Stanislav Molchanov, UNC Charlotte

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

Assistant Professor, Department of Mathematics and Statistics

AUTHOR

March 25, 2018 by Michael Grabchak

Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

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

March 17, 2018 by Michael Grabchak

Categories: Probability Seminar

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.

March 12, 2018 by Michael Grabchak

Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

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

March 01, 2018 by Michael Grabchak

Categories: Probability Seminar

Michael Grabchak, UNC Charlotte

*Title: *A Introduction to Discrete Stable Distributions

February 11, 2018 by Michael Grabchak

Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

*Title: *Global Limit Theorems

January 26, 2018 by Michael Grabchak

Categories: Probability Seminar

Boris Vainberg, UNC Charlotte

*Title: *Global limit theorem for random walks with moderate tails

January 16, 2018 by Michael Grabchak

Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

*Title: *On the spread of species

November 26, 2017 by Michael Grabchak

Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

*Title: *Global limit theorems

November 17, 2017 by Michael Grabchak

Categories: Probability Seminar

Isaac Sonin UNC Charlotte

*Title: *Insertion – A New Operation for Markov Chains and their Applications

*Abstract:* It is well known that a Markov chain (MC), observed only when it is outside of a subset D, is again a MC, called the Censored MC, with a new transition matrix. This matrix can be obtained in |D| iterations, each requiring O(n^2) operations, when the states from D are “eliminated” one at a time. We show how to modify these iterations to allow for a state, previously eliminated, to be “reinserted” into the state space in one iteration. This modification sheds a new light on the relationship between an initial and censored MC, and introduces a new operation – “insertion” into the theory of MCs. We briefly describe the applications of these operations in different probability models, and even outside of Probability Theory.

November 06, 2017 by Michael Grabchak

Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

*Title: *Moscow Remembers Part 1: Population Dynamics and Limit Theorems