Event Type:

Probability Seminar

Date/Time:

Thursday, October 9, 2008 - 07:00

Location:

Kidder 350

Local Speaker:

Abstract:

For a class of simple stochastic processes, we will compare the spectral approach of Karlin-McGregor to that of harmonic functions and martingales. We will explore one-dimensional models of random walks in random environment from the perspective of Riemann-Hilbert problems.