Seminar Calendar
for Probability Seminar events the next 12 months of Saturday, August 1, 2009.

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More information on this calendar program is available.
Questions regarding events or the calendar should be directed to Tori Corkery. 
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Tuesday, September 1, 2009

Graduate Student Probability Seminar
2:00 pm   in 347 Altgeld Hall,  Tuesday, September 1, 2009
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Submitted by hpark48.
Organizational meeting

Tuesday, September 15, 2009

Graduate Student Probability Seminar
2:00 pm   in Altgeld Hall 347,  Tuesday, September 15, 2009
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Submitted by hpark48.
Hyunchul Park (UIUC Math)
Boundary Harnack principle for subordinated Brownian motions
Abstract: We will discuss Boundary Harnack principle for subordinated Brownian motions and some perturbation of subordinated Brownian motion.

Tuesday, September 29, 2009

Graduate Student Probability Seminar
2:00 pm   in Altgeld Hall 347,  Tuesday, September 29, 2009
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Submitted by hpark48.
Richard Sowers (Department of Mathematics, University of Illinois)
Large Deviations
Abstract: We give an outline of how to study rare events in random systems. This is the theory of large deviations. We motivate several of the main theorems in the field (without proof) and indicate how they can be applied.

Tuesday, October 13, 2009

Graduate Student Probability Seminar
2:00 pm   in Altgeld Hall 347,  Tuesday, October 13, 2009
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Submitted by hpark48.
Ao Chen (Department of Mathematics, University of Illinois)
Equidistant sampling of Brownian motion and convergence to the Brownian motion.
Abstract: I will talk about discretization of Brownian motion and difference between the extrema of discrete and continuous versions of Brownian motion, using Riemann zeta function and Euler-Maclaurin summation formula, mostly due to the work of Janssen and Leeuwaarden.

Tuesday, October 20, 2009

Probability Seminar
2:00 pm   in 347 Altgeld Hall,  Tuesday, October 20, 2009
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Submitted by pankikim.
Panki Kim   [email] (Seoul National University, UIUC)
The boundary Haranck principle of the independent sum of Brownian motion and symmetric stable process.
Abstract: In this talk, we consider the family of pseudo differential operators $\{\Delta+ b \Delta^{\alpha/2}; b\in [0, 1]\}$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$. We establish a uniform boundary Harnack principle with explicit boundary decay rate for nonnegative functions which are harmonic with respect to $\Delta +b = \Delta^{\alpha/2}$ (or equivalently, the sum of a Brownian motion and an independent symmetric $\alpha$-stable process with constant multiple $b^{1/\alpha}$) in $C^{1, 1}$ open sets.

Tuesday, October 27, 2009

Probability Seminar
2:00 pm   in 347 Altgeld Hall,  Tuesday, October 27, 2009
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Submitted by siudeja.
Krzysztof Bogdan (Wroclaw University of Technology)
Heat kernel estimates for the fractional Laplacian
Abstract: I will report a joint work with Tomasz Grzywny and Michal Ryznar from WUT, Poland, on approximate factorization of the heat kernel of the (Dirichlet) fractional Laplacian in Lipschitz domains (the paper is on arXiv).

Wednesday, October 28, 2009

Graduate Student Probability Seminar
2:00 pm   in 347 Altgeld Hall ,  Wednesday, October 28, 2009
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Submitted by hpark48.
Kunwoo Kim (UIUC math)
To Be Announced

Tuesday, November 3, 2009

Graduate Student Probability Seminar
2:00 pm   in 347 Altgeld Hall,  Tuesday, November 3, 2009
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Submitted by hpark48.
Kunwoo Kim (Department of Mathematics, University of Illinois)
Effect of drift on noise
Abstract: Consider two processes on different time scales. When one process is driven by the other, as the driving process gets faster and faster, we can characterize the asymptotic behavior of the driven process by stochastic averaging. In this talk, we will consider the case where the driving force is the fast switching process and the drift term of the driven process is 'singular'. We will show via martingale problem of Strook and Varadhan that the law of the driven process converge to that of sticky, reflected, or sticky reflected Brownian motion depending on the drift term.

Tuesday, November 17, 2009

Probability Seminar
2:00 pm   in 347 Altgeld Hall,  Tuesday, November 17, 2009
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Submitted by rsong.
Prof. Elton Hsu (Northwestern University)
Volume Growth and Escape Rate of Brownian motion on a Complete Riemannian manifold
Abstract: We show that the question of how fast Brownian motion on a complete Riemannian manifold escapes to infinity can be effectively answered solely based on the volume growth of the manifold. In this talk time reversal of reflecting Brownian motion and volumes of geodesic balls all come together in this problem and give an elegant and often sharp upper bound of the escaping rate solely in terms of the volume growth function without any extra geometric restriction besides geodesic completeness.

Tuesday, December 8, 2009

Probability Seminar
2:00 pm   in 347 Altgeld Hall,  Tuesday, December 8, 2009
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Submitted by rsong.
Prof. Dongsheng Wu (University of Alabama in Huntsville)
To Be Announced