Kevin McGoff, UNC Charlotte

*Title: *Random subshifts of finite type: Tools and methods

September 14, 2016 by Michael Grabchak

Categories: Probability Seminar

Kevin McGoff, UNC Charlotte

*Title: *Random subshifts of finite type: Tools and methods

September 14, 2016 by Michael Grabchak

Categories: Probability Seminar

Kevin McGoff, UNC Charlotte

*Title: *Random subshifts of finite type: An introduction

September 12, 2016 by Michael Grabchak

Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

*Title: *Symmetric random walks on dense subgroups of the real line: local and quasilocal theorems (Part 2)

August 30, 2016 by Michael Grabchak

Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

*Title: *Symmetric random walks on dense subgroups of the real line: local and quasilocal theorems

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. |

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

March 29, 2016 by Michael Grabchak

Categories: Probability Seminar

Michael Grabchak, UNC Charlotte

*Title: *Random Exponentials: The Bounded Support Case

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. |

March 15, 2016 by Michael Grabchak

Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

*Title: *Random Walks and Diffusion Processes on the Lobachevsky Plane

February 22, 2016 by Michael Grabchak

Categories: Probability Seminar

Adriana Ocejo Monge, UNC Charlotte

*Title: *Option pricing: stochastic representation, models and methods