OSU PROBABILITY SEMINAR

Department of Mathematics

 Spring 2016

We will meet on Tuesdays at 4:00 pm.
Here is a tentative list of speakers (to be extended): Andrey Sarantsev (University of California, Santa Barbara)
Registration information: Mth 607, Sec 005 - CRN 13355

Day/Time/Room

Speaker

Title and abstract

Tuesday, October 11, 4:00 pm
WNGR 285
Andrey Sarantsev
Department of Statistics and Applied Probability
University of California, Santa Barbara

"Convergence rates for reflected jump-diffusions on the half-line"

Abstract. An explicit rate of exponential convergence of a continuous-time Markov process to its stationary distribution is hard to find or estimate. However, it is possible for a reflected diffusion process with jumps on the positive half-line. This continues the work of Lund, Meyn, Tweedie (1996).



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, Fall 2014, Winter 2015, Spring 2015, Fall 2015, Winter 2016, Spring 2016