USC Probability and Statistics Seminars - 2013/2014

Fridays, 3:30PM in KAP 414

Organizer: Quentin Berger ;

For seminars/colloquia on other topics, see the Department of Mathematics webpage

  • June 13th: Michael Cranston, UC Irvine
  • September 13: Toby Johnson, University of Wahington
     Stein's method and random regular graphs
  • September 20: Tuan Nguyen, USC
    Random covering in high dimension by a union of scaled convex sets
  • September 27: Elton Hsu, Northwestern / Joint with Math Finance Colloquium
    Near-Expiry Asymptotics of the Implied Volatility in Local and Stochastic Volatility Models
  • October 4: Steve Kou, Columbia and NUS / Joint with Math Finance Colloquium
    First Passage times of two-dimensional brownian motion
  • October 11: Manuel Lladser, University of Colorado
    Prediction of the discovery probability of an urn sample
  • October 18: Leonid Petrov, Northeastern University
    Markov dynamics on interlacing arrays
  • October 25: Joel Tropp, California Institute of Technology
    User-friendly tail bounds for sums of random matrices
  • November 1st: Richard Arratia, USC
    Bounded size bias coupling: a Gamma function bound, and universal Dickman-function behavior  (joint work with Peter Baxendale)
  • November 8: James Zhao, USC
    Sampling Graphs with Given Degrees
  • November 15: Tom Alberts, California Institute of Technology
    The Gaussian Free Field, Conformal Field Theory, and Schramm-Loewner Evolution
  • Saturday, December 7: Southern California Probability Symposium
    Held at USC, organized by UC Santa Barbara
  • December 13: Anirban Basak, Stanford University
    Ferromagnetic Ising measures on large locally tree-like graphs.
  • December 18: Zhejie Ren, École Polytechnique (WEDNESDAY, 12/18/13, KAP 245, 2:15 - 3:15 PM, joint with Math Finance)

    Viscosity solution to elliptic path dependent PDEs

  • Colloquium, December 18: Nizar Touzi, École Polytechnique (WEDNESDAY, 12/18/13, KAP 414, 3:30-4:30 PM)

    Martingale optimal transport and martingale inequalities

  • January 24: Special Colloquium, Xiangxiong Zhang, MIT (3.30pm, KAP 414)
    Positivity-preserving high order accurate schemes for hyperbolic conservation laws
  • January 31: Kiros Berhane, USC (Division of Biostatistics)
    Bayesian mixed hidden Markov models for categorical outcomes with differential misclassification (joint work with Yue Zhang)
  • February 14th: Hubert Lacoin, Université Paris Dauphine
    A Mathematical Perspective on Metastable Wetting
    (joint work with Augusto Teixeira)
  • February 21st: Jinchi Lv, USC (Marshall School of Business)
    Impacts of High Dimensionality in Finite Samples
  • March 7th: Stephen De Salvo, UCLA
    Completely effective error bounds for Stirling numbers and a Poisson limit theorem for set partitions.
  • CANCELLED / March 14th: Carl Mueller, University of Rochester
     Do Stochastic PDS Hit Points in the Critical Dimension? 
  • March 28th: Gökhan Yildirim, USC
    Directed polymers in a random environment with a defect line 
  • April 11th: Eviatar Procaccia, UCLA
    Stationary aggregation processes
  • April 18th: David Renfrew, UCLA
    Product of random matrices
  • April 25th: Peter Baxendale, USC
    Small time asymptotics for an additive functional of a fast diffusion process: moderate, large and superlarge deviations.
  • May 2nd: Samy Tindel, University of Lorraine / Joint Math Finance seminar
    Viscosity solutions to fully nonlinear stochastic PDEs and rough paths