The history of the Utrecht Stochastics Seminar

Back to the Stochastics Colloquium homepage.

Spring 2009

• 4 February, 2009 : Sasha Gnedin (UU)
  Advances in the species sampling

• 11 March, 2009 : Wouter Kager (VU)
  Internal Diffusion Limited Aggregation

• 8 April, 2009 : Artem Sapozhnikov (Eurandom)
  Two-dimensional invasion percolation and incipient infinite clusters

• 22 April, 2009 : Vsevolod Shneer (Eurandom)
  A unified approach to heavy traffic for asymptotically stable random walks

• 13 May, 2009 : Bert van Es (UvA)
  Two dimensional uniform kernel deconvolution

• 3 June, 2009 : Henk Bruin (Surrey University (UK))
  σ - finite measure preserving transformations and Young towers

• 24 June, 2009 : Charlene Kalle (UU)
  Expansions and extensions

Fall 2008

• 12 November, 2008 (BBL 471): Jerzy Filar (University of South Australia)
  Controlled Markov Chains, Graphs and Hamiltonicity

• 26 November, 2008 (BBL 420): Paulo Serra (UU)
  M-estimation of the period of the intensity function of a cyclical nonhomogeneous Poisson process

Spring 2008

• 12 February, 2008 (Minnaertgebouw 204): Alex Iksanov (Kiev)
  The Bernoulli sieve revisited

• 2 April, 2008 (Wednesday): Matthieu Jonckheere (CWI)
  Optimizing Whittle networks

• 7 April, 2008 (Minnaertgebouw 207): Cristian Giardina (TUE/EURandom)
  Overlap distribution and ultrametricity in spin glasses

• 14 April, 2008 (Minnaertgebouw 207): Steve Alpern (LSE, London)
  Analysis and design of selection committees: a game theoretic approach

• 23 April, 2008 (Wednesday): Fetsje Bijma (VU)
  Parameterizing the covariance matrix for magnetoencephalographic brain data

• 7 May, 2008 (Wednesday): Richard Gill (Leiden University)
  Careless Statistics Cost Lives: the Utrecht probiotica trial (Look here for an extended abstract and here for slides of the talk)

• 14 May, 2008 (Wednesday): Harry van Zanten (VU)
  Small deviations of smooth stationary Gaussian processes

• 9 June, 2008 (BBL 165): Tom Britton (Stockholm University)
  Random graphs: a useful tool in epidemic modelling

• 16 June, 2008 (BBL 165): Pieter Trapman (UU)
  The growth of a long-range percolation cluster on Z^d and an epidemiological application

• 30 June, 2008: Attila Herczegh (VU)
  Central limit theorems in ergodic theory

Fall 2007

• 11 September, 2007: (BBL 108) Sasha Gnedin (UU)
  Variations on Ignatov's theorem

• 20 November, 2007: (Wiskundegebouw 610) Ismael Castillo (VUA)
  Nonregular semiparametrics for Gaussian white noise models

• 27 November, 2007: Anne Fey - den Boer (EURandom)
  Self-organized criticality in the sandpile model

• 11 December, 2007: Uwe Einmahl (Vrije Universiteit Brussel)
  A generalization of the law of the iterated logarithm

• 18 December, 2007: Sasha Gnedin (UU)
  The game of googol

Spring 2007

• 6 February, 2007: Grygoriy Torbin (Bonn,Kiev)
  Probabilistic approach to fractal analysis of subsets of non-normal numbers

• 13 February, 2007: Wolfgang Steiner (Paris)
  Beta expansions of minimal weight

• 20 February, 2007: Eduard Belitser (UU)
  On an adaptive confidence set in white noise model

• 13 March, 2007: Tobias Müller (EURandom)
  Colouring random geometric graphs

• 27 March, 2007: (Minnaertgebouw 204) Erik Baurdoux (UU)
  The McKean stochastic game driven by a spectrally negative Lévy process

• 1 May, 2007: Sébastien Blachere (EURandom)
  Asymptotic properties of the Green distance on discrete groups

