FALL 2000

  • Thursday, September 28, 10.10 a.m., AP&M 6218
    M. Gordina (visiting UCSD)
    "Heat kernel analysis and diffusions on infinite-dimensional groups"

  • Thursday, October 12, 10.10 a.m., AP&M 6218
    V. Rotar (visiting UCSD)
    "On Edgeworth Expansions for Dependency-Neighborhoods-Chain Structures and Stein's Method"

  • Thursday, October 26, 10.10 a.m., AP&M 6218.
    Michael Sharpe, UCSD
    "Martingales on random sets and the strong martingale property"

  • Thursday, November 2, 10.10 a.m., AP&M 6218
    Pat Fitzsimmons, UCSD
    "Global absolute continuity of Markov processes and a theorem of Blackwell & Dubins"

  • Thursday, November 16, 10.10 a.m., AP&M 6218
    Amber Puha, California State University, San Marcos (visiting UCSD)
    "Rates of convergence in the Key Renewal Theorem"
    (This talk will discuss Theorem 3.1 from the paper: Heath, Resnick, and Samorodnitsky, Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models, Mathematics of Operations Research, Feb. 1998, 145-165.)

  • Thursday, November 30, 10.10 a.m., AP&M 6218
    Ron Getoor, UCSD
    "Mu-harmonic functions of a Markov process"
    WINTER 2001
    Please note that starting in Winter 2001, the probability seminar will meet at 10am on Thursdays in AP&M 6438.

  • Thursday, January 11, 2001, 10 a.m., AP&M 6438
    Steven Shreve, Carnegie Mellon University
    "A Unifying Model for Credit Derivatives" For an abstract of the talk, click here.

  • Thursday, January 18, 2001, 10 a.m., AP&M 6438
    Jason Schweinsberg, UC Berkeley
    "Applications of the continuous-time ballot theorem to Brownian excursions" (for an abstract, click here)

  • Thursday, February 8, 2001, 10 a.m., AP&M 6438
    Murray Rosenblatt, UCSD
    "Products of independent transition probability matrices"

  • Thursday, February 15, 2001, 10 a.m., AP&M 6438
    (Probability Colloquium)
    Darrell Duffie, Stanford University
    "The Risk and Valuation of Collateralized Debt Obligations" (for an abstract and copy of this paper, click here.)

  • Thursday, March 1, 2001, 10 a.m., AP&M 6438
    Martin Barlow (University of British Columbia)
    "Uniqueness in law for a SDE corresponding to a super-Markov Chain"
    (For an abstract of this talk, click here.)

    During the week of March 12-16, 2001, Richard Bradley (Indiana University) will be visiting the UCSD Mathematics Department. He will give the following series of three talks during that time. To see abstracts of these talks, click here.

  • Tuesday, March 13, 2001, 4 p.m., AP&M 6438
    (Mathematics Colloquium)
    Richard Bradley, Indiana University
    "Central limit theorems under the strong mixing condition"

  • Wednesday, March 14, 2001, 3.30-4.30 p.m., AP&M 6438
    (Special probability and statistics seminar)
    Richard Bradley, Indiana University
    "Central limit theorems under other mixing conditions, and a look at Ibragimov's conjecture"

  • Thursday, March 15, 2001, 10 a.m., AP&M 6438
    (Probability Seminar)
    Richard Bradley, Indiana University
    "Every lower psi-mixing Markov chain is interlaced rho-mixing; a possible but uncertain approach to Ibragimov's conjecture"

    SPRING 2001

  • Thursday, April 12, 10 a.m., AP&M 6438
    Elton Hsu (Northwestern University)
    "Recent progress on Brownian motion on Cartan-Hadamard manifolds."

  • Thursday, April 19, 10 a.m., AP&M 6438
    Weining Kang (UCSD graduate student)
    "Brownian analogues of Burke's theorem" (following a paper by O'Connell and Yor)

  • Thursday, April 26, 10 a.m., AP&M 6438
    Alexander Grigoryan (Imperial College, London)
    "Subduffusive random walks on infinite graphs"

  • Thursday, May 3, 10 a.m., AP&M 6438
    Priscilla Greenwood (Arizona State University)
    Exploring Processes with Spectral Density of "1/f type"

  • Thursday, May 10, 10 a.m., AP&M 6438
    Vlada Limic (Cornell University)
    "Once reinforced walk on a regular tree" (this is based on joint work with Rick Durrett and Harry Kesten). For an abstract, click here.

  • Wednesday, May 16, 1.25 p.m., AP&M 7218 (Please note special day, time and place)
    Russell Lyons (Indiana University and Georgia Tech, visiting UC Berkeley)
    "Random Spanning Trees, Random Walks, and Electric Networks" (click here for an abstract)

    Tom Mountford (UCLA)
    "Rate of growth of some solutions to SPDEs".