
Northwest Probability Seminar
The Second NW Probability Seminar
December 2, 2000
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 talks will take place in SAV 249 (Savery Hall).
See the map
of northcentral 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
 How a symmetric discontinuous Markov process will change
under Girsanov transform,
 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 fractallike 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 Gittinstype 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 oneplayer
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 polynomialtime computable function (realvalued, 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) 6320767. 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.

