Northeast Probability Seminar (NEPS) , CUNY, New York City, Nov. 18-19, 2010.
November 24 2:30-3:30 Ewing 336
Zhao Dong Chinese Academy of Sciences
Martingale Solutions for Stochastic 3D Navier-Stokes Equation with Levy Noise
December 3 4:00-5:00 426 Smith Hall
Dr. Tim Oates University of Maryland Baltimore County
SIGTheory & Algorithms seminar. Stochastic Graph Grammars: Representations and Algorithms
December 10 2:30-3:30 Ewing 336
Elizabeth S. Meckes Case Western Reserve University
Approximation of projections of random vectors
December 17 2:30-3:30 Ewing 336
Yaozhong Hu University of Kansas
Parameter estimation for Ornstein-Uhlenbeck process driven by fractional Brownian motion
January 4 3:30-4:30 Ewing 336
Jessica Zuniga Stanford University
Spectral techniques for some time inhomogeneous and second-order Markov chains

Schedule for Spring 2010

February 26 2:30-3:30 336 Ewing
Pak-Wing Fok University of Delaware
Reconstructing the drift in a stochastic process from distributions of exit times
March 5 2:30-3:30 336 Ewing
Erhan Cinlar Princeton University
Refining the Poisson process
March 11-13
Seminar on Stochastic Processes 2010 University of Central Florida, Orlando
March 19 2:30-3:30 336 Ewing
Milan Lukic Mathematical Reviews
From daily work of an MR editor
March 26 2:30-3:30 336 Ewing
Thomas Kuhn Mathematisches Institut, Universitat Leipzig, Germany
Covering numbers in Gaussian reproducing kernel Hilbert spaces
March 29-April 2
Spring Break
April 16 2:30-3:30 336 Ewing
Ou Zhao University of South Carolina at Columbia
Estimating a monotone trend
April 23 2:30-3:30 336 Ewing
Dmitry Zaporozhets Steklov Mathematical Institute
On Roots of Random Polynomials
April 30 2:30-3:30 336 Ewing
Tony Cai The Wharton School, University of Pennsylvania
Fuzzy Hypotheses, Hermite Polynomials, and Optimal Estimation of a Nonsmooth Functional
May 6-9
Workshop on Stochastics and Dynamics: Asymptotic Problems University of Maryland, College Park
May 10 2:30-3:30 336 Ewing
Mingyu Xu Institute of Applied Mathematics, Chinese Academy of Sciences
Stochastic simulation: from Brownian motion to BSDE
May 14 2:30-3:30 336 Ewing
Christian Benes CUNY
A Rate of Convergence for SLE
May 17 2:30-3:30 336 Ewing
Zhidong Bai Northeast Normal University (China) and National University of Singapore
Spectral Analysis of Random Matrices

Schedule for Fall 2009

September 11 2:30-3:30 336 Ewing
Lidia Rejto University of Delaware
Title: Estimating Survival Chances based on data of the Hungarian Cancer Register
September 14 4:50-5:50 336 Ewing
Thomas M. Liggett University of California, Los Angeles
Title: Two Problems on Stirring Processes -- and their Solutions
September 25 2:30-3:30 336 Ewing
Wlodek Bryc University of Cincinnati
Title: Large deviations for a Markov chain
October 2 2:30-3:30 336 Ewing
Vladislav Vysotsky University of Delaware
Title: On integrated random walks that stay positive
October 9 2:30-3:30 336 Ewing
Wenbo V. Li University of Delaware
Title: Small Value Phenomenons in Probability and Statistics
October 16
Midwest Probability Colloquium
October 23
Eastern Section AMS Meeting, Penn State
November 12 3:30-4:30 336 Ewing
Dennis Cox Rice University
Title: Convergence of Gibbs Measures Associated with Simulated Annealing
November 13 2:30-3:30 336 Ewing
Lisa Marano West Chester University of Pennsylvania
Title: An insightful proof of Levy's modulus of continuity and the law of iterated logarithm
November 20
Northeast Probability Conference, New York
November 25 4:00-5:00
Ang Wei University of Rochester
Title: A Gaussian inequality and the multivariate Gaussian estimation
December 4 2:30-3:30 336 Ewing
Jinghai Feng Dalian Institute of Technology
Title: Malliavin calculus and regularity of the law of maximum of Gaussian processes
December 11 2:30-3:30 336 Ewing
Oana Mocioalca Kent State University
Title: Trading the line strategy under fractional noise
December 18 2:30-3:30 336 Ewing
Dongsheng Wu University of Alabama in Huntsville
Title: On Local Times of Anisotropic Gaussian Random Fields

