Wednesday January 29, 2020 4:00 PM Math Tower 5127
 Matthew Dannenberg, Stony Brook University
Introduction and Topic ProposalsWe will have presentations on possible topics for the seminar this semester, followed by a vote.

Wednesday February 05, 2020 4:00 PM  5:15 PM Math Tower 5127
 Timothy Alland, Stony Brook University
A Crash Course on Probability and MartingalesIn this talk we'll review the basic terminology and vocabulary of probability theory. Then we'll move on to define and discuss martingales.

Wednesday February 12, 2020 4:00 PM  05:15 AM Math Tower 5127
 Timothy Alland, Stony Brook University
Conditional Expectation and MartingalesWe'll review the properties of conditional expectation and discuss martingales and their relationship with random walks.

Wednesday February 19, 2020 4:00 PM  5:15 PM Math Tower 5127
 Matthew Dannenberg, Stony Brook University
There and Back Again: An Overview of Brownian MotionHere we will discuss the definition of Brownian Motion and some of the most important properties of this stochastic process. We will then place it in the larger context of Gaussian random variables and random fields. The close of the talk will introduce some random processes derived from Brownian Motion, such as the Brownian Bridge.

