
Liming Feng, IESE: http://web.engr.illinois.edu/~fenglm/
From Shannon’s Sampling to Optimal Stopping in Finance
The WhittakerShannonKotel′nikov sampling theorem and the PaleyWiener theorem state that an entire function of exponential type (bandlimited function) can be reconstructed exactly from its values at discrete sampling points through the cardinal series. For functions that are analytic in a horizontal strip, the [...]
Central limit theorems for supercritical branching Markov processes
Renming Song
Department of Mathematics, University of Illinois
Abstract:
In this talk, I will give a survey of the recent results on spatial central limit theorems for a large class of supercritical branching Markov processes.
We’ll be starting up the IMSE lunchtime seminar series in Fall 2014. We’ve decided to change the format to a more traditional one, with one speaker for the hour. The talks will be located in CSL 141, and lunch will be provided.
The talks scheduled this fall will be:
September 10: Georgios Fellouris, Statistics
October [...]
The Symposium takes place on February 2425, and features 2 plenary and 20 invited talks by experts from 12 universities and LANL. Details – here.
We meet in Grainger Library, room 329.
Alejandro DominguezGarcia, ECE, talks on Analysis of Power System Dynamics Subject to Stochastic Power Injections We propose a framework to study the impact of stochastic active/reactive power injections on power system dynamics with a focus on time scales involving electromechanical phenomena. In this framework the active/reactive power injections evolve according to [...]
The second meeting of the seminar is, as usual, in Grainger Library, room 335.
Steven Levinson, ECE, talks on A Geometric Interpretation and Proof of Baum’s Algorithm for Estimation of the Parameters of a Probabilistic Function of a Markov Process,A probabilistic function of a finite state Markov process is a stochastic process, , that generates [...]
Organized by IMSE at the University of Illinois at UrbanaChampaign.
The program will be comprised of four 2hour tutorials and invited technical talks.
Details here.
Next meeting of the seminar is, as usual, in Grainger Library, room 335.
Last talks of the semester are by Kay Kirkpatrick, Math, on Heisenberg and XY models of ferromagnets and superconductors, Beyond the Ising model of ferromagnetism, there are the more realistic and challenging XY model (spins in the circle) and the classical Heisenberg [...]
Next meeting of the seminar is, as usual, in Grainger Library, room 335.
There will be two interlinked talks, by Marius Junge, Math, and Kiryung Lee, ECE on RIP off Compressed Sensing We give an introduction to Banach space tools in around RIP and indicate how one can reduce the number of measurements by optimizing [...]
We’ll meet in Grainger Library, room 329 (note that the room is different!)
Two talks will be given, by
Ali Belabbas, ECE,
and
Maxim Raginsky, ECE as well.

