Probability Seminar

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Revision as of 12:45, 5 February 2018 by Pmwood (Talk | contribs) (Friday, 4pm February 9, 2018, Van Vleck B239 Wes Pegden, CMU)

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Spring 2018

Thursdays in 901 Van Vleck Hall at 2:25 PM, unless otherwise noted. We usually end for questions at 3:15 PM.

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Thursday, February 1, 2018, Hoi Nguyen, OSU

Title: A remark on long-range repulsion in spectrum

Abstract: In this talk we will address a "long-range" type repulsion among the singular values of random iid matrices, as well as among the eigenvalues of random Wigner matrices. We show evidence of repulsion under arbitrary perturbation even in matrices of discrete entry distributions. In many cases our method yields nearly optimal bounds.

Thursday, February 8, 2018, Jon Peterson, Purdue

Title: Quantitative CLTs for random walks in random environments

Abstract:The classical central limit theorem (CLT) states that for sums of a large number of i.i.d. random variables with finite variance, the distribution of the rescaled sum is approximately Gaussian. However, the statement of the central limit theorem doesn't give any quantitative error estimates for this approximation. Under slightly stronger moment assumptions, quantitative bounds for the CLT are given by the Berry-Esseen estimates. In this talk we will consider similar questions for CLTs for random walks in random environments (RWRE). That is, for certain models of RWRE it is known that the position of the random walk has a Gaussian limiting distribution, and we obtain quantitative error estimates on the rate of convergence to the Gaussian distribution for such RWRE. This talk is based on joint works with Sungwon Ahn and Xiaoqin Guo.

Friday, 4pm February 9, 2018, Van Vleck B239 Wes Pegden, CMU

This is a probability-related colloquium---Please note the unusual room, day, and time!

Thursday, February 15, 2018, TBA

Thursday, February 22, 2018, Garvesh Raskutti UW-Madison Stats and WID

Title: TBA

Thursday, March 8, 2018, TBA

Thursday, March 15, 2018, Wenqing Hu Missouri S&T


Thursday, March 22, 2018, Mustazee Rahman, MIT

Thursday, March 29, 2018, Spring Break

Thursday, April 5, 2018, TBA

Thursday, April 12, 2018, TBA

Thursday, April 19, 2018, TBA

Thursday, April 26, 2018, TBA

Thursday, May 3, 2018,TBA

Thursday, May 10, 2018, TBA

Past Seminars