• 8 May, 2007: Pieter Trapman (UU)
  Generalised random graphs as a model for epidemic spread in an inhomogeneous population

• 15 May, 2007: Grigory Olshansky (IITP, Moscow)
  Random walks on partitions and their limits

• 22 May, 2007: Yuri Yakubovich (UU)
  Collisions in Lambda-coalescents

• 29 May, 2007: Arno Berger (Univ. of Canterbury, New Zealand)
  Digits and Dynamics -- Benford's Law Revisited

• 5 June, 2007: Ted Hill (Georgia Tech, Atlanta)
  Fair Division Problems: Cake-cutting and Convexity

• 12 June, 2007: (Wiskundegebouw K8b) Willem Kruijer (VU)
  Bayesian Density Estimation with Location-Scale Mixtures

• 26 June, 2007: Marcel Visser (UvA)
  Proxies for Daily Volatility

Fall 2006

• 4 October, 2006, Room K11: Paul Bolt (student UU)
  Statistical Validation of Satellite Images of Clouds, using Ground Observations and Kernel Estimation (Master thesis presentation)

• 21 November, 2006: Johan van Leeuwaarden (TUE, EURandom)
  Moments of the maximum of the Gaussian random walk

• 28 November, 2006: Wouter Kager (EURandom)
  Patterns on percolation clusters: ratios and limit theorems

• 19 December, 2006 15:30—16:15: Remco van der Hofstad (TUE, EURandom)
  Random Graphs and Complex Networks: The Preferential Attachment Paradigm

Spring 2006

• 18 January, 2006: Michel Vellekoop (UTwente)
  An Option Pricing Model with Heavy Tails

• 25 January, 2006: Fabio Rigat (EURandom)
  Markov chain Monte Carlo inference using parallel hierarchical sampling

• 15 February, 2006: Nadia Lalam (EURandom)
  A Bayesian approach to quantitative Polymerase Chain Reaction

• 8 March, 2006: Sasha Gnedin (UU)
  Moments of convex distribution functions and completely alternating sequences

• 15 March, 2006: Yuri Yakubovich (UU)
  Recursive partition structures

• 22 March, 2006: Andrey A. Dorogovtsev (Inst. of Mathematics, Kyiv, Ukraine)
  Stochastic flows with interactions and some class of the measure-valued processes of constant mass

• 23 May, 2006 (Tuesday, 16:15−17:00): Cédric Boutillier (CWI)
  Curl-free walks in Z ² and the lamplighter problem

• 30 May, 2006 (Tuesday, 16:15−17:00, room K11): Misja Nuyens (VU)
  Bounds for critical values of Bak-Sneppen models

• 6 June, 2006 (Tuesday, 14:00−18:00, Buys Ballot Labs 107a): Mini workshop on random partitions
  See the schedule

• 20 June, 2006 (Tuesday, 16:00−16:45, Minaert Gebouw 207): Richard Gill (UU)
  Farewell to Coarsening at Random
  We plan to go out for a biertje afterwards.

Fall 2005

• 24 August, 2005: Charlene Kalle (UU): Master presentation
  Convergence of logarithmic return times

• 21 September, 2005: Sasha Gnedin (UU)
  The Chain Records

• 5 October, 2005: Grégory Maillard (EURandom)
  Parabolic Anderson model with symmetric simple exclusion branching

• 19 October, 2005: Budhi Surya (UU)
  On a free boundary problems of perpetual optimal stopping driven by Levy processes

• 26 October, 2005: Yoichi Nishiyama (The Institute of Statistical Mathematics, Tokyo)
  Tightness of  l ^∞-valued local martingales with infinitely many jumps, with application to nonparametric inference for Levy processes

• 9 November, 2005: Bernardo D'Auria (EURandom)
  Data network models of burstiness

• 23 November, 2005: Eric Cator (TU Delft)
  A probabilistic approach to cube-root asymptotics for the Hammersley process

