Quasi-cumulants and limit theorems for stable laws.

Speaker: 

Professor Stanislav Molchanov

Institution: 

UNCC

Time: 

Wednesday, May 25, 2005 - 11:00am

Location: 

MSTB 256

We will present several new results about global theorem and asymptotic expansions for the distributions of iid random variables in the domain of attraction of stable laws. Particular attention will be paid to the Cuachy case which exhibits especially interesting features.

Moment problems, exchangeability, and the Curie-Weiss model

Speaker: 

Professor Tom Liggett

Institution: 

UCLA

Time: 

Wednesday, October 26, 2005 - 11:00pm

Location: 

MSTB 256

The Curie-Weiss model is an exchangeable probability measure $\mu$ on $\{0,1\}^n.$
It has two parameters -- the external magnetic field $h$ and the interaction $J$.
A natural problem is to determine when this measure extends to an exchangeable measure
on $\{0,1\}^{\infty}$. We will discuss two approaches to the following result:
$\mu$ can be (infinitely) extended if and only if $J\geq 0$. One of these
approaches relies on the classical Hausdorff moment problem. When $Jn$ can $\mu$ be extended to an exchangeable measure on $\{0,1\}^l$. Our approach
to this question involves an apparently new type of moment problem, which we will
solve. We then take $J=-c/l$, and determine the values of $c$ for which $l$-extendibility
is possible for all large $l$. This is joint work with Jeff Steif and Balint Toth.

Local martingale functions of Brownian motion

Speaker: 

Professor Patrick Fitzsimmons

Institution: 

University of California, San Diego

Time: 

Tuesday, April 26, 2005 - 11:00am

Location: 

MSTB 254

ABSTRACT: A harmonic function of the Brownian path is a local martingale. Is the converse true? We show that the class of local martingale functions of Brownian motion is co-extensive with the class of finely harmonic functions, and then use a results of Fuglede and Gardiner to answer this question in the negative, in dimensions bigger than 2.

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