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:20150102T153500
DTEND;TZID=America/New_York:20150102T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24859
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:20150109T153500
DTEND;TZID=America/New_York:20150109T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24861
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:20150116T153500
DTEND;TZID=America/New_York:20150116T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24863
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:20150123T153500
DTEND;TZID=America/New_York:20150123T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24865
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:20150130T153500
DTEND;TZID=America/New_York:20150130T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24867
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:20150206T153500
DTEND;TZID=America/New_York:20150206T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24869
SUMMARY:Probability and Financial Mathematics Seminar - Auction Theory: Pro
blems of Asymmetry
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Auction Theory: Problems of Asymmetry\nSpeaker: Vijay Krishna\, PSU\, Econ
omics\nAbstract: The game theoretic analysis of auctions is well-developed
when all bidders are symmetric\, that is\, ex ante identical. After a br
ief survey of auction theory in the symmetric setting\, this lecture will
(i) report on some recent progress in the analysis of asymmetric auctions
\; and (ii) point to some open problems. The lecture is intended to be of
interest to a general audience.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20150213T153500
DTEND;TZID=America/New_York:20150213T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24871
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:20150220T153500
DTEND;TZID=America/New_York:20150220T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24873
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:20150227T153500
DTEND;TZID=America/New_York:20150227T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24875
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:20150306T153500
DTEND;TZID=America/New_York:20150306T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24877
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:20150313T153500
DTEND;TZID=America/New_York:20150313T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24879
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:20150320T153500
DTEND;TZID=America/New_York:20150320T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24881
SUMMARY:Probability and Financial Mathematics Seminar - Local limit theorem
s in dynamics
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Local limit theorems in dynamics\nSpeaker: Manfred Denker\, PSU\nAbstract:
I will review the results on local limit theorems for continuous maps sat
isfying some distortion property. Applications to skew product transforma
tions provide proves for conservativity. Some open problems will be mentio
ned as well.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20150327T153500
DTEND;TZID=America/New_York:20150327T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24883
SUMMARY:Probability and Financial Mathematics Seminar - G/G/N Queues with S
ervice Interruptions in the Halfin-Whitt Regime
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
G/G/N Queues with Service Interruptions in the Halfin-Whitt Regime\nSpeake
r: Guodong Pang\, PSU\, Dept. of Industrial and Manufacturing Engineering
\nAbstract: We consider G/G/N queues with renewal alternating service inte
rruptions. The arrival process is general and the service times forms a s
tationary and weakly dependent sequence satisfying some strong mixing cond
ition. The system experiences up and down alternating periods. Both the ar
rival and service processes operate normally in the up periods. In the dow
n periods\, arrivals continue entering the system\, but all servers break
down and the amount of service a customer has received will be conserved a
nd resumed when the next up period starts. We assume that the up times ar
e of the same order as the service times but the down times are asymptotic
ally negligible compared with the service times. In the QD and QED regimes
\, we prove FLLNs and FCLTs for the total count processes and the two-para
meter queueing processes tracking elapsed or residual times. The limit pro
cesses in the FCLTs are characterized via stochastic integral equations wi
th jumps\, and the convergence requires Skorohod M_1 topology in the space
s D([0\,T]\, R) and D([0\, T]\, D([0\, T]\, R)). (This is joint work wit
h Yuhang Zhou and Hongyuan Lu.)
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20150403T153500
DTEND;TZID=America/New_York:20150403T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24885
SUMMARY:Probability and Financial Mathematics Seminar - Ergodicity Results
for Stochastic Boussinesq Equations
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Ergodicity Results for Stochastic Boussinesq Equations\nSpeaker: Geordie R
ichards\, Department of Mathematics Rochester University\nAbstract: We wil
l review some recent results on invariant measures for stochastic Boussine
sq equations (model equations for Rayleigh-Benard convection perturbed by
an additive noise). First we will discuss ergodicity and mixing results i
n the two-dimensional periodic domain with a spatially degenerate stochast
ic forcing. These results generalize recent progress of Hairer and Mattin
gly for the stochastic Navier-Stokes equations. Then\, with a less degene
rate forcing but more physical boundary conditions\, we present a simplifi
ed proof of ergodicity\, and discuss some singular parameter limits. \n\nT
his is a joint work with Nathan Glatt-Holtz (Virginia Tech)\, Juraj Foldes
(Universite Libre de Bruxelles) and Enrique Thomann (Oregon State Univers
ity).
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20150410T153500
DTEND;TZID=America/New_York:20150410T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24887
SUMMARY:Probability and Financial Mathematics Seminar - Kolmogorov complexi
ty versions of the Slepian-Wolf Theorem (joint with logic seminar)
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Kolmogorov complexity versions of the Slepian-Wolf Theorem (joint with log
ic seminar)\nSpeaker: Marius Zimand\, Towson University\nAbstract: By the
Shannon noiseless coding theorem\, two correlated\nrandom variables (X\,Y)
can be optimally compressed to length H(X\,Y)\n(where H is Shannon entrop
y). The Slepian-Wolf theorem shows that the\nrate R=H(X\,Y) can be achieve
d even for separate encoding of X and Y. We\nwill discuss several Kolmogor
ov complexity versions of the Slepian-Wolf\ntheorem. As one particular app
lication of our results\, consider the\nfollowing situation: Alice has a s
tring x which she wants to communicate\nto Bob\, and Bob has a correlated
string y. We will show that\, under some\nreasonable assumptions\, Alice c
an compute in polynomial time and send to\nBob a string p of length approx
imately C(x | y) (where C is the\nKolmogorov complexity) such that Bob can
reconstruct x from p and y.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20150417T153500
DTEND;TZID=America/New_York:20150417T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24889
SUMMARY:Probability and Financial Mathematics Seminar - no seminar
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
no seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20150424T153500
DTEND;TZID=America/New_York:20150424T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24891
SUMMARY:Probability and Financial Mathematics Seminar - TBA
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
TBA\nSpeaker: Yuri Suhov\, PSU
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20150501T153500
DTEND;TZID=America/New_York:20150501T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24893
SUMMARY:Probability and Financial Mathematics Seminar - TBA
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
TBA\nSpeaker: Xuan Zhang\, PSU
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20150508T153500
DTEND;TZID=America/New_York:20150508T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=24895
SUMMARY:Probability and Financial Mathematics Seminar - TBA
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
TBA\nAbstract Link: http://
END:VEVENT
END:VCALENDAR