• 30 November, 2005: Vadim Shcherbakov (CWI)
  Gaussian fluctuations of random point measures generated by cooperative sequential adsorption

• 7 December, 2005: Rik Lopuhaä (TU Delft)
  Distributional results concerning the NPMLE of a decreasing density

• 21 December, 2005: Nick Schutgens (KNMI)
  Statistical issues in cloud studies

Spring 2005

• 9 February, 2005: Leila Mohammadi (Eurandom)
  Rates of convergence in threshold-estimation

• 16 February, 2005: Shota Gugushvili (UvA)
  A kernel type nonparametric density estimator for decompounding

• 23 February, 2005: Ton Dieker (CWI)
  On factorization identities and embeddings for Lévy processes

• 2 March, 2005: Vadim Shcherbakov (CWI/PNA4)
  Cooperative sequential adsorption and related sequential Markov point processes

• 9 March, 2005: Sasha Gnedin (UU)
  Boundaries of the classical number triangles

• 16 March, 2005: Richard Gill (UU)
  Missing data and biased sampling versus quantum non-locality

• 23 March, 2005: Andrew Barbour (Universität Zürich)
  Some applications of Stein's Method

• 30 March, 2005: Byoung Ki Seo (UU)
  Asymptotic behaviors of the first return time of translations on a torus

• 1 June, 2005: Paola Loreti (Università degli Studi di Roma "La Sapienza")
  Viscosity solutions and optimal control problems with state constraints

• 8 June, 2005: Sasha Gnedin (UU)
  Coherent permutations with descent statistic

• 22 June, 2005: Richard Gill (UU)
  Quantum Cramér-Rao bounds and asymptotic optimality in quantum statistics

Fall 2004

• 22 September, 2004: Amke Caliebe (Uni-Kiel, Germany),
  Representation of Fixed Points of a Smoothing Transformation
  

• 13 October, 2004 ( Utrecht Probability Reading Group ): Stan Alink (University of Nijmegen)
  Copulas and Extreme Behaviour
  

• 26 October, 2004 ( at 10.00 AM, ROOM: K11 ): Nathalie Eisenbaum (University of Paris VI)
  A connection between Gaussian processes and Markov processes
  

• 3 November, 2004: Yoichi Nishiyama (The Institute of Statistical Mathematics, Tokyo),
  Test for parameter change in diffusion processes by cusum statistics based on one-step estimators
  

• 17 November, 2004: Nick Bingham (University of Sheffield, UK),
  Semi-parametric statistics in mathematical finance
  

• 24 November, 2004: Bert Zwart (Eurandom),
  Exponential Functionals of Levy Processes: Mellin Transforms and Tail Asymptotics
  

• 1 December, 2004 : Alexey Koloydenko (Eurandom),
  Adaptive Coding of Microstructure of Natural Images
  

• 8 December, 2004: Jon A. Wellner (University of Washington, USA),
  Estimation Under Shape Constraints: Monotone, Convex, and Beyond
  

• 15 December, 2004: Raoul Pietersz (Erasmus University of Rotterdam),
  Generic Market Models
  

Spring 2004

• 21 January , 2004: Erik Balder (UU),
  Solution of an Open Problem on Existence of Competitive Equilibria in Economies with a Measure Space of Consumers
  

• 11 February , 2004: Budhi Arta Surya (UU),
  Two Dimensional Estimation of Stochastic Volatility
  

• 18 February , 2004: Eduard Belitser (UU),
  On minimax estimation of infinite (high-) dimensional vector of binomial proportions
  

• 26 February , 2004: Jordan Stoyanov (University of Newcastle upon Tyne)
  Moment analysis of distributions
  

• 24 March , 2004: Richard Gill (UU),
  Strange convergence rates for estimation of the parameters of a quantum coin toss
  

• 31 March , 2004: Igor Grubisic (UU),
  A Geometric View of Correlation Matrices
  

• 7 April , 2004: Peter Grunwald (CWI),
  Updating Probabilities
  

• 21 April , 2004 ( Utrecht Probability Reading Group ): Z. Palmowski (UU),
  Markov processes conditioned to never exit a subspace of the state space with application to the single server queue
  

• 28 April , 2004: Vladimir Vatutin (Steklov Math. Inst., Russia),
  Branching Processes in Random Environtment
  

• 26 May , 2004 ( Utrecht Probability Reading Group )
  will participate in Delft Functional Analysis Seminar: Go here.
  

