Tuesday, September 27, 2016 (3:00 p.m. in Yost 306)
Title: Occupation times of discrete-time fractional Brownian motion
Speaker: Manfred Denker (Professor, Mathematics Department, Penn State University)
Abstract: For discrete-time fractional Brownian motion with Hurst parameter greater than 1/4 I will prove a conditional local limit theorem and show how this theorem together with infinite...
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Friday, September 30, 2016 (3:15 p.m. in Yost 306)
Title: Universality laws for randomized dimension reduction
Speaker: Joel Tropp (Professor, California Institute of Technology)
Hosted by Mark Meckes
Abstract: Dimension reduction is the process of embedding high-dimensional data into a lower dimensional space to facilitate its analysis. In the Euclidean setting, one fundamental technique for dimension reduction...