{"id":479,"date":"2023-06-22T09:45:33","date_gmt":"2023-06-22T16:45:33","guid":{"rendered":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/?page_id=479"},"modified":"2023-06-25T18:25:37","modified_gmt":"2023-06-26T01:25:37","slug":"math-705-fall-2014","status":"publish","type":"page","link":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/math-705-fall-2014\/","title":{"rendered":"Math 705, Seminar in Probability, Fall 2014"},"content":{"rendered":"\n\n \n \n\n\n\n\n\n\n\n
\n\n \n \n
\n\n \n

 Class meets every Friday 1-3PM in KAP 427<\/p>\n

Organizer: <\/strong>Sergey Lototsky. 
Office:<\/strong> KAP 248D. <\/strong>
Phone:<\/strong> (213) 740-2389. <\/strong><\/p>\n

Office Hours: <\/strong>MW 10:30am-12pm. 
Walk-ins and appointments at other time are welcome.<\/p>\n

\n

The objective this semester: <\/strong>To discuss current research projects and future plans of participating students.<\/p>\n

Participating students:<\/strong> Chinmoy Bhattacharjee, Chandrasekhar Karnam, Haining Ren, Kira Sushkoff-Nguyen, Xiaojing Xing, Weisheng Xie, Fan Yang.<\/p>\n

What we did<\/strong><\/p>\n

August 29 <\/strong>Introduction and plans for the semester<\/p>\n

September 5 <\/strong>Presentation by Fan on basics of dynamical systems (ergodic theorems, entropy, SRB measure, Arnol’d’s cat map, Smale’s horse shoe).<\/p>\n

September 12 <\/strong>The second part of Fan’s presentation: asymptotic of return time to cylinder sets, Bowen balls, and metric balls.<\/p>\n

September 19 <\/strong>Xiaojing’s presentation on optimal dividend payment for an insurance company when the claim arrival times are not exponentially distributed.<\/p>\n

September 26 <\/strong>Haining’s presentation on the connections between the cycle structure of a random permutation and factorization of polynomials over finite fields.<\/p>\n

October 3 <\/strong>Weisheng’s presentation on fractional Brownian motion.<\/p>\n

October 10 <\/strong>Kira’s presentation on Stein’s method and concentration inequalities.<\/p>\n

October 17 <\/strong>Weisheng’s presentation on Malliavin calculus for Gaussian processes.<\/p>\n

October 24 <\/strong>Weisheng’s presentation on stochastic differential equations driven by fractional Brownian motion.<\/p>\n

October 31 <\/strong>Chinmoy’s presentation on Stein’s method and exchangeable pairs for general distributions, and an open problem on the number of increasing subsequences of a given length in a random permutation.<\/p>\n

November 7 <\/strong>Haining’s presentation on a limit theorem for the cycle structure of a unimodal permutation.<\/p>\n

November 14 <\/strong>Chandrasekhar’s presentation on time-inconsistent problems in stochastic control.<\/p>\n

November 21 <\/strong>Fan’s presentation on the properties of the Arnold cat map and the related results and open problems in dynamical systems.<\/p>\n

November 28 <\/strong>Thanksgiving break – no meeting.<\/p>\n

December 5 <\/strong>Department’s end-of-semester party, followed by the talk of our recent graduate Stephen DeSalvo at the probability seminar; the talk is about limit shapes of restricted integer partitions under non-multiplicative conditions.<\/p>\n\n\n\n<\/div>\n\n\n <\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":282,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-479","page","type-page","status-publish","hentry"],"acf":[],"yoast_head":"\nMath 705, Seminar in Probability, Fall 2014 - Sergey Lototsky<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/dornsife.usc.edu\/sergey-lototsky\/math-705-fall-2014\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Math 705, Seminar in Probability, Fall 2014 - 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