Analysis Student Seminar

from Wednesday
January 01, 2020 to Sunday
May 31, 2020
Show events for:
Instructions for subscribing to Stony Brook Math Department Calendars

Wednesday
January 29, 2020

4:00 PM
Math Tower 5-127
Matthew Dannenberg, Stony Brook University
Introduction and Topic Proposals

We 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 5-127
Timothy Alland, Stony Brook University
A Crash Course on Probability and Martingales

In 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 5-127
Timothy Alland, Stony Brook University
Conditional Expectation and Martingales

We'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 5-127
Matthew Dannenberg, Stony Brook University
There and Back Again: An Overview of Brownian Motion

Here 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.


Show events for:
Instructions for subscribing to Stony Brook Math Department Calendars