Event Type:

Seminar

Date/Time:

Monday, January 25, 2010 - 08:00

Location:

Kidder 350

Local Speaker:

Abstract:

This is a Math 507 seminar for graduate math majors:

Brownian motion is a central element of almost all facets of probability theory. Much of this derives from the universality of the Gaussian distribution in describing the fluctuations of a sum of a large number of independent and identically distributed displacements having finite variance (random walk) via a central limit theorem. The historical origins in applications to a wide range of dispersive phenomena, from solvents in chemistry and biology to commodity prices in finance and insurance, not to mention harmonic analysis and pde's, continue to play an important role in guiding developments at the frontiers of contemporary mathematical research. So we will begin with a brief historical overview before turning to some related recent

developments and sample open questions. [The recent research portion is based on NSF sponsored collaborations with Thilanka Apphuillage, Vrushali Bokil, Enrique Thomann, Brian Wood, and Torrey Johnson at OSU, and with Stanley Williams at USU.]