AMS Sectional Meeting Program by Special Session

Current as of Tuesday, April 12, 2005 15:10:33

Associate secretaries:
Lesley M Sibner, AMS lsibner@duke.poly.edu

Saturday October 11, 2003, 8:30 a.m.-10:45 a.m.
Special Session on Probability Theory, I
Room 321, Student Wing
Organizers:
Miguel A. Arcones, Binghamton University arcones@math.binghamton.edu
Evarist Gine, University of Connecticut gine@uconnvm.uconn.edu
- 8:30 a.m.
  Brownian loop soup.
  Gregory F. Lawler*, Cornell University
  (990-60-119)
- 9:05 a.m.
  The heat equation with multiplicative time-independent compound Poisson noise.
  Carl E Mueller*, University of Rochester
  Aurel Stan, University of Rochester
  (990-60-55)
- 9:40 a.m.
  Point processes associated with stationary stable processes.
  Sidney I. Resnick, Cornell University
  Gennady Samorodnitsky*, Cornell University
  (990-60-47)
- 10:15 a.m.
  Liquidity Risk and Arbitrage Pricing Theory.
  Philip E. Protter*, Cornell University
  Umut Cetin, Cornell University
  Robert Jarrow, Cornell University
  (990-60-100)

Saturday October 11, 2003, 3:05 p.m.-5:20 p.m.
Special Session on Probability Theory, II
Room 321, Student Wing
Organizers:
Miguel A. Arcones, Binghamton University arcones@math.binghamton.edu
Evarist Gine, University of Connecticut gine@uconnvm.uconn.edu
- 3:05 p.m.
  Old and New Results on the Asymptotic Distribution of Self--Normalized Sums.
  David M Mason*, University of Delaware
  (990-60-162)
- 3:40 p.m.
  Self-Normalized Processes In Dependent Variables.
  Victor H de la Pena*, Columbia University
  Michael J Klass, UC Berkeley
  Tze-Leung Lai, Stanford University
  (990-60-44)
- 4:15 p.m.
  Central limit theorems in geometric probability.
  Joseph E. Yukich*, Lehigh University
  (990-60-45)
- 4:50 p.m.
  Don't Be Fooled By Regular or Empirical Central Limit Theorems for Exchangeable Sequences vs I.I.D. Sequences.
  Xinxin Jiang*, Rhodes College
  Marjorie Hahn, Tufts University
  (990-60-99)

Sunday October 12, 2003, 8:30 a.m.-10:45 a.m.
Special Session on Probability Theory, III
Room 321, Student Wing
Organizers:
Miguel A. Arcones, Binghamton University arcones@math.binghamton.edu
Evarist Gine, University of Connecticut gine@uconnvm.uconn.edu
- 8:30 a.m.
  The extremal dependence measure, hidden regular variation and asymptotic independence.
  Sidney I Resnick*, Cornell University
  (990-60-91)
- 9:05 a.m.
  Density dependent Markov chains generated by iteration of iid random maps on R+.
  Krishna B. Athreya*, School of ORIE, Cornell University
  (990-60-97)
- 9:40 a.m.
  Natural wavelet expansions for Gaussian-Markov processes.
  Vladimir Dobric*, Lehigh University
  Francisco M. Ojeda, Lehigh University
  (990-60-271)
- 10:15 a.m.
  Wonham Filters with random parameters.
  Xin Guo*, School of ORIE, Cornell University
  (990-60-219)

Sunday October 12, 2003, 2:30 p.m.-4:45 p.m.
Special Session on Probability Theory, IV
Room 321, Student Wing
Organizers:
Miguel A. Arcones, Binghamton University arcones@math.binghamton.edu
Evarist Gine, University of Connecticut gine@uconnvm.uconn.edu
- 2:30 p.m.
  Sample path regularity for Brownian motions on compact groups.
  Laurent Saloff-Coste*, Cornell University
  Alexander Bendikov, Cornell University
  (990-60-205)
- 3:05 p.m.
  Stochastic differential equations on noncommutative $L^2$-spaces.
  Maria Gordina*, University of Connecticut
  (990-60-72)
- 3:40 p.m.
  Moment characterizing operators.
  Luigi Accardi, Centro Vito Volterra
  Hui-Hsiung Kuo, Louisiana State University
  Aurel Iulian Stan*, University of Rochester
  (990-60-81)
- 4:15 p.m.
  Markov chains, moment problems and discrete quantum gravity.
  Patrick T. McDonald*, New College of Florida
  Avner Ash, Boston College
  (990-60-115)

Inquiries: meet@ams.org

American Mathematical Society