AMS Sectional Meeting AMS Special Session
Current as of Monday, July 10, 2017 10:39:11
Special Event or Lecture · Inquiries: meet@ams.org
Spring Central Sectional Meeting
Indiana University, Bloomington, IN
April 1-2, 2017 (Saturday - Sunday)
Meeting #1127
Associate secretaries:
Georgia Benkart, AMS benkart@math.wisc.edu
Special Session on Self-similarity and Long-range Dependence in Stochastic Processes
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Saturday April 1, 2017, 9:00 a.m.-11:20 a.m.
Special Session on Self-similarity and Long-range Dependence in Stochastic Processes, I
BH217, Ballantine Hall
Organizers:
Takashi Owada, Purdue University
Yi Shen, University of Waterloo
Yizao Wang, University of Cincinnati yizao.wang@uc.edu
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9:00 a.m.
Functional limit laws for recurrent excited random walks.
Elena Kosygina, Baruch College
Jonathon Peterson*, Purdue University
(1127-60-59) -
9:30 a.m.
Central limit theorems for random walks in balanced random environment.
Xiaoqin Guo*, Purdue University
N Berger, TU-Munich
J.-D. Deuschel, TU-Berlin
A. F Ramirez, Pontificia Universidad Cat\'olica de Chile
(1127-60-161) -
10:30 a.m.
On the extreme values of the Riemann zeta function on random intervals of the critical line.
Joseph Najnudel*, University of Cincinnati
(1127-60-414) -
11:00 a.m.
The expected Euler characteristic approximation for Gaussian vector fields.
Dan Cheng*, Texas Tech University
Yimin Xiao, Michigan State University
(1127-60-203)
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9:00 a.m.
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Saturday April 1, 2017, 3:00 p.m.-4:50 p.m.
Special Session on Self-similarity and Long-range Dependence in Stochastic Processes, II
BH217, Ballantine Hall
Organizers:
Takashi Owada, Purdue University
Yi Shen, University of Waterloo
Yizao Wang, University of Cincinnati yizao.wang@uc.edu
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3:00 p.m.
Bivariate long-range dependent time series models with general phase.
Vladas Pipiras*, University of North Carolina
Stefanos Kechagias, SAS Institute
(1127-60-249) -
3:30 p.m.
Statistical Inference for Extremes of Long Memory Processes.
Rafal Kulik*, Department of Mathematics and Statistics, University of Ottawa
(1127-60-234) -
4:00 p.m.
Estimating the correlation in a stochastic volatility model with LRD.
Alexandra Chronopoulou*, University of Illinois, Urbana-Champaign
(1127-60-355) -
4:30 p.m.
Between-block dependence under long memory.
Shuyang Bai*, University of Georgia
Murad Taqqu, Boston University
(1127-62-31)
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3:00 p.m.
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Sunday April 2, 2017, 8:30 a.m.-11:20 a.m.
Special Session on Self-similarity and Long-range Dependence in Stochastic Processes, III
BH217, Ballantine Hall
Organizers:
Takashi Owada, Purdue University
Yi Shen, University of Waterloo
Yizao Wang, University of Cincinnati yizao.wang@uc.edu
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8:30 a.m.
Rate of convergence to equilibrium for fractional driven stochastic differential equations with rough multiplicative noise.
Samy Tindel*, Purdue University
(1127-60-92) -
9:00 a.m.
Analysis of space-time fractional stochastic partial differential equations.
Erkan Nane*, Auburn University
(1127-60-43) -
9:30 a.m.
Coupled stochastic reaction-diffusion equations on metric graphs.
Wai T Fan*, Madison
(1127-60-235) -
10:30 a.m.
Fractal Properties of Operator Stable L\'evy Processes.
Yimin Xiao*, Michigan State University
(1127-60-163) -
11:00 a.m.
Potential theory of subordinate killed Brownian motions.
Panki Kim, Seoul National University
Renming Song*, University of Illinois at Urbana-Champaign
Zoran Vondracek, University of Zagreb
(1127-60-160)
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8:30 a.m.
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Sunday April 2, 2017, 1:00 p.m.-1:50 p.m.
Special Session on Self-similarity and Long-range Dependence in Stochastic Processes, IV
BH217, Ballantine Hall
Organizers:
Takashi Owada, Purdue University
Yi Shen, University of Waterloo
Yizao Wang, University of Cincinnati yizao.wang@uc.edu
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1:00 p.m.
Excursion landscape.
Ju-Yi Yen*, University of Cincinnati
(1127-60-377) -
1:30 p.m.
Compatibility for Change of Measures.
Bin Wang, Beijing Technology and Business University
Ruodu Wang, University of Waterloo
Yi Shen, University of Waterloo
Jie Shen*, University of Waterloo
(1127-60-291)
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1:00 p.m.
Inquiries: meet@ams.org