MATH 705, Seminar in Probability (39948R), Spring 2014.
Class meetings: F 11:00am-1:00pm, in KAP 150.


 

Information on this and linked pages changes frequently.

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

Office Hours: MW 8-8:30am and 10-10:30am.
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: Diogo Bessam, Umit Islak, Albert Natian, Haining Ren, Weisheng Xie.

What we did

January 17: organizational meeting, setting plans for the semester. A short discussion of fractional Brownian motion.

January 24: Haining gave a practice presentation for the oral exam.

January 31: A short presentation by Diogo about a rough path workshop at IPAM. Weisheng's presentation about SDEs with fBM.

February 7: A short problem-solving session, followed by Diogo's presentation on large deviations for Gaussian measures.

February 14: Continuation of Diogo's presentation on large deviations for Gaussian measures.

February 21: Weisheng's presentation about stochastic integration with respect to fractional Brownian motion.

February 28: More on stochastic integration with respect to fractional Brownian motion.

March 7: A problem-solving session, with inputs from Albert and Haining.

March 14: A presentation by Umit about the longest common sub-sequence.

Spring break.

March 28: A short problem-solving discussion, followed by continuation of Umit's presentation on longest common sub-sequence.

April 4: A presentation by Albert on his investigation of the longest common sub-sequence.

April 11: A problem-solving discussion, including the algorithmic aspects of searching for the longest common sub-sequence.

April 18: A general problem-solving discussion.

April 25: A general problem-solving discussion.

May 2: A general problem-solving discussion.