• 9 June , 2004: Bert Zwart (TUE),
  Delay asymptotics in the GI/GI/1 PS queue
  

• 23 June , 2004: Hansjoerg Albrecher (KU Leuven, Belgium)
  Ruin theory in the presence of dependence
  

• 30 June , 2004 ( Utrecht Probability Reading Group ): P. Andrew (UU)
  Levy Processes exiting small intervals.
  

• 7 July , 2004 ( Utrecht Probability Reading Group ): Budhi Arta Surya (UU)
  The Term Structures of Credit Spreads Under Spectrally Negative Levy Processes
  

Fall 2003

• September 3, 2003: Karma Dajani (UU) - Measures of maximal entropy for random beta-transformations.

• October 1, 2003: Ana-Maria Matache (ETH) - Wavelet Galerkin Pricing of Options on Levy Driven Assets

• October 8, 2003: Erik Baurdoux (UU) - Israeli Integral option

• November 5, 2003: F.Enikeeva - Minimax estimation of fractional derivatives

• 26 November, 2003: Richard D. Gill (UU) - Passion at a distance of 30 sigma

• 3 December, 2003: Larbi Alili (ETH) - Boundary crossing and Doob's transformation for a Brownian motion

Spring 2003

• January 15, 2003: Jan Joris Roessingh (NLR & Helmholtz institute Utrecht) - The acquisition of complex skills by human operators - stochastic model and statistical analysis

• January 23, 2003 (General colloquium): Jean Bertoin (Paris VI) - Some aspects of coalescents

• January 29, 2003: Zbigniew Palmowski (Eurandom & University of Wroclaw, Poland) - A technique for exponential change of measure for Markov processes

• February 5, 2003: M.P. Seevinck (UU, Physics) - Multi partite Bell-type inequalities for partial separability and quantum mechanical violations

• February 12, 2003: Eduard Belitser (UU) - On asymptotic expansion of pseudovalues in nonparametric median regression

• February 19, 2003: Nelly Litvak (TU Twente) - On the minimal travel time needed to collect n items on a circle

• February 26, 2003: Goran Peskir (Aarhus) - Free-Boundary Problems and Local Time on Curves

• March 5, 2003: Alexander Gnedin (UU) - Recursive Sampling Formulas

• March 12, 2003: Andreas Kyprianou (UU) - Exact radial speed of the support of SuperBrownian motion

• April 2, 2003: K. Maulik (Eurandom) - Hidden Regular Variation

• April 9, 2003: Remco van der Hofstad (TUE & Eurandom) - Random subgraphs of the n-cube

• May 14, 2003: Hans Maassen (KUN) - Quantum Markov Chains (This talk will take place in Room K8b)

• May 21, 2003: Christoph Kuehn (University of Frankfurt) - Pricing Derivatives of American and Game Type in Incomplete Markets

  June 3, 2003: Day on Levy processes
  

  A day of 30-minute talks on topics in the area of Levy processes. Speakers that have agreed: Jean Bertoin, Marc Yor, Ron Doney, Andreas Kyprianou, Alexander Gnedin and Martijn Pistorius. Details to be announced. For more information please contact Andreas Kyprianou

• June 11, 2003: Madalin Guta - An invitation to quantum tomography

• June 12, 2003 (General colloquium): Chris Rogers (Cambridge) - Fundamental Notion: the Martingale

• June 18 , 2003: Jan van Neerven (TUDelft) - Stochastic Integration in Banach Spaces and Banach space geometry

Fall 2002

• September 4, 2002
  • 15h15 - 16h00: Frans de Weert (student UU) - Basket and Skew Arbitage
  • 16h15 - 17h00: G. Krupa (Lublin, Poland) - The LLN for Ballistic, Multi-dimensional Random Walks on Random Lattices with Correlated Sites and Diffusions with Random Drift.

