Joseph Whitmeyer, UNC Charlotte
Title: Some remarks on the central limit theorem for functionals on Markov chains (Part 2)
Probability Seminar
Tuesday, Feb. 25, 2014 at 5:00PM in Fretwell 379 (Math Conference Room)
Categories: Probability Seminar
Tuesday, Feb. 18, 2014 at 5:00PM in Fretwell 379 (Math Conference Room)
Categories: Probability Seminar
Joseph Whitmeyer, UNC Charlotte
Title: Some remarks on the central limit theorem for functionals on Markov chains.
Wednesday, Nov. 20, 2013 at 2:00PM in Fretwell 379 (Math Conference Room)
Categories: Probability Seminar
Stanislav Molchanov, UNC Charlotte
Title: The Cramer–Lundberg Model (Part 2)
Wednesday, Nov. 6, 2013 at 2:00PM in Fretwell 379 (Math Conference Room)
Categories: Probability Seminar
Stanislav Molchanov, UNC Charlotte
Title: The Cramer–Lundberg Model
Wednesday, Oct. 30, 2013 at 2:00PM in Fretwell 379 (Math Conference Room)
Categories: Probability Seminar
Elijah Ray, UNC Charlotte
Title: A Random Laplacian for Dyson’s Hierarchical Model
Wednesday, Oct. 16, 2013 at 2:00PM in Fretwell 379 (Math Conference Room)
Categories: Probability Seminar
Michael Grabchak, UNC Charlotte
Title: A Short Tutorial on Multivariate Stable Distributions
Abstract: Eugene Fama was awarded the Nobel prize in economics this year. He (along with Benoit Mandelbrot) pioneered the use of stable distributions in financial applications. I will define stable distributions and give some of their properties. I will then discuss a simple procedure for portfolio selection when all financial assets follow a multivariate stable distribution. This talk covers classical material and is particularly aimed at graduate students.
Wednesday, Sept. 25, 2013 at 2:00PM in Fretwell 379 (Math Conference Room)
Categories: Probability Seminar
Stanislav Molchanov, UNC Charlotte
Title: Central Limit Theorems for Markov Chains (Part 2)
Wednesday, Sept. 18, 2013 at 2:00PM in Fretwell 379 (Math Conference Room)
Categories: Probability Seminar
Stanislav Molchanov, UNC Charlotte
Title: Central Limit Theorems for Markov Chains
Wednesday, Sept. 11, 2013 at 3:30PM in Fretwell 379 (Math Conference Room)
Categories: Probability Seminar
Stanislav Molchanov, UNC Charlotte
Title: Multivariate Global Limit Theorems (Part 2)
Tuesday, Sept. 3, 2013 at 3:30PM in Fretwell 379 (Math Conference Room)
Categories: Probability Seminar
Stanislav Molchanov, UNC Charlotte
Title: Multivariate Global Limit Theorems