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:20160101T143000
DTEND;TZID=America/New_York:20160101T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29202
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:20160115T143000
DTEND;TZID=America/New_York:20160115T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29204
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:20160115T153500
DTEND;TZID=America/New_York:20160115T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=30767
SUMMARY:Probability and Financial Mathematics Seminar - Variable bandwidth
diffusion kernels and its applications
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Variable bandwidth diffusion kernels and its applications\nSpeaker: John H
arlim\, Penn State University\nAbstract: I will discuss an extension of th
e diffusion maps algorithm with a class of variable bandwidth kernels to e
stimate the generator of gradient drift diffusion from data sampled from n
on-compact manifolds without boundary. I will discuss an application of th
is method for quantifying uncertainties of dynamical systems. If time is p
ermitted\, I will also talk about the recent extension on estimating the g
enerator of diffusion processes on smooth manifolds embedded in Euclidean
space.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20160122T143000
DTEND;TZID=America/New_York:20160122T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29205
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:20160122T153500
DTEND;TZID=America/New_York:20160122T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31153
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:20160129T143000
DTEND;TZID=America/New_York:20160129T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31168
SUMMARY:Probability and Financial Mathematics Seminar - Rigidity phenomena
in random point sets
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Rigidity phenomena in random point sets\nSpeaker: Subhro Ghosh\, Princeton
\nAbstract: In several naturally occurring (infinite) random point process
es\, we\nestablish that the number of the points inside a bounded domain c
an be\ndetermined\, almost surely\, by the point configuration outside the
\ndomain. This includes key examples coming from random matrices and\nrand
om polynomials. We further explore other random processes where\nsuch ''ri
gidity'' extends to a number of moments of the mass\ndistribution. The tal
k will focus on particle systems with such\ncurious "rigidity" phenomena
\, and their implications. We will also\ntalk about applications to natur
al questions in stochastic geometry\nand harmonic analysis.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20160129T153500
DTEND;TZID=America/New_York:20160129T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31154
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:20160205T143000
DTEND;TZID=America/New_York:20160205T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29207
SUMMARY:Probability and Financial Mathematics Seminar - Useful information
and small probabilities
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Useful information and small probabilities\nSpeaker: Yuri Suhov\, Penn Sta
te University\nAbstract: One of most famous (and practically useful) resul
ts of Shannon's information theory is the Noiseless coding theorem providi
ng a basis for Data-compression. In short\, the theorem says that discardi
ng data with low information enables us to reduce the amount of the used m
emory by a factor involving the information/entropy rate of the source (bu
t not more). However\, in modern practices\, we are often inundated with i
nformation that is not particularly useful to us (if at all). Consequently
\, we may be interested in storing only those data which carry a certain w
eight/utility which is\, typically\, context-dependent. This leads to an i
dea of a {\\it selected} Data-compression and a problem of a further reduc
tion of the used memory. The concept of {\\it weighted} information/entrop
y emerges\, in conjunction with Large deviation probabilities\, which allo
ws us to assess the amount of memory needed to store data that are relevan
t (i.e.\, have a high utility rate).\n\nThis is a joint work with I. Stuhl
(University of Denver). I will not require preliminary knowledge of Proba
bility or Information theory and plan to introduce the related concepts an
d facts in the course of the presentation.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20160205T153500
DTEND;TZID=America/New_York:20160205T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31155
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:20160212T143000
DTEND;TZID=America/New_York:20160212T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29208
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:20160212T153500
DTEND;TZID=America/New_York:20160212T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31156
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:20160219T143000
DTEND;TZID=America/New_York:20160219T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29209
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:20160219T153500
DTEND;TZID=America/New_York:20160219T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31157
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:20160226T143000
DTEND;TZID=America/New_York:20160226T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29210
SUMMARY:Probability and Financial Mathematics Seminar - Special Analysis Se
minar: Resonances in scattering by two magnetic fields at large separation
and a complex scaling method
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Special Analysis Seminar: Resonances in scattering by two magnetic fields
at large separation and a complex scaling method\nSpeaker: Ivana Alexandro
va\, University at Albany\nAbstract: We study the quantum resonances in ma
gnetic scattering\nin two dimensions. The scattering system consists of tw
o\nobstacles by which the magnetic fields are completely shielded.\nThe tr
ajectories trapped between the two obstacles are shown\nto generate the re
sonances near the positive real axis\, when\nthe distance between the obst
acles goes to infinity. The\nlocation is described in terms of the backwar
d amplitudes for\nscattering by each obstacle. A difficulty arises from th
e fact\nthat even if the supports of the magnetic fields are largely\nsepa
