NSF/CBMS Conference
Small Deviation Probabilities: Theory and Applications

Wenbo V. Li, Lecturer

June 4-8, 2012
University of Alabama in Huntsville

Tentative Schedule

Sunday, June 3
TimeEventLocation
6:30-8:00 PM Informal Reception (Cash Bar)Bevill Center Hotel
Monday, June 4 (Chair: Kyle Siegrist)
TimeEventLocation
8:00-8:45 On-site Registration and CoffeeShelby Center Lobby
8:45-9:00 Opening Remarks, Dr. Jack Fix (Dean, UAH College of Science)Shelby Center 109
9:00-10:00 Lecture 1, Wenbo V. LiShelby Center 109
10:00-10:15 Coffee BreakShelby Center 301
10:15-11:15 Lecture 2, Wenbo V. LiShelby Center 109
11:15-11:30 Coffee BreakShelby Center 301
11:30-12:30Laplace asymptotics and Brownian functionals, Xia Chen (University of Tennessee Knoxville)Shelby Center 109
12:30-2:00 LunchShelby Center 301
2:00-3:00Lecture 3, Wenbo V. LiShelby Center 109
3:00-3:15 Coffee BreakShelby Center 301
3:15-3:35Symmetry Breaking in Quasi 1-D Coloumb Systems, Paul Jung (University of Alabama BirminghamShelby Center 109
3:40-4:00Almost sure asymptotics for Ornstein-Uhlenbeck processes of Poisson potential, Fei Xing (University of Tennessee Knoxville),Shelby Center 109
4:05-4:25Semiparametric bounds on completely monotone functions, Guoqing Liu (Harbin Institute of Technology)Shelby Center 109
Tuesday, June 5 (Chair: Zhijian Wu)
TimeEventLocation
9:00-10:00Lecture 4, Wenbo V. LiShelby Center 109
10:00-10:15 Coffee BreakShelby Center 301
10:15-11:15Lecture 5, Wenbo V. LiShelby Center 109
11:30-12:30A CLT for empirical processes and empirical quantile processes involving time dependent data, James Kuelbs (University of Wisconsin, Madison)Shelby Center 109
12:30-2:00LunchGarden View Cafe
2:00-3:00Second-order chaos and processes on Heisenberg-like groups, Tai Melcher (University of Virginia)Shelby Center 109
3:00-3:15Coffee BreakShelby Center 301
3:15-3:35Small value probabilities for continuous state branching processes with immigration, Weijuan Chu (Nanjing University)Shelby Center 109
3:40-4:00 Posterior consistency of the Bayesian approach to linear ill-posed inverse problems, Sergios Agapiou (University of Warwick)Shelby Center 109
4:05-4:25Strong analytic solutions of fractional Cauchy problems, Jebessa B Mijena (Auburn University) Shelbey Center 109
Wednesday, June 6 (Chair: Shannon Starr)
TimeEventLocation
9:00-10:00Lecture 6, Wenbo V. LiShelby Center 109
10:00-10:15Coffee BreakShelby Center 301
10:15-11:15Lecture 7, Wenbo V. LiShelby Center 109
11:15-11:30Coffee BreakShelby Center 301
11:30-12:30Metric entropy in learning theory and small deviations, Thomas Kühn (Universität Leipzig)Shelby Center 109
12:30-2:00 LunchShelby Center 301
2:00-3:00 Interplay between convex geometry, bracketing entropy and small ball probability, Frank Gao (University of Idaho)Shelby Center 109
3:00-3:15Coffee BreakShelby Center 301
3:15-3:35Most likely paths of short falls in certain hedging problems, Zhijian Wu (University of Alabama) Shelby Center 109
3:40-4:00The first exit time of a Brownian motion from the minimum and maximum parabolic domains, Dawei Lu (Dalian University)Shelby Center 109
4:05-4:25First passage times of Lévy processes over a one-sided moving boundary, Tanja Kramm (Teschnishe Universität, Berlin)Shelby Center 109
Thursday, June 7 (Chair: Paul Jung)
TimeEventLocation
9:00-10:00Lecture 8, Wenbo V. LiShelby Center 109
10:00-10:15 Coffee BreakShelby Center 301
10:15-11:15 Lecture 9, Wenbo V. LiShelby Center 109
11:15-11:30 Coffee BreakShelby Center 301
11:30-12:30Malliavin calculus and convergence in density, Yaozhong Hu (University of Kansas)Shelby Center 109
12:30-2:00LunchGarden View Cafe
2:00-3:00Littlewood-Offord estimates and applications to random matrix theory, Hoi Nguyen (University of Pennsylvania)Shelby Center 109
3:00-3:15Coffee BreakShelby Center 301
3:15-3:35Survival probabilities of weighted random walks, Christoph Baumgarten (Technische Universität, Berlin) Shelby Center 109
3:40-4:00Central limit theorem for an additive functional of the fractional Brownian motion, Jangjun Xu (University of Kansas)Shelby Center 109
4:05-4:25Exact small deviation asymptotics for some Brownian functionals, Ruslan Pusev (Saint Petersburg State University)Shelby Center 109
4:30-4:50Some results on the excursion probabilities of Gaussian random fields, Dan Cheng (Michigan State University Shelby Center 109
5:30-7:00Conference Reception (Cash Bar)Bevill Center
Friday, June 8 (Chair: Dongsheng Wu)
TimeEventLocation
9:00-10:00Lecture 10, Wenbo V. LiShelby Center 109
10:00-10:15Coffee BreakShelby Center 301
10:15-11:15Small ball properties and fractal properties of Gaussian random fields, Yimin Xiao (Michigan State University)Shelby Center 109
11:15-11:30Coffee BreakShelby Center 301
11:30-12:30Discrepancy, small balls, and harmonic analysis, Michael Lacey (Georgia Institute of Technology)Shelby Center 109
12:30-2:00 LunchShelby Center 301
2:00-3:30Problems and DiscussionShelby Center 109