Past Probability Seminars Spring 2020
Spring 2012
Thursdays in 901 Van Vleck Hall at 2:25 PM, unless otherwise noted. If you would like to receive announcements about upcoming seminars, please visit this page to sign up for the email list.
Thursday, January 26, Timo Seppäläinen, University of Wisconsin - Madison
Title: The exactly solvable log-gamma polymer
Abstract: Among 1+1 dimensional directed lattice polymers, log-gamma distributed weights are a special case that is amenable to various useful exact calculations (an exactly solvable case). This talk discusses various aspects of the log-gamma model, in particular an approach to analyzing the model through a geometric or "tropical" version of the Robinson-Schensted-Knuth correspondence.
Thursday, February 9, Scott Armstrong, University of Wisconsin - Madison
Thursday, February 23, Tom Kurtz, University of Wisconsin - Madison
Title: Particle representations for SPDEs and strict positivity of solutions
Abstract: Stochastic partial differential equations arise naturally as limits of finite systems of interacting particles. For a variety of purposes, it is useful to keep the particles in the limit obtaining an infinite exchangeable system of stochastic differential equations. The corresponding de Finetti measure then gives the solution of the SPDE. These representations frequently simplify existence, uniqueness and convergence results. The support properties of the measure-valued solution can be studied using Girsanov change of measure techniques. The ideas will be illustrated by a model of asset prices set by an infinite system of competing traders. These latter results are joint work with Dan Crisan and Yoonjung Lee.