BEGIN:VCALENDAR
PRODID:-//PSU Mathematics Department//Seminar iCalendar Generator//EN
VERSION:2.0
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Probability and Financial Mathematics Seminar
X-WR-TIMEZONE:America/New_York
BEGIN:VTIMEZONE
TZID:America/New_York
X-LIC-LOCATION:America/New_York
BEGIN:DAYLIGHT
TZOFFSETFROM:-0500
TZOFFSETTO:-0400
TZNAME:EDT
DTSTART:19700308T020000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=2SU
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:-0400
TZOFFSETTO:-0500
TZNAME:EST
DTSTART:19701101T020000
RRULE:FREQ=YEARLY;BYMONTH=11;BYDAY=1SU
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BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140103T153500
DTEND;TZID=America/New_York:20140103T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=19913
SUMMARY:Probability and Financial Mathematics Seminar - TBA
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
TBA
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140110T153500
DTEND;TZID=America/New_York:20140110T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20014
SUMMARY:Probability and Financial Mathematics Seminar - TBA
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
TBA\nAbstract Link: http://
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140117T153500
DTEND;TZID=America/New_York:20140117T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20015
SUMMARY:Probability and Financial Mathematics Seminar - TBA
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
TBA\nAbstract Link: http://
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140124T153500
DTEND;TZID=America/New_York:20140124T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20016
SUMMARY:Probability and Financial Mathematics Seminar - Substitution Markov
Chains
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Substitution Markov Chains\nSpeaker: Manfred Denker\, PSU\nAbstract: The t
alk will recall the definition of such Markov chains due to D. Koslicki. T
hen we will briefly discuss the construction of Martin boundaries for tran
sient Markov chains and determine this boundary for a special SMS which is
shown to be homeomorphic to the product space of the unit interval with t
he Cantor space.\nThe result is taken from a recent joint work with D. Kos
licki.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140131T153500
DTEND;TZID=America/New_York:20140131T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20017
SUMMARY:Probability and Financial Mathematics Seminar - Homogenization driv
en by a fractional Brownian motion
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Homogenization driven by a fractional Brownian motion\nSpeaker: Alexei Nov
ikov\, PSU\nAbstract: We consider a passive scalar in a periodic shear flo
w perturbed by an additive fractional noise\nwith the Hurst exponent betwe
en zero and one. We establish a diffusive homogenization limit for the tra
cer when the Hurst exponent is between 0 and 1/2.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140207T153500
DTEND;TZID=America/New_York:20140207T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20018
SUMMARY:Probability and Financial Mathematics Seminar - Gaussian Limits for
A Fork-Join Network with Non-Exchangeable Synchronization in Heavy Traffi
c
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Gaussian Limits for A Fork-Join Network with Non-Exchangeable Synchronizat
ion in Heavy Traffic\nSpeaker: Hongyuan Lu\, PSU\, Industr. & Manufact. En
gineering\nAbstract: We study a fork-join network of stations with multipl
e servers and non-exchangeable synchronization in heavy traffic under the
FCFS discipline. Each arriving job forks into $K$ parallel tasks\, which a
re processed simultaneously in $K$ parallel service stations. After servic
e completion\, each task will wait in a buffer associated with its service
station for synchronization. Tasks are only synchronized if all the tasks
associated with the same job are completed. We develop a new approach to
show a functional central limit theorem for the number of tasks in each wa
iting buffer for synchronization\, jointly with the number of tasks in ea
ch parallel service station and the number of synchronized jobs\, under ge
neral assumptions on the arrival and service processes. Specifically\, we
represent the aforementioned processes as functionals of a sequential empi
rical process driven by the sequence of service vectors for each job's par
allel tasks. As a consequence\, all the limiting processes are functional
s of two independent processes - the limiting arrival process and a gener
alized Kiefer process driven by the service vector of each job. We charact
erize the transient and stationary distributions of those limit processes.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140214T153500
DTEND;TZID=America/New_York:20140214T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20019
SUMMARY:Probability and Financial Mathematics Seminar - See Math Colloquium
on Thursday
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
See Math Colloquium on Thursday
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140221T153500
DTEND;TZID=America/New_York:20140221T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20020
SUMMARY:Probability and Financial Mathematics Seminar - Anomalous Diffusion
in Cellular Flows
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Anomalous Diffusion in Cellular Flows\nSpeaker: Alexei Novikov\, Penn Stat
e\nAbstract: This is basically continuation of my talk 3 weeks ago. I cons
ider a passive scalar in a periodic cellular flow perturbed by an additive
Brownian Motion. It is well-known a long time/large distance homogenizati
on limit is diffusive: long-time mean-square displacement is proportional
to time. I show that mean-square displacement is proportional to square r
oot of time for intermediate times.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140228T153500
DTEND;TZID=America/New_York:20140228T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20021
SUMMARY:Probability and Financial Mathematics Seminar - On C^1 diffeomorphi
sms\, homoclinic classes and hyperbolic properties
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