• September 18, 2002: Alexander Gnedin (UU) - Best choice from the planar Poisson process

• September 25, 2002: UU-stat lecture

• October 2, 2002: Richard Gill (UU) - Hidden variables, missing data and optimal design of the experiment of the century

• October 9, 2002: Igor Grubisic (UU) - The BGM model

• October 23, 2002: T.P Hill (School of Mathematics, Georgia Institute of Technology, Atlanta USA) - Constructing Random Probability Distributions

• November 6, 2002: Claudia Kl"uppelberg (TU M"unchen) - Shot noise processes and applications to finance and insurance

• November 13, 2002: Lunteren meeting

• November 20, 2002: Eric Balder (UU) - On Fatou's lemma for vector-valued functions

• November 27, 2002: Kaleidoscoop dag Aeskwadraat

• December 4, 2002: Geerten de Kruijf (student UU) - Using Options for Guarantee Products

• December 11, 2002: Bianca Snel (student UU) - On a statistical model for auditing

Spring 2002

• January 9, Janos Englander (Eurandom),
  Branching Brownian motion among Poissonian obstacles
  

• January 30, Erik Balder (UU),
  Equilibria for discontinuous noncooperative games: applications of topological measure theory.
  

• February 13, Judith Lok (LUMC),
  Statistical modelling of causal effects in time
  

• February 27, Eduard Belitser (UU),
  Empirical Bayes adaptation in Gaussian white noise model
  

• March 6, Karl Sigman (Columbia University, Dept. IEOR),
  Some results/thoughts/conjectures on stability of FIFO multi-class queueing networks
  

• March 14 (General Colloquium), Anatoly Vershik (PDMI, St. Petersburg, Russia; now visiting MPI, Bonn, Germany),
  Probabilistic and Combinatorial Aspects of the Theory of Group Representations
  

• April 3, Larbi Alili (ETH Zurich),
  On some hyperbolic principal values of Brownian local times
  

• April 17, Arno Siebes (UU, Computer Science),
  Complex Data: Mining Using Patterns
  

• April 24, Bas Kleijn (VU Amsterdam),
  The asymptotics of mis-specified non-parametric Bayesian statistics
  

• May 22, Manuel Ballester (UU),
  A new approach to the Cramer-Rao type bound of the pure state model
  

• May 29, S.Ghosal (North Carolina State University, Dept. of statistics)
  Nonparametric Bayesian estimation of the spectral density of a time series

• June 5, Remco van der Hofstad (TU Eindhoven)
  Weak interaction limits for one-dimensional random polymers

• June 12, Marie-Colette van Lieshout (CWI)
  Locally scaled Markov point processes

Fall 2001

• August 27, Erica van der Kolk,
  Een model voor ziekte gecorrigeerd voor populatie stratificatie. Is er stratificatie aanwezig?
  

• September 11, Kyewon Park (Korea),
  Spatial determinism for Z^2-actions
  

• September 19, Richard Gill (UU/Eurandom),
  "Accardi contra Bell"
  

• October 10, Andreas Kyprianou (UU),
  Charging balls with a branching Markov diffusion
  

• October 17, Alexander Gnedin (UU),
  Fibonacci solitaire
  

• November 7, Lenneke Roodenburg,
  Quantile hedging and efficient hedging
  

• November 21, Eric Cator (TU Delft),
  Coarsening at random is not quite everything
  

• November 28, Karma Dajani (UU),
  From greedy to lazy expansions and their driving dynamics.
  

• December 5, Andries Lenstra (Eurandom),
  Cramer-Rao revisited
  

• December 12, Henry Matzinger (Eurandom),
  Scenery Reconstruction In Two Colors With Jumps
  

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