OSU PROBABILITY SEMINAR

Department of Mathematics

 Fall 2014

We will meet on Tuesdays at 4:00pm.
Here is a tentative list of speakers (to be extended): Debashis Mondal (Department of Statistics), Anatoly Yambartsev (University of São Paulo, Brazil), Yevgeniy Kovchegov
Registration information: Mth 607, Sec 005 - CRN 13894

Day/Time/Room

Speaker

Title and abstract

Tuesday, October 21, 4:00pm
Kidder 238
Anatoly Yambartsev
University of São Paulo, Brazil

"Large deviations for excursions of M/M/∞"

Abstract. We derive a large deviations principle for the trajectories generated by a class of ergodic Markov processes. Specifically, we work with M/M/∞ queueing processes. We study large deviations of these processes scaled equally in both space and time directions. Our main result is that the probabilities of long excursions originating at state 0 would converge to zero function with the rate proportional to the square of the scaling parameter. The rate function is expressed as an integral of a linear combination of trajectories.
Tuesday, November 4, 4:00pm
Kidder 238
TBA

TBA

Abstract. TBA
Tuesday, November 11, 4:00pm
Kidder 238
Debashis Mondal
Department of Statistics, Oregon State University

TBA

Abstract. TBA
Tuesday, November 18, 4:00pm
Kidder 238
Anatoly Yambartsev
University of São Paulo, Brazil

TBA

Abstract. TBA
Tuesday, November 25, 4:00pm
Kidder 238
Yevgeniy Kovchegov
Oregon State University

TBA

Abstract. TBA



Past probability seminars: Fall 2005, Winter 2006, Spring 2006, Fall 2006, Winter 2007, Spring 2007, Fall 2007, Winter 2008, Spring 2008, Fall 2008, Winter 2009, Spring 2009, Fall 2009, Winter 2010, Spring 2010, Fall 2010, Winter 2011, Spring 2011, Fall 2011, Winter 2012, Spring 2012, Fall 2012, Winter 2013, Spring 2013, Fall 2013, Winter 2014, Spring 2014,