Pacific Northwest Probability Seminar
 
 
 
The Eighth Northwest Probability Seminar
In Memory of RON PYKE
October 22, 2006
Supported by the Pacific Institute for Mathematical Sciences, Milliman Fund and Department of Mathematics, University of Washington

 
 
The Birnbaum Lecture in Probability will be delivered by Robert Adler (Technion, Haifa) in 2006.

Northwest Probability Seminars are one-day mini-conferences 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 north-central 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 Semi-Markov Processes
      Semi-Markov processes were of interest to Ron Pyke throughout his career. This interest is documented in articles he authored or co-authored 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 phi-divergences: a new family of test statistics
      Goodness-of-fit 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 goodness-of-fit tests based on a family of phi-divergences. 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.
 
 
 
Last modified: November 20, 2012, 20:23        Bookmark and Share