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Probability and Computational Finance Seminar
Elnur Emrah
University of Wisconsin
Title: Corner growth models with inhomogeneous exponential and geometric weights

Abstract: The corner growth model is a prototypical model of stochastic growth that is amenable to precise analysis when the weights are i.i.d. exponentially or geometrically distributed. In this talk, we consider certain inhomogeneous generalizations of these exactly-solvable cases by relaxing the i.i.d. assumption. We present recent results on the hydrodynamic limit and the large deviation properties of the last-passage times.

Date: Monday, February 15, 2016
Time: 4:30 pm
Location: Wean Hall 8220
Submitted by:  Steve Shreve