Boris Vainberg, UNC Charlotte

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

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

October 11, 2017 by Michael Grabchak

Categories: Probability Seminar

Michael Grabchak, UNC Charlotte

*Title: *Three Upsilon Transforms Related to Tempered Stable Distributions

September 25, 2017 by Michael Grabchak

Categories: Probability Seminar

Michael Grabchak, UNC Charlotte

*Title: *On the consistency of the MLE for selfdecomposable distributions and processes

September 11, 2017 by Michael Grabchak

Categories: Probability Seminar

Kevin McGoff, UNC Charlotte

*Title: *Dynamical systems and stochastic processes Part 2

September 04, 2017 by Michael Grabchak

Categories: Probability Seminar

Kevin McGoff, UNC Charlotte

*Title: *Dynamical systems and stochastic processes

April 25, 2017 by Michael Grabchak

Categories: Probability Seminar

Stanislav Molchanov, UNC Charlotte

*Title: *A Review of the Anderson Parabolic Model: Known Results and Open Problems