MATH 705, Seminar in Probability (39806R), Fall 2015.
Class meetings: F 1-3 pm, in KAP 427.


Information on this and linked pages changes frequently.

Organizer: Sergey Lototsky.
Office: KAP 248D.
Phone: (213) 740-2389.

Office Hours: MWF 11:00am-12:00pm.
Walk-ins and appointments at other time are welcome.

The objective this semester: To discuss current research projects and future plans of participating students.

Participating students: Gene Kim, Hyun-Jung Kim, Narae Lee, Eunjung Noh, Zhanerke Temirgaliyeva, Kerem Ugurlu, Jian Wang.

What we did

Friday, August 28: organizational meeting; presentation by Hyun-Jung about the parabolic Anderson model in one space dimension.

Friday, September 4: Presentation by Gene about permutations that are involutions without fixed points.

Friday, September 11: Presentation by Kerem about using the coherent risk measures in the cost criteria of optimal control problems.

Friday, September 18: Presentation by Jian on parameter estimation in problems coming from second-order linear ODEs with constant coefficients and additive Gaussian white noise.

Friday, September 25: Presentation by Narae on optimal design in a neurosensoring experiment.

Friday, October 2: Presentation by Eunjung on modeling limit order books.

Friday, October 9: Presentation by Zhanerke on the general theory of large devitations.

Friday, October 16: Short resentations by all participants about their dream places to work after graduation.

Friday, October 23: Presentation by Jian on mathematical models behind corporate bond pricing.

Friday, October 30: Presentation by Zhanerke on Stein's method

Friday, November 6: Presentation by Hyun-Jung on the stochastic heat equation

Friday, November 13: Presentation by Kerem on the solution of the infinite time horizon optimal control problem for Markov sequences with a general l_1 cost function of the value-at-risk-type.

Friday, November 20: More on fixed point-free involutions by Gene

Friday, November 27: Thanksgiving break

Friday, December 4: Presentation by Jian on statistical inference from discrete-time observations of the harmonic oscillator driven by additive Gaussian white noise.