
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 [...]
We meet in Grainger Library, room 335. The last IMSE seminar of the year will have
Naira Hovakimyan, MechSE, talking on Planning with monsieur Bezier We will introduce a heuristic planar trajectorygeneration framework for multiple vehicles. Desired feasible trajectories are generated using Pythagorean Hodograph Bezier curves that satisfy the dynamic constraints of the vehicles, and guarantee spatial separation [...]
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 [...]
SATANA (an IMSE affiliated seminar): Roger Brockett, October 7 , AH 345 Roger Brockett, Harvard Optimal Cyclic Processes and subRiemannian Geodesics
The basic mechanisms involved in wide variety of engineering and biological processes depend on properties of non integrable distributions define by collections of vector fields. It often happens that the most efficient trajectories define closed subriemannian geodesics. In this talk we will establish some of the [...]
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.
We’ll meet, as usual, in Grainger Library, room 335.
Two talks will be given:
Ely Kerman, Math, will describe a puzzling Morse theoretic phenomenon,
and
Thomas Anastasio, Beckman Institute, will tell us about Using Formal Methods from Computer Science to Simulate and Analyze Complex Neurobiological Processes Many conceptuallyoriented biologists and computational modelers would love to [...]
The Mathematics of Software Reliability 11:00 am, Tuesday, March 12, 2013 in 269 Everitt Lab
William Taber (Jet Propulsion Laboratory)
Software controls your computer. It controls your phone, car, games, radio, television, microwave ovens, ATM, printer, and on and on. Indeed, it is nearly impossible to go through a day without interacting with software. And [...]