On C^1 diffeomorphisms\, homoclinic classes and hyperbolic properties\nSpe
aker: Welington Cordeiro\, Fderal University of Rio de Janeiro\nAbstract:
The study of homoclinc classes for more general dynamics attracts\na lot o
f attention by many researches. Indeed\, it is an important problem to dec
ide if such classes are hyperbolic under certain dynamical assumptions. Ac
tually\, there are many satisfactory results about generic tame diffeomorp
hisms\, where all homoclinic classes are isolated. It is natural to study
the complementary\nclass\, the so called wild diffeomorphisms. In particul
ar\, to study non-isolated\nhomoclinic classes. We will discuss properties
as expansiveness\, shadowing\, specification and limit shadowing in homoc
linic classes of C^1 generic diffeomorphisms seeking conditions for these
classes to be isolated or hyperbolic.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140307T153500
DTEND;TZID=America/New_York:20140307T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20022
SUMMARY:Probability and Financial Mathematics Seminar - TBA
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
TBA
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140321T153500
DTEND;TZID=America/New_York:20140321T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20024
SUMMARY:Probability and Financial Mathematics Seminar - Distributions repre
sented by restricted Boltzmann machines
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Distributions represented by restricted Boltzmann machines\nSpeaker: Jason
Morton\, Penn State University\nAbstract: We derive relations between the
oretical properties of restricted\nBoltzmann machines (RBMs)\, popular neu
roscience and machine learning\nmodels which form the building blocks of d
eep learning models\, and\nseveral natural notions from discrete mathemati
cs and convex geometry.\nWe give implications and equivalences relating RB
M-representable\nprobability distributions\, perfectly reconstructibe inpu
ts\, Hamming\nmodes\, zonotopes and zonosets\, point configurations in hyp
erplane\narrangements\, linear threshold codes\, and multi-covering number
s of\nhypercubes. As a motivating application\, we prove results on the\nr
elative representational power of mixtures of product distributions\nand p
roducts of mixtures of pairs of product distributions (RBMs) that\nformall
y justify widely held intuitions about distributed\nrepresentations. In pa
rticular\, we show that an exponentially larger\nmixture of products\, req
uiring an exponentially larger number of\nparameters\, is required to repr
esent the probability distributions\nrepresented as products of mixtures.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140328T153500
DTEND;TZID=America/New_York:20140328T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20025
SUMMARY:Probability and Financial Mathematics Seminar - TBA
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
TBA
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140404T153500
DTEND;TZID=America/New_York:20140404T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20026
SUMMARY:Probability and Financial Mathematics Seminar - Perfection cocycles
through stochastic differential equations
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Perfection cocycles through stochastic differential equations\nSpeaker: Xi
aofei Zheng\, Penn State University\nAbstract: This talk is mainly about L
. Arnold and M. Scheutzow's work in 1995 on how to perfect crude cocycles.
It is a technique problem of great importance\, which was open for more
than ten years. Since its significance depends partly on the existence of
crude cocycles\, one example "the semimartingale cocycle generated by a s
tochastic differential equation driven by a semimartingale with stationary
increments: dX=F(X\,。dt)" is given in their work. To make the definitio
n of cocycle to be consistent with dynamic system\, they extended the tr
aditional SDE to two sided time T=R. From Kunita's work\, it turns out tha
t the regularity of this cocycle is the same as the generator F\, which is
the same as the ODE case.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140411T153500
DTEND;TZID=America/New_York:20140411T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20027
SUMMARY:Probability and Financial Mathematics Seminar - RESERVED
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
RESERVED
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140418T153500
DTEND;TZID=America/New_York:20140418T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20028
SUMMARY:Probability and Financial Mathematics Seminar - CANCELED (RESERVED)
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
CANCELED (RESERVED)\nSpeaker: Wen Cheng\, JP Morgan
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140425T153500
DTEND;TZID=America/New_York:20140425T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20029
SUMMARY:Probability and Financial Mathematics Seminar - The Smoluchowskii-K
ramers approximation and the large deviation principle for SPDEs
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
The Smoluchowskii-Kramers approximation and the large deviation principle
for SPDEs\nSpeaker: Sandra Cerrai\, University of Maryland\, College Park
and University of Florence\, Italy\nAbstract: We study the limiting behavi
or of the large deviation action functional and of the quasi-potential for
a stochastic semi-linear wave equation in presence of a small mass. We sh
ow that the small noise asymptotic (large deviation) is consistent with th
e small mass asymptotic (Smoluchowskii-Kramers approximation).
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140502T153500
DTEND;TZID=America/New_York:20140502T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20030
SUMMARY:Probability and Financial Mathematics Seminar - TBA
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
TBA\nSpeaker: Weining Kang\, University of Maryland/Baltimore
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20140509T153500
DTEND;TZID=America/New_York:20140509T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=20031
SUMMARY:Probability and Financial Mathematics Seminar - TBA
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
TBA
END:VEVENT
END:VCALENDAR