Tel Aviv University
 
Dear all,
 
This week at the Horowitz seminar on Probability, Ergodic Theory and
Dynamical Systems at Tel Aviv University we are happy to have:
 
Speaker: Amir Dembo, Stanford University
Title: Persistence Probabilities
 
Date: Monday, June 10
Time: 14:30
Place: Schreiber 309
 
Abstract:
Persistence probabilities concern how likely it is that a stochastic
process has a long excursion above a fixed level and what are the
relevant scenarios for this behavior. Power law decay is expected in
many cases of physical significance and the issue is to determine its
power exponent parameter. I will survey recent progress in this
direction (jointly with Jian Ding, Fuchang Gao, and Sumit Mukherjee),
dealing with random algebraic polynomials of independent
coefficients, iterated partial sums and other auto-regressive
sequences, and with the solution to heat equation initiated by white
noise.
 
Best regards,
   Ron
Seminar webpage:
 <http://www.math.tau.ac.il/~peledron/Horowitz_seminar/Horowitz_seminar.html>
 
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Technion Math Net-2 (TECHMATH2)
Editor: Michael Cwikel   <techm@math.technion.ac.il> 
Announcement from: Ron Peled   <peledron@post.tau.ac.il>