Probability Seminar, Department of Mathematics & Statistics

Wed April 18, 2018 at 3:25PM in Fretwell 379 (Math Conference Room)

April 15, 2018 by Michael Grabchak

Isaac Sonin, UNC Charlotte and Li Liu, UNC Charlotte

Title: On Group Testing and A Locks and Bombs Model

Wed April 4, 2018 at 3:25PM in Fretwell 379 (Math Conference Room)

April 02, 2018 by Michael Grabchak

Stanislav Molchanov, UNC Charlotte

Title: Heavy-tailed random Schrödinger operators

Wed March 28, 2018 at 3:25PM in Fretwell 379 (Math Conference Room)

March 25, 2018 by Michael Grabchak

Stanislav Molchanov, UNC Charlotte

Title: On Hilbert’s 10th Problem, or What did Julia Robinson and Yuri Matiyasevich prove? (Part 2)

Wed March 21, 2018 at 3:25PM in Fretwell 379 (Math Conference Room)

March 17, 2018 by Michael Grabchak

Leonid Koralov, University of Maryland College Park

Title: Large Time Behavior of Randomly Perturbed Dynamical Systems

Abstract: We will discuss several asymptotic problems for randomly perturbed flows (and related problems for Markov chains with rare transitions). One class of flows (with regions where a strong flow creates a trapping mechanism) leads to a new class of elliptic and parabolic boundary value problems with non-standard boundary conditions. The same boundary value problems appear as a limiting object when studying the asymptotic behavior of diffusion processes with pockets of large diffusivity.

We will also discuss how large-deviation techniques can be used to study the asymptotic behavior of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time behavior of the corresponding diffusion processes.