Northwest Probability Seminar

The talks will take place in SAV 249 (Savery Hall). See the map of north-central campus. The Savery Hall is marked with big bold white letters. So is the HUB (Student Union Building) where the lunch will be served.

More campus maps are available at the UW Web site.

Parking on UW campus is free on Saturdays after 12:00 (noon). More information is available at a parking Web site provided by UW.

Tentative schedule

• 11:00 Zhenqing Chen, University of Washington.
  • Girsanov transform and absolute continuity of Markov processes
    Girsanov transform plays an important role in stochastic analysis. Some recent progress will be discussed in this talk on
    1. How a symmetric discontinuous Markov process will change under Girsanov transform,
    2. Given a symmetric Markov process $X$, say a symmetric discontinuous stable process, can we characterize all symmetric Markov processes whose distribution is locally absolutely continuous with respect to the distribution of $X$?
• 12:00 Antal Jarai, Pacific Institute for Mathematical Sciences and University of British Columbia
  • Incipient infinite clusters in 2D percolation
    Percolation models at the critical point exhibit huge connected clusters that have a fractal-like structure. We will study the asymptotic distribution of such clusters when they are viewed from one of their sites, and their size grows to infinity, and show that in a number of different settings the limit distribution is the law of Kesten's incipient infinite cluster. Among others a relationship between the "invasion percolation cluster" and the i.i.c. will be discussed.
• 1:00 - 2:30 catered lunch in room ABC in the HUB (Student Union Building). See the map.
• 2:30 Mina Ossiander, Oregon State University
  • Multiplicative Random Cascades: Structure and Estimation
    Multiplicative cascade measures were introduced into the statistical theory of turbulence by A.N. Kolmogorov as a phenomenological framework intended to accommodate the intermittency and large fluctuations observed in turbulent fluid flows. The basic idea is that energy is redistributed from larger to smaller scales via a splitting mechanism involving random multiplicative factors known as cascade generators. Primarily owing to the scaling structure of this class of models, applications have been extended to a wide variety of other naturally occurring phenomena such as rainfall, internet packet traffic, market prices, etc. which exhibit intermittent and highly variable behavior in space and time. The distribution of the cascade generators represents a hidden parameter which is reflected in the fine scale limiting behavior of the scaling exponents calculated from a single sample realization. This talk will give an overview of current estimation theory for cascade models and then remark on some open problems. This talk covers joint work with E.C. Waymire.
• 3:30 Prasad Tetali, Georgia Tech and Microsoft Research.
  • A Gittins-type index for Markov systems
    A Markov system consists of a finite state Markov chain with a starting state, a target state, and a positive move cost associated with each state. Given two Markov systems, let a one-player game be defined by having the player choose at each step one of the systems, then pay for a random move of that system, until one of the systems reaches its target state. We show that there is a polynomial-time computable function (real-valued, and defined on the states of a Markov system) which can be used to obtain an optimal strategy minimizing the expected cost. (This is joint work with Ioana Dumitriu and Peter Winkler.)
• 5:30 No host dinner at Ivar's Salmon House . Address: 401 NE Northlake Way, Seattle, WA 98105. Tel. (206) 632-0767. Reservation: Chris Burdzy/University of Washington. See the map - Ivar's is indicated by a little fish above the restaurant name. The restaurant serves seafood. They have some vegetarian dishes: pasta and salads.