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CUNY Probability
The Graduate Center
365 5th Avenue
New York City
Seminar | Location | Faculty | Prev. Seminars | Graduate Math | Northeast Probability Seminar
> HOME > Seminar.html
Probability Seminar List

The CUNY Probability Seminar is typically held on Tuesdays at 4pm in the CUNY Graduate Math Department. The exact dates, times and locations are mentioned below.

Seminar List for Spring 2005

Feb 1, 2005 4:00pm, Room 5417click for b/w(color) postscript file
Speaker Wenbo Li, University of Delaware
Title Small deviation probabilities for stable processes
Feb 8, 2005 4:00pm, Room 5417click for b/w(color) postscript file
Speaker Dimitri Gioev , Courant, NYU
Title Random Matrix Theory: Applications and Universality Questions
Abstract
     Random Matrix Theory (RMT) is currently of considerable interest
in physics as well as in mathematics.
     An important aspect of RMT is that its results are believed
to be applicable to a wide variety of physical,
mathematical and applied mathematical situations (universal).
Applications of RMT include:
    - statistical properties of many-body quantum systems
    - statistics of eigenvalues of classically chaotic quantum systems
    - elastomechanic resonances
    - random particle systems with particular focus on percolation
problems
    - random growth models
    - transport problems
    - number theory (distribution of zeros of the Riemann
zeta-function)
    - combinatorial problems (longest increasing subsequences,
				hard-drive disk scheduling problem).
A central mathematical issue in RMT which arose very early
is universality within random matrix models themselves,
and this is currently my main research focus.
     The talk will start with an intoduction to RMT and its
applications.
After that I will describe our recent work
with Percy Deift (Courant Institute)
on the proof of the Universality Conjecture in RMT for orthogonal and 
symplectic ensembles.
Finally, several open problems and ongoing projects
will be described.
Feb 15, 2005 4:00pm, Room 5417click for b/w(color) postscript file
Speaker Peter Bank , Columbia University
Title Optimal Control under a Dynamic Fuel Constraint
Feb 22, 2005 4:00pm, Room 5417click for b/w(color) postscript file
Speaker Elena Kosygina, Baruch College, CUNY
Title Homogenization of Stochastic Hamilton-Jacobi-Bellman equations
Mar 8, 2005 4:00pm, Room 5417click for b/w(color) postscript file
Speaker Leonid Koralov, Princeton University
Title Inverse Problem for Gibbs Fields
Abstract Given a potential of pair interaction and a value of activity, one can construct the corresponding Gibbs distribution in a finite domain L Ì Zd. It is well known that for small values of activity there exist the infinite volume ( L® Zd) limiting Gibbs distribution and the infinite volume correlation functions. We prove the converse of this classical result - we show that given r1 and r2(x), where r1 is a constant and r2(x) is a function on Zd, which are sufficiently small, there exist a pair potential and a value of activity, for which r1 is the density and r2(x) is the pair correlation function
Mar 15, 2005 4:00pm, Room 5417click for b/w(color) postscript file
Speaker Xia Chen, University of Tennessee
Title Moment asymptotics associated with large permutation groups
Abstract In estimating the tail probability, the moment estimation is one of the efective approaches, especially when the logarithmic generating function is hard to compute. This is often the case as we study the upper tail behaviors of the intersection local times or, the local times of the multi-parameter processes. In these situations, the moment can usually be written in the form of permutation sums. In this talk we discuss two examples, in which the moment asymptotics will be established and some new approaches of applying these moment asymptotics will be introduced.
Apr 5, 2005 4:00pm, Room 5417click for b/w(color) postscript file
Speaker Gerardo Hernandez-del Valle, Columbia Univ.
Title The density of the first crossing time of Brownian motion over a non-decreasing right continuous barrier
Apr 12, 2005 4:00pm, Room 5417click for b/w(color) postscript file
Speaker Haya Kaspi , Technion and Cornell University
Title Infinitely Divisible Gaussian Squares
May 3, 2005 4:00pm, Room 5417click for b/w(color) postscript file
Speaker Victor de la Pena, Columbia University
Title Copulas, Information, Dependence and Decoupling
Jun 7, 2005 4:00pm, Room 5417click for b/w(color) postscript file
Speaker Krzysztof Burdzy, University of Washington
Title ON THE ROBIN PROBLEM IN FRACTAL DOMAINS
Abstract
The "Robin problem" or the "third boundary
problem" is a mathematical
model for the flow of a substance (or heat)
out of a domain through a semipermeable
membrane. I will address the question
of when the concentration
of the substance (or the temperature)
is bounded below by a constant over the
whole domain. The problem is analytic,
the techniques used in proofs are largely
probabilistic.

Joint work with Rich Bass and Zhenqing Chen.