Probability Seminar

Wed April 13, 2016 at 3:40PM in Fretwell 379 (Math Conference Room)

March 29, 2016 by Michael Grabchak
Categories: Probability Seminar
Gabor Hetyei, UNC Charlotte
Title: Nontransitive coins and semiacyclic tournaments
Abstract: We provide necessary and sufficient conditions for a tournament to be
the dominance graph of a set of unfair coins. We completely characterize
the tournaments that are dominance graphs of sets of coins in which each
coin displays its larger side with greater probability. The class of
these tournaments coincides with the class of tournaments whose vertices
can be numbered in a way that makes them semiacyclic, as defined by
Postnikov and Stanley. We provide an example of a tournament on nine
vertices that can not be made semiacyclic, yet it may be represented as
a dominance graph of coins, if we also allow coins that display their
smaller side with greater probability. We conclude with an example of a
tournament with 81 vertices that is not the dominance graph of any
system of coins.

 

Wed April 6, 2016 at 3:40PM in Fretwell 379 (Math Conference Room)

March 29, 2016 by Michael Grabchak
Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

Title: Random Walks and Diffusion Processes on the Lobachevsky Plane Part 2

Wed March 30, 2016 at 3:40PM in Fretwell 379 (Math Conference Room)

March 29, 2016 by Michael Grabchak
Categories: Probability Seminar

Michael Grabchak, UNC Charlotte

Title: Random Exponentials: The Bounded Support Case

Friday March 25, 2016 at 2:00PM in Fretwell 379 (Math Conference Room)

March 22, 2016 by Michael Grabchak
Categories: Probability Seminar
Jennifer L Sinclair, Department of Mathematics, Georgia Gwinnett College
Title: On applications of generalized tempered stable processes
Abstract: This seminar introduces the class of generalized tempered stable (GTS) processes and describes the formulation of GTS processes as a natural extension of tempered stable processes, which have applications in physics and finance.   GTS processes encompass variations of tempered stable processes that have been introduced in the field, including modified tempered stable processes, layered stable processes, and Lamperti stable processes. Recent variations of tempered stable processes in the literature include new applications in financial mathematics and “p-tempered distributions.” In this talk, short and long time behavior of GTS Lévy processes is characterized and the absolute continuity of GTS processes with respect to the underlying stable processes is established. Series representations of GTS Lévy processes are derived.

Wed March 16, 2016 at 3:40PM in Fretwell 379 (Math Conference Room)

March 15, 2016 by Michael Grabchak
Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

Title: Random Walks and Diffusion Processes on the Lobachevsky Plane

Wed March 2, 2016 at 3:40PM in Fretwell 379 (Math Conference Room)

February 22, 2016 by Michael Grabchak
Categories: Probability Seminar

Adriana Ocejo Monge, UNC Charlotte

Title: Option pricing: stochastic representation, models and methods

Wed Feb 17, 2016 at 3:40PM in Fretwell 379 (Math Conference Room)

February 16, 2016 by Michael Grabchak
Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

Title: Brownian Motion on Aff(R^1) and Persistence Probabilities Part 2

Wed Feb 10, 2016 at 3:40PM in Fretwell 379 (Math Conference Room)

February 10, 2016 by Michael Grabchak
Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

Title: Brownian Motion on Aff(R^1) and Persistence Probabilities

Wed Feb 3, 2016 at 3:40PM in Fretwell 379 (Math Conference Room)

February 01, 2016 by Michael Grabchak
Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

Title: Random Energy Model (REM) and Related Topics

Wed Jan 27, 2016 at 3:30PM in Fretwell 379 (Math Conference Room)

January 25, 2016 by Michael Grabchak
Categories: Probability Seminar

Huseyin Erturk, UNC Charlotte

Title: Random Energy Model Using Order Statistics

Abstract: The famous random energy model (REM) was introduced by Derrida. Eisele demonstrated the phase transitions (non-analiticity) of free energy in the class of Weibull-type distributions. We show similar results for a relatively heavy tailed distribution and the relatively light tailed double exponential distribution. We make use of order statistics, MacLaurin series, and the Laplace method. Also, we show that there are several critical points for mixed Weibull distributions.