Northwest Probability Seminar
The Eighth Northwest Probability Seminar
October 22, 2006
The Birnbaum
Lecture in Probability will be delivered by Robert Adler (Technion, Haifa) in 2006.
Northwest Probability Seminars are oneday
miniconferences held at the University of Washington
and organized in collaboration with
the Oregon State University, the University of British Columbia,
the University of Oregon, and the Theory Group at the Microsoft
Research. There is no registration fee. Participants
are requested to contact Chris Burdzy
(burdzy@math.washington.edu
) in advance
so that adequate facilities may be arranged for.
The Scientific Committee for the NW Probability Seminar 2006
consists of Chris Burdzy (U Washington), Zhenqing Chen (U Washington),
David Levin (U Oregon), Ed Perkins (U British Columbia), and Ed Waymire
(Oregon State U).
The talks will take place in Savery 239 and 241.
See the map
of northcentral campus for the location of Savery Hall and
Padelford Hall (the Department of Mathematics is in the Padelford Hall).
More
campus maps are available at the UW Web site.
Parking on UW campus is free on Sundays.
Schedule
 9:30 Coffee
 10:00 Mina Ossiander, Oregon State University
(Photo)
Some SemiMarkov Processes
SemiMarkov processes were of interest to Ron Pyke throughout his career. This
interest is documented in articles he authored or coauthored appearing from
the early 1960's to the late 1990's.
This talk revisits some of Pyke's work while giving some current applications.
 11:00 John Walsh, University of British Columbia
(Photo)
The rate of convergence of numerical solutions of
SPDEs
Numerical solutions of stochastic partial differential
equations are more often used to sumulate the solutions than to find them,
so the rate of convergence in distribution is especially interesting. We
will talk about the rates of convergencce, both almost sure and in
distribution, of various schemes, with emphasis on the stochastic wave
equation.
 12:00  3:00 Lunch/Banquet. Room: HUB 310. The fee of
about $15.00 per person will be collected by one of the organizers
during the meeting.
 3:00 Jon Wellner, University of Washington
(Photo)
Goodness of fit via phidivergences: a new family of test
statistics
Goodnessoffit testing is enjoying a resurgence of interest due
to applications involving repeated significance testing (or combination of tests)
in a variety of applied fields including genomics and astronomy.
In this talk I will describe a new family of goodnessoffit tests based
on a family of phidivergences. I will describe the asymptotic null distribution
theory of the new family of statistics
(which is related to a famous limit theorem for square root boundary crossings
for Brownian motion due to Darling and Erd\"os),
and discuss several aspects of the behavior of the statistics under fixed
and ``local'' alternatives, including the normal shift mixture alternatives
considered recently by Donoho and Jin (2004).
This talk is based on joint work with Leah Jager.
 4:00 Robert Adler, Technion
(Photo)

"Birnbaum Lecture": Integral geometry in Gauss spaces
The three basic results of classical, Euclidean, Integral Geometry
are the the Kinematic Fundamental Formula, Crofton's Formula, and
Steiner's (Weyl's) Formula.
After describing these results and their importance,
I will describe new versions of them in Gauss space and in
Gaussian function space, as well as touching briefly on
some of the applications of the new results.
This is joint work with Jonathan Taylor.