Tuesdays 2-3 pm,
|21 April.||Nikos Zygouras (Warwick).||Pinning-depinning transition in Random Polymers (abstract).|
|29 April.||Paul Malliavin (Paris VI).||Construction of a probability measure with a prescribed logarithmic derivative ; existence and uniqueness.||2pm. Note unusual day, but standard room.|
|5 May||No seminar today.|
|12 May||Anastasia Papavasiliou (Warwick)||Parameter Estimation for Rough Differential Equations (abstract)|
|19 May||Steven Strogatz (Cornell).||The mathematics of collective synchronization (abstract) (Rouse Ball Lecture).||12pm Room 3, Mill Lane lecture rooms.|
|19 May||Pierre Tarres (Oxford).||Brownian polymers (abstract)||Unusual time 4pm|
|June 2||Brian Rider (Colorado)||A diffusion description of the random matrix hard edge (abstract)|
April 21. Abstract for the talk of Nikos Zygouras.
May 12th. Parameter Estimation for Rough Differential EquationsAbstract: My goal is to estimate unknown parameters in the vector field of a rough differential equation, when the expected signature for the driving force is known and we estimate the expected signature of the response by Monte Carlo averages.
I will introduce the "expected signature matching estimator" which extends the moment matching estimator and I will prove its consistency and asymptomatic normality, under the assumption that the vector field is polynomial. Finally, I will describe the polynomial system one needs to solve in order to compute this estimatior.
April 21. Abstract for the talk of Pierre Tarres. June 2. A diffusion description of the random matrix hard edge.Abstract: With J. Ramirez and B. Virag we recently proved that the limiting soft edge eigenvalues of the general beta ensembles have laws shared by the spectral points of a certain random Schroedinger operator. After recalling this fact I'll prove there is a similar picture at the random matrix hard edge. That is, the small eigenvalues of sample covariance ensembles are described in terms of a (random) differential operator in the large dimensional limit. Via a Riccati transformation, there is a second description though the hitting distributions of a simple diffusion. The latter picture allows a proof of the anticipated transition between the hard and soft edge laws.