USC Probability and Statistics Seminars  2013/2014
Fridays, 3:30PM in KAP 414
Organizer: Quentin Berger ; qberger@usc.edu
For seminars/colloquia on other topics, see the Department of Mathematics webpage

June 13th: Michael Cranston, UC Irvine

PAST SEMINARS:

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 NearExpiry 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 twodimensional 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 Userfriendly tail bounds for sums of random matrices

November 1st: Richard Arratia, USC Bounded size bias coupling: a Gamma function bound, and universal Dickmanfunction 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 SchrammLoewner Evolution

Saturday, December 7: Southern California Probability Symposium Held at USC, organized by UC Santa Barbarahttp://www.pstat.ucsb.edu/scps13.html

December 13: Anirban Basak, Stanford University Ferromagnetic Ising measures on large locally treelike 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, 3:304:30 PM)
Martingale optimal transport and martingale inequalities

January 24: Special Colloquium, Xiangxiong Zhang, MIT (3.30pm, KAP 414) Positivitypreserving 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