Event Detail

Event Type: 
Probability Seminar
Date/Time: 
Thursday, October 23, 2008 - 07:00
Location: 
Kidder 350
Event Link: 
http://www.math.oregonstate.edu/~kovchegy/Seminar/index.html

Speaker Info

Local Speaker: 
Yevgeniy Kovchegov
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 applications of Karlin-McGregor diagonalization beyond nearst-neighbor models. Also, we will consider connection between one-dimensional models of random walks in random environments and the Riemann-Hilbert problems.