UCSD MATHEMATICS DEPARTMENT: PROBABILITY SEMINAR 2002-2003
The probability seminar meets at 10am on Thursdays in AP&M 6438. Please address all inquiries to Professor R. Williams at williams@math.ucsd.edu.
FALL 2002

  • Thursday, October 10, 10 a.m., AP&M 6438.
    Ben Morris (UC Berkeley)
    "Heat kernel bounds: a probabilistic approach."

  • Thursday, October 17, 10 a.m., AP&M 6438.
    Pat Fitzsimmons (UCSD)
    "Superposition Operators and a Co-area Formula for Dirichlet Spaces".

  • Thursday, October 24, 10 a.m., AP&M 6438.
    Natella O'Bryant (UCI)
    "A noisy problem with a degenerate Hamiltonian and multiple time scales." Click here for an abstract.

  • Thursday, October 31, 10 a.m., AP&M 6438.
    Weining Kang (UCSD graduate student)
    On "SDEs with oblique reflection in non-smooth domains", following Dupuis and Ishii.

  • Thursday, November 7, 10 a.m., AP&M 7421.
    PLEASE NOTE CHANGE OF ROOM FOR THIS DATE ONLY
    Probability Colloquium
    Rabi Bhattacharya (Indiana University)
    "Multiscale diffusions and their phase changes with time."

  • Thursday, November 14, 10 a.m., AP&M 6438.
    Murray Rosenblatt (UCSD)
    "Some extended results in spectral analysis"

  • Thursday, December 5, 10 a.m., AP&M 6438.
    Magdalena Musat (UCSD)
    "Non-commutative BMO and inequalities for non-commutative martingales." For an abstract, click here.

  • Sunday, December 8, 2002,
    Southern California Probability Symposium, at UCLA, IPAM institute (near Math Building).
    For further information, click here.

    WINTER 2003

  • Thursday, January 9, 2003, 10 a.m., AP&M 6438.
    Ron Getoor (UCSD).
    "Some Remarks On The Gauge Theorem".

  • Thursday, January 23, 2003, 4pm, AP&M 6438.
    Colloquium-note time is 4pm.
    Balint Virag (MIT and Institut Henri Poincare, Paris).
    "Random Tree Automorphisms". Click here for an abstract.

  • Thursday, February 6, 2003, 10.10 a.m., AP&M 6438.
    NOTE SLIGHTLY LATER START TIME THAN USUAL
    Jim Pitman (UC Berkeley).
    "The Brownian Forest".
    (Click here for an abstract.)

  • Thursday, February 13, 2003, 10 a.m., AP&M 6438.
    Amber Puha (California State University, San Marcos)
    "The fluid limit of an overloaded processor sharing queue."

  • Thursday, February 20, 2003, 10 a.m., AP&M 6438.
    V. Rotar (SDSU).
    "On local dependency on graphs, the CLT, and Stein's method."

  • Thursday, February 27, 2003, 10 a.m., AP&M 6438.
    Knut Solna (UCI).
    "Multiscale Stochastic Volatility Asymptotics". For an abstract, click here.

  • Thursday, March 6, 2003, 10 a.m., AP&M 6438.
    Michael Anshelevich (UC Riverside).
    Linearization coefficients for orthogonal polynomials using stochastic processes. For an abstract, click here.
    SPRING 2003

  • Thursday, April 3, 2003, 10 a.m., AP&M 7421. NOTE CHANGE OF ROOM FOR THIS DAY ONLY
    H. C. Gromoll (EURANDOM).
    A processor sharing queue with timing requirements. For an abstract, click here.

  • Thursday, April 17, 2003, 10 a.m., AP&M 6438.
    W. Zheng (UCI).
    "Statistical Inference of Diffusion Processes".

  • Thursday, May 1, 2003, 10 a.m., AP&M 6438.
    Anita Winter (visiting UCB).
    "Representation theorems for historical interacting Fisher-Wright diffusions". For an abstract, click here.

  • Thursday, May 8, 2003, 10 a.m., AP&M 6438.
    Michael Sharpe (UCSD).
    Infinite Divisibility and Mantissa Distributions.

  • Thursday, May 15, 2003, 10 a.m., AP&M 6438.
    Boris Rozovskii (USC).
    "Navier-Stokes Equations and Wiener Chaos".

  • Thursday, May 22, 2003, 10 a.m., AP&M 6438.
    Jaksa Cvitanic (USC).
    "Principal-Agent Problems in Continuous Time". For an abstract, click here.

  • PROBABILITY COLLOQUIUM
    Thursday, May 29, 2003, 10 a.m., AP&M 6438.
    H. Heyer (University of Tubingen).
    Levy's continuity theorem for general convolution structures. For an abstract, click here.

  • FRIDAY, June 6, 2003, 11 a.m., AP&M 6438.
    Ernst Presman, Central Economics and Mathematics Institute, Russian Academy of Sciences.
    "A simple proof of an (Gittens) index theorem for graphs." For an abstract, click here.