Следващата сбирка на Семинара по приложна математика ще се проведе на 15.10 (сряда) от 15:00 в зала 503 на ИМИ-БАН. Доклад на тема Stochastic scattering control of Walsh's spider diffusion with optimal diffraction probability measure selected from its own local-time ще изнесе Исаак Охави, който работи в обалсти като стохастичен контрол, стохастична оптимизация и частни диференциални уравнения. Abstract: In this talk, we start by giving a short introduction on "classical" stochastic control theory and its connection with second order nonlinear PDE theory. Then, we present Walsh’s spider diffusions living on a star-shaped network, and explain how these processes are at the origin of new problems of stochastic scattering control. A main direction is to focus and understand precisely their behavior and local time at the vertex. Thereafter, [...]

Следващата сбирка на Семинара по приложна математика ще бъде на 11.11. (вторник) от 14:00 в ИМИ-БАН, Зала 503. Докладчик: Хелмут Питърс (Манхайм, Германия) Заглавие: The number of cycles in a random permutation and the number of segregating sites jointly converge to the Brownian sheet Резюме: Consider a random permutation of {1, …, ⌊nᵗ²⌋} drawn according to the Ewens measure with parameter t₁, and let K(n, t) denote the number of its cycles, where t ≡ (t₁, t₂) ∈ [0, 1]². Next, consider a sample drawn from a large, neutral population of haploid individuals subject to mutation under the infinitely many sites model of Kimura, whose genealogy is governed by Kingman’s coalescent. Let S(n, t) count the number of segregating sites in a sample of size [...]