Stein's Method for the Lightbulb Process (Larry Goldstein and Haimeng Zhang)

Speaker: 

Professor Larry goldstein

Institution: 

USC

Time: 

Tuesday, March 2, 2010 - 11:00am

Location: 

RH 306

In the so called light bulb process of Rao, Rao and Zhang (2007), on days r =
1, . . . , n, out of n light bulbs, all initially off, exactly r bulbs, selected uniformly and
independent of the past, have their status changed from off to on or vice versa. With
X the number of bulbs on at the terminal time n, an even integer and = n/2, σ2 =
varX, we have
sup
∈R 􏰐
􏰐
P ( X −
σ ≤ z ) − P (Z ≤ z )
􏰐􏰐 ≤
n
2σ2 ∆0 + 1.64
n
σ3 +
2
σ
where Z is a
N (0, 1) random variable and
∆0
≤
1
2√n +
1
2n + e−
n/2
, for n
≥ 4,
yielding a bound of order O(n−1/2 ) as n
→ ∞.
The results are shown using a version of Steins method for bounded, monotone
size bias couplings. The argument for even n depends on the construction of a variable
X s on the same space as X which has the X size bias distribution, that is, which
satisfies
E[X g(X )] = E[g(X s )], for all bounded continuous g
and for which there exists a B
≥ 0, in this case, B = 2, such that X ≤ X
s
≤ X + B
almost surely. The argument for odd n is similar to that for n even, but one first
couples X closely to V , a symmetrized version of X, for which a size bias coupling of
V to V s can proceed as in the even case.

What equation does a diffusing particle obey?

Speaker: 

Professor Janek Wehr

Institution: 

University of Arizona

Time: 

Friday, February 12, 2010 - 11:00am

Location: 

RH 306

Motion of a Brownian particle in a force field is described in the Smoluchowski-Kramers approximation by a stochastic differential
equation---Langevin equation.
If the diffusion coefficient depends on the particle's position, this equation is ambiguous due to several possible interpretations
of the stochastic differential. Two most often used interpretations are those of Ito and Stratonovitch, so the problem
is sometimes called the Ito-Stratonovitch dilemma. I will discuss the results of a recent experiment, which determine what
is the correct interpretation of the Langevin equation and show how they are consistent mathematically with the
Smoluchowski-Kramers approximation. Possible implications for studying a class of stochastic differential equations will
be mentioned.

Wave propagation and imaging in noisy environments.

Speaker: 

Professor Knut Solna

Institution: 

UCI

Time: 

Tuesday, October 27, 2009 - 11:00am

Location: 

RH 306

We consider modeling of wave propagation phenomena
in some noisy and cluttered environments. We then show how
the noisy environment may have an effect when trying
to use wave reflections for imaging purposes. In particular
we discuss the so called parabolic approximation regime
corresponding to long range propagation.

The boundary Haranck principle of the independent sum of Brownian motion and symmetric stable process.

Speaker: 

Professor Panki Kim

Institution: 

Seoul National University

Time: 

Tuesday, November 24, 2009 - 11:00am

Location: 

RH 306

In this talk, we consider the family of pseudo differential operators $\{\Delta+ b \Delta^{\alpha/2}; b\in [0, 1]\}$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$. We establish a uniform boundary Harnack principle with explicit boundary decay rate for nonnegative functions which are harmonic with respect to $\Delta +b = \Delta^{\alpha/2}$ (or equivalently, the sum of a Brownian motion and an independent symmetric $\alpha$-stable process with constant multiple $b^{1/\alpha}$) in $C^{1, 1}$ open sets.

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