rated from each other\, the corresponding vector potentials\nare not expec
ted to be well separated. To overcome this\, we\nmake use of a gauge trans
formation and develop a new type of\ncomplex scaling method. We can cover
the scattering by two\nsolenoids at large separation as a special case. Th
e obtained\nresult heavily depends on the magnetic fluxes of the solenoids
.\nThis indicates that the Aharonovâ€“Bohm effect influences the\nlocation
of resonances. This is joint work with Hideo Tamura.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20160226T153500
DTEND;TZID=America/New_York:20160226T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31158
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:20160304T143000
DTEND;TZID=America/New_York:20160304T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29211
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:20160304T153500
DTEND;TZID=America/New_York:20160304T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31159
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:20160311T143000
DTEND;TZID=America/New_York:20160311T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29212
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:20160311T153500
DTEND;TZID=America/New_York:20160311T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31160
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:20160318T143000
DTEND;TZID=America/New_York:20160318T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29213
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:20160318T153500
DTEND;TZID=America/New_York:20160318T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31161
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:20160325T143000
DTEND;TZID=America/New_York:20160325T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29214
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:20160325T153500
DTEND;TZID=America/New_York:20160325T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31162
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:20160401T143000
DTEND;TZID=America/New_York:20160401T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29215
SUMMARY:Probability and Financial Mathematics Seminar - Stochastic approach
to anomalous diffusion in two dimensional\, incompressible\, periodic\, c
ellular flows.
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Stochastic approach to anomalous diffusion in two dimensional\, incompress
ible\, periodic\, cellular flows.\nSpeaker: Zsolt Pajor-Gyulai\, NYU\nAbst
ract: It is a well known fact that velocity grandients in a flow change th
e dispersion of a passive tracer. One clear manifestation of this phenomen
on is that in systems with homogenization type diffusive long time/large s
cale behavior\, the effective diffusivity often differs greatly from the m
olecular one. An important aspect of these well known result is that they
are only valid on timescales much longer than the inverse molecular diffus
ivity. We are interested in what happens on shorter timescales (subhomogen
ization regimes) in a family of two-dimensional incompressible periodic fl
ows that consists only of pockets of recirculations essentially acting as
traps and infinite flowlines separating these where significant transport
is possible. Our approach is to follow the random motion of a tracer parti
cle and show that under certain scaling it resembles a time-changed Browni
an motions. This shows that while the trajectories are still diffusive\, t
he variance grows differently than linear.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20160401T153500
DTEND;TZID=America/New_York:20160401T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31163
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:20160408T143000
DTEND;TZID=America/New_York:20160408T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29216
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:20160408T153500
DTEND;TZID=America/New_York:20160408T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31164
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:20160415T143000
DTEND;TZID=America/New_York:20160415T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29217
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:20160415T153500
DTEND;TZID=America/New_York:20160415T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31165
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:20160422T143000
DTEND;TZID=America/New_York:20160422T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29218
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:20160422T153500
DTEND;TZID=America/New_York:20160422T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31166
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:20160429T143000
DTEND;TZID=America/New_York:20160429T153000
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29219
SUMMARY:Probability and Financial Mathematics Seminar - Constructions invol
ving interaction of Markov process's with a random environment
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
Constructions involving interaction of Markov process's with a random envi
ronment\nSpeaker: Anirban Das\, PSU\nAbstract: Recently Belopolskaya and S
uhov studied Markov processes in a random environment\, where the environm
ent changes in likeness to a Markov process. Constructions were made to a
llow the process to 'interact with the environment'\, this was done in suc
h a manner that the combined process could be studied by studying the indi
vidual ones. We will discuss a new construction made which has similar\n
properties. This construction can be carried out with more relaxed conditi
ons than the ones \npreviously done.
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20160429T153500
DTEND;TZID=America/New_York:20160429T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=31167
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:20160506T153500
DTEND;TZID=America/New_York:20160506T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29220
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:20160513T153500
DTEND;TZID=America/New_York:20160513T163500
LOCATION:MB106
URL:http://www.math.psu.edu/seminars/meeting.php?id=29221
SUMMARY:Probability and Financial Mathematics Seminar - TBA
DESCRIPTION:Seminar: Probability and Financial Mathematics Seminar\nTitle:
TBA\nAbstract Link: http://
END:VEVENT
END:VCALENDAR