{"id":483,"date":"2023-06-22T09:46:33","date_gmt":"2023-06-22T16:46:33","guid":{"rendered":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/?page_id=483"},"modified":"2023-06-25T18:25:47","modified_gmt":"2023-06-26T01:25:47","slug":"math-705-fall-2015","status":"publish","type":"page","link":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/math-705-fall-2015\/","title":{"rendered":"Math 705, Seminar in Probability, Fall 2015"},"content":{"rendered":"\n\n \n \n\n\n\n\n\n\n\n
\n\n \n \n
\n\n \n

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

Organizer: <\/strong>Sergey Lototsky. <\/p>\n

Office:<\/strong> KAP 248D. <\/p>\n

Phone:<\/strong> (213) 740-2389. <\/p>\n

Office Hours:<\/strong> MWF 11:00am-12:00pm.<\/p>\n

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>Gene Kim, Hyun-Jung Kim, Narae Lee, Eunjung Noh, Zhanerke Temirgaliyeva, Kerem Ugurlu, Jian Wang.<\/p>\n

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

    \n
  • \n

    August 28:<\/strong> organizational meeting; presentation by Hyun-Jung about the parabolic Anderson model in one space dimension.<\/p>\n<\/li>\n

  • \n

    September 4:<\/strong> Presentation by Gene about permutations that are involutions without fixed points.<\/p>\n<\/li>\n

  • \n

    September 11:<\/strong> Presentation by Kerem about using the coherent risk measures in the cost criteria of optimal control problems.<\/p>\n<\/li>\n

  • \n

    September 18:<\/strong> Presentation by Jian on parameter estimation in problems coming from second-order linear ODEs with constant coefficients and additive Gaussian white noise.<\/p>\n<\/li>\n

  • \n

    September 25:<\/strong> Presentation by Narae on optimal design in a neurosensoring experiment.<\/p>\n<\/li>\n

  • \n

    October 2:<\/strong> Presentation by Eunjung on modeling limit order books.<\/p>\n<\/li>\n

  • \n

    October 9:<\/strong> Presentation by Zhanerke on the general theory of large devitations.<\/p>\n<\/li>\n

  • \n

    October 16:<\/strong> Short resentations by all participants about their dream places to work after graduation.<\/p>\n<\/li>\n

  • \n

    October 23:<\/strong> Presentation by Jian on mathematical models behind corporate bond pricing.<\/p>\n<\/li>\n

  • \n

    October 30:<\/strong> Presentation by Zhanerke on Stein’s method<\/p>\n<\/li>\n

  • \n

    November 6:<\/strong> Presentation by Hyun-Jung on the stochastic heat equation<\/p>\n<\/li>\n

  • \n

    November 13:<\/strong> Presentation by Kerem on the solution of the infinite time horizon optimal control problem for Markov sequences with a general l_1 cost function of the value-at-risk-type.<\/p>\n<\/li>\n

  • \n

    November 20:<\/strong> More on fixed point-free involutions by Gene<\/p>\n<\/li>\n

  • \n

    November 27:<\/strong> Thanksgiving break<\/p>\n<\/li>\n

  • \n

    December 4:<\/strong> Presentation by Jian on statistical inference from discrete-time observations of the harmonic oscillator driven by additive Gaussian white noise.<\/p>\n<\/li>\n<\/ul>\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-483","page","type-page","status-publish","hentry"],"acf":[],"yoast_head":"\nMath 705, Seminar in Probability, Fall 2015 - 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-2015\/\" \/>\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 2015 - 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