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AMS Sectional Meeting Program by Special Session

Current as of Tuesday, April 12, 2005 15:08:57

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1992 Spring Eastern Section Meeting
Bethlehem, PA, April 11-12, 1992
Meeting #874

Associate secretaries:
W Wistar Comfort, AMS

Special Session on Stochastic Processes

  • Saturday April 11, 1992, 9:00 a.m.-10:50 a.m.
    Special Session on Stochastic Processes, I

    Room 201, Christmas-Saucon Hall

    • 9:00 a.m.
      Some examples of mixing random fields.
      Richard C. Bradley*, Indiana University, Bloomington
    • 9:30 a.m.
      Probabilistic analysis of exceptional points for critical Weiererstrass nondifferentiable functions.
      Loren D. Pitt*, University of Virginia
      J. M. Anderson, University College London, England
    • 10:00 a.m.
      Applications of stochastic planar matching.
      Peter W. Shor*, AT&T Bell Laboratories, Murray Hill, New Jersey
    • 10:30 a.m.
      A general form of Gambler's ruin.
      Terry R. McConnell*, Syracuse University
      Philip S. Griffin, Syracuse University
  • Saturday April 11, 1992, 2:45 p.m.-5:05 p.m.
    Special Session on Stochastic Processes, II

    Room 201, Christmas-Saucon Hall

    • 2:45 p.m.
      Decoupling,expansions and tail behavior of Chaos processes.
      Miguel A. Arcones, Mathematical Sciences Research Institute, Berkeley
      Evarist Gin\'e*, University of Connecticut, Storrs
    • 3:15 p.m.
      The exact asymptotic behavior of transportation cost.
      Vladimir Dobric*, Lehigh University
      Joe Yukich, Lehigh University
    • 3:45 p.m.
      Rate of convergence of empirical measures in the Wasserstein metric.
      Joseph Horowitz*, University of Massachusetts, Amherst
      Rajeeva Karandikar, Indian Statistical Institute, India
    • 4:15 p.m.
      Baxter's inequality and convergence of finite predictors of multivariate stochastic processes.
      Mohsen Pourahmadi*, Northern Illinois University
      R. Cheng, University of Louisville
    • 4:45 p.m.
      Laws of the iterated logarithm for the local times of symmetric Levy processes and random walks.
      Michael B. Marcus*, City College, City University of New York
      Jay Rosen, College of Staten Island and City College, City University of New York
  • Sunday April 12, 1992, 8:30 a.m.-10:50 a.m.
    Special Session on Stochastic Processes, III

    Room 201, Christmas-Saucon Hall

    • 8:30 a.m.
      Rice formula: The expected number of low and high level crossings for stationary stable processes.
      Robert J. Adler, Technion-Israel Institute of Technology, Israel
      Gennady Samorodnitsky*, Cornell University
    • 9:00 a.m.
      Some nonlinear operators on two distribution functions.
      R. M. Dudley*, Massachusetts Institute of Technology
    • 9:30 a.m.
      Densities with Gaussian tails.
      A. A. Balkema, University of Amsterdam, Holland
      Claudia Kl\"uppelberg, Eidgen Technological Hochschule, Germany
      Sidney Resnick*, Cornell University
    • 10:00 a.m.
      Geography of level sets of the Brownian sheet.
      Robert C. Dalang*, Tufts University
      John B. Walsh, University of British Columbia
    • 10:30 a.m.
      Generalized stable moving averages.
      Jan Rosinski*, University of Tennessee, Knoxville
  • Sunday April 12, 1992, 2:45 p.m.-4:05 p.m.
    Special Session on Stochastic Processes, IV

    Room 201, Christmas-Saucon Hall

    • 2:45 p.m.
      Some problems in classical probability.
      Abram Kagan, AT&T Bell Laboratories, Murray Hill, New Jersey
      Larry Shepp*, AT&T Bell Laboratories, Murray Hill, New Jersey
    • 3:15 p.m.
      Self-normalized trimmed sums: Nonormal limits.
      Daniel C. Weiner*, Boston University
    • 3:45 p.m.
      Exact convergence rates for the bounded law of the iterated logarithm in Hilbert space.
      Uwe Einmahl*, Indiana University, Bloomington

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