Friday, January 30, 2009 - 12:30 , Location: Skiles 269 , Jinyong Ma , School of Mathematics, Georgia Tech , Organizer:
I plan to give a simple proof of the law of iterated logarithm in probability, which is a famous conclusion relative to strong law of large number, and in the proof I will cover the definition of some important notations in probability such as Moment generating function and large deviations, the proof is basically from Billingsley's book and I made some.
Friday, January 23, 2009 - 12:30 , Location: Skiles 269 , Linwei Xin , School of Mathematics, Georgia Tech , Organizer:
In this talk, I will focus on some interesting examples in the conditional expectation and martingale, for example, gambling system "Martingale", Polya's urn scheme, Galton-Watson process, Wright-Fisher model of population genetics. I will skip the theorems and properties. Definitions to support the examples will be introduced. The talk will not assume a lot of probability, just some basic measure theory.