{"id":540,"date":"2023-06-22T10:07:18","date_gmt":"2023-06-22T17:07:18","guid":{"rendered":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/?page_id=540"},"modified":"2023-06-25T18:28:16","modified_gmt":"2023-06-26T01:28:16","slug":"math-705-spring-2016","status":"publish","type":"page","link":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/math-705-spring-2016\/","title":{"rendered":"Math 705, Seminar in Probability, Spring 2016"},"content":{"rendered":"\n\n \n \n\n\n\n\n\n\n\n
\n\n \n \n
\n\n \n

Class meets every Wednesday from 9 to 11 AM in KAP 245\u00a0<\/span><\/p>\n

Organizer:\u00a0<\/strong>Sergey Lototsky.<\/p>\n

Office:<\/strong>\u00a0KAP 248D.<\/p>\n

Phone:<\/strong>\u00a0(213) 740-2389.<\/p>\n

Office Hours:<\/strong> MF 8:30-10:00am.<\/p>\n

Walk-ins and appointments at other time are welcome.<\/p>\n

The objective this semester:\u00a0<\/strong>To discuss current research projects and future plans of participating students.<\/p>\n

Participating students:\u00a0<\/strong>Hyun-Jung Kim, Shuang Li, Alperen Ozdemir, Jian Wang, Nathakhun Wiroonsri<\/p>\n

Participating post-docs:\u00a0<\/strong>James-Michael Leahy, Torstein Nilssen<\/p>\n

\n

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

    \n
  • January 13:<\/strong> Presentation by Torstein on the rough path transport equation with discontinuous drift.<\/li>\n
  • January 20:<\/strong> Presentation by Hyun-Jung on the stochastic heat equation.<\/li>\n
  • January 27:<\/strong> Presentation by Nathakhun on Stein’s method.<\/li>\n
  • February 3:<\/strong> Presentation by James on non-linear filtering in discrete time.<\/li>\n
  • February 10:<\/strong> Presentation by James on foundations of non-linear filtering in continuous time.<\/li>\n
  • February 17:<\/strong> Presentation by Alperen on the longest increasing subsequence in different settings.<\/li>\n
  • February 24:<\/strong> Presentation by James on foundations of non-linear filtering in continuous time (part II).<\/li>\n
  • March 2:<\/strong> Presentation by James on jump processes and random measures.<\/li>\n
  • March 9:<\/strong> Presentation by James on stochastic parabolic equations driven by jump processes.<\/li>\n
  • March 16:<\/strong> Spring Break.<\/li>\n
  • March 23:<\/strong> Short presentations by all the participants about the possible next step after graduation.<\/li>\n
  • March 30:<\/strong> Presentation by Jian on parameter estimation in second-order autoregressions with dependent noise.<\/li>\n
  • April 6:<\/strong> Presentation by Shuang on Monte Carlo methods.<\/li>\n
  • April 13:<\/strong> Presentation by Nathakhun on normal approximation via Stein’s methods for statinary random fields.<\/li>\n
  • April 20:<\/strong> Presentation by Alperen on the asymptotic distribution of the longest increasing subsequence in a random word.<\/li>\n
  • April 27:<\/strong> A presentation about rough drivers, bounded (by Torstein) and unbounded (by James).<\/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-540","page","type-page","status-publish","hentry"],"acf":[],"yoast_head":"\nMath 705, Seminar in Probability, Spring 2016 - 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-spring-2016\/\" \/>\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, Spring 2016 - Sergey Lototsky\" \/>\n<meta property=\"og:url\" content=\"https:\/\/dornsife.usc.edu\/sergey-lototsky\/math-705-spring-2016\/\" \/>\n<meta property=\"og:site_name\" content=\"Sergey Lototsky\" \/>\n<meta property=\"article:modified_time\" content=\"2023-06-26T01:28:16+00:00\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/dornsife.usc.edu\/sergey-lototsky\/math-705-spring-2016\/\",\"url\":\"https:\/\/dornsife.usc.edu\/sergey-lototsky\/math-705-spring-2016\/\",\"name\":\"Math 705, Seminar in Probability, Spring 2016 - 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