MATH 705, Seminar in Probability (39948R), Spring 2016.
Class meetings: W 9-11 am, in KAP 245.


Information on this and linked pages changes frequently.

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

Office Hours: MF 8:30-10:00am.
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: Hyun-Jung Kim, Shuang Li, Alperen Ozdemir, Jian Wang, Nathakhun Wiroonsri

Participating post-docs: James-Michael Leahy, Torstein Nilssen

What we did

Wednesday, January 13: Presentation by Torstein on the rough path transport equation with discontinuous drift.

Wednesday, January 20: Presentation by Hyun-Jung on the stochastic heat equation.

Wednesday, January 27: Presentation by Nathakhun on Stein's method.

Wednesday, February 3: Presentation by James on non-linear filtering in discrete time.

Wednesday, February 10: Presentation by James on foundations of non-linear filtering in continuous time.

Wednesday, February 17: Presentation by Alperen on the longest increasing subsequence in different settings.

Wednesday, February 24: Presentation by James on foundations of non-linear filtering in continuous time (part II).

Wednesday, March 2: Presentation by James on jump processes and random measures.

Wednesday, March 9: Presentation by James on stochastic parabolic equations driven by jump processes.

Wednesday, March 16: Spring Break.

Wednesday, March 23: Short presentations by all the participants about the possible next step after graduation.

Wednesday, March 30: Presentation by Jian on parameter estimation in second-order autoregressions with dependent noise.

Wednesday, April 6: Presentation by Shuang on Monte Carlo methods.

Wednesday, April 13: Presentation by Nathakhun on normal approximation via Stein's methods for statinary random fields.

Wednesday, April 20: Presentation by Alperen on the asymptotic distribution of the longest increasing subsequence in a random word.

Wednesday, April 27: A presentation about rough drivers, bounded (by Torstein) and unbounded (by James).