Schedule for Spring 2009



February 20 5:00 336 Ewing
Nevena Maric University of Missouri
Title: Existence of quasi-stationary distributions.
February 27 5:00 336 Ewing
Manfred Denker Pennsylvania State University
Title: Some new local limit theorems.
March 5 3:30 117 Gore Carl J. Rees Distinguished Lecturer Series
Michael Steele Wharton School, University of Pennsylvania
Title: A streetwise gambler goes to Wall Street.
March 6 3:30 117 Gore Carl J. Rees Distinguished Lecturer Series
Michael Steele Wharton School, University of Pennsylvania
Title: Probability theory of minimal spanning trees.
March 20 5:00 336 Ewing
Fuchang Gao University of Idaho
Title: How many Laplace transforms of bounded measures are there?
April 10 5:00 336 Ewing
Vincent Lariccia University of Delaware
Title: Strong approximations to the smoothing spline with applications to confidence bands.
April 20 5:00 Smith 221
Horng-Tzer Yau Harvard University
Title: Eigenvalue statistics of random matrices.
April 24 5:00 336 Ewing
Joel Zinn Texas A&M University
Title: The Gaussian correlation conjecture.
May 1 5:00 336 Ewing
Andrew Pollington NSF, Program Director
Title: Diophantine approximation and Probability.
May 8 5:00 336 Ewing
Carole Bernard University of Waterloo
Title: Mr Madoff's amazing returns: an analysis of the split-strike conversion strategy.
May 15 5:00 336 Ewing
Zhujia Lu Academy of Mathematics and System Sciences, China
Title: Mathematical Translations.
May 22 5:00 336 Ewing
Tai Melcher University of Virginia
Title: Heat kernel analysis for semi-infinite Lie groups.


Schedule for Fall 2008

September 5 12:15 336 Ewing
David Stockman Department of Economics, University of Delaware
Title: SRB measures for inverse limit spaces.
September 12 12:15 336 Ewing
Anja Sturm University of Delaware
Title: Interface tightness for long-range voter models with exclusion dynamics.
September 22 12:15 336 Ewing
Anita Winter University or Erlangen
Title: Spatial coalescents arising in the study of diffusive clustering.
September 26 12:10 336 Ewing
Mikhail Lifshits Georgia Tech and St.Petersburg University
Title: Finite rank approximation of tensor-type and additive random fields.
October 3 12:10 336 Ewing
Vlad Vysotsky University of Delaware
Title: A limit theorem for the trajectory of a particle moving in random medium.
October 10 12:10 336 Ewing
Sivan Leviyang Georgetown University
Title: A coalescent analysis of the populations genetics statistic Fst.
October 17 12:10 336 Ewing
Ang Wei University of Delaware
Title: From random harmonic rational function to gravitational lensing effect.
October 31 12:10 336 Ewing
James Kuelbs University of Wisconsin-Madison
Title: Limit theorems for high dimensional data.
November 7 12:10 336 Ewing
Scott McKinley Duke University
Title: Diffusion in soft matter.
November 14 12:10 336 Ewing
Jan Swart UTIA Prague
Title: The contact process seen from a typical infected site.
November 19 3:30 336 Ewing
Shige Peng Shandong University
Title: Why Gaussian distributions are widely applied under distribution uncertainties.
December 3 3:30
Jun Peng Central South University, China
Title: Diffusions with holding and jumping boundary.
December 19 12:00 336 Ewing
Olympia Hadjiliadis Brooklyn College, CUNY
Title: One shot schemes for decentralized quickest change detection.

Schedule for Spring 2008

February 28 3:30 Ewing 336
Xiaoyuan Qian Dalian University of Technology
Title: Multivariate fractal interpolation functions and probability.
March 6 3:30 Ewing 336
Anja Sturm University of Delaware
Title: Coexistence and convergence for voter models with selection.
March 13 3:30 Ewing 336
Wenbo Li University of Delaware
Title: An overview on small ball probabilities.
March 20 2:20 Ewing 336
Bo'az Klartag Princeton University
Title: On Dvoretzky's theorem and small ball probabilities.
March 20 3:30 127 Memorial Hall - Colloquium talk
Patrick Harker University of Delaware
Title: A gradient based method for analyzing stochastic variational inequalities.
March 26 10:00 TBA
Xinyi Zhang University of Delaware
Title: Expected length of minimum spanning tree.
March 26 5:00 Ewing 336
Qi-Man Shao University of Oregon
Title: Stein's method of exchangeable pairs with application to the Curie-Weiss model.
April 3-5 Purnell Hall
Seminar on stochastic processes

April 8 3:30 Ewing 336
Anita Winter University of Erlangen
Title: Subtree prune and regraft.
April 17 3:30 Ewing 336
Wei-Shih Yang Temple University
Title: Limiting behavior of decoherent quantum walks.
April 24 3:30 Ewing 336
Robin Pemantle University of Pennsylvania
Title: An upper bound for Pomerance's random squares problem.
May 1 3:30 Ewing 336
Artem Zvavitch Kent State University
Title: Brunn-Minkowski type inequalities for Gaussian measure.
May 8 3:30 Ewing 336
Y.J. Leung University of Delaware
Title: An Overview on Perron-Frobenius Theorem for Stochastic Matrices.
May 15 3:30 Ewing 336
Kavita Ramanan Carnegie Mellon University
Title: Characterizations of reflected diffusions.

For more information contact:
Wenbo Li (wli_at_math.udel.edu)

Future seminars:

2010

Past seminars:

2007
2006
2005
2004
2003
2002
2001

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©2008, Department of Mathematical Sciences
Last Modified: May 13, 2009