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Math Colloquium
Tom Alberts
California Inst. of Technology
Title: Diffusions of Multiplicative Cascades

Abstract: A multiplicative cascade is a randomization of any measure on the unit interval, constructed from an iid collection of random variables indexed by thedyadic intervals. Given an arbitrary initial measure I will describe a method for constructing a continuous time, measure valued process whose value at each time is a cascade of the initial one. The process also has the Markov property, namely at any given time it is a cascade of the process at any earlier time. It has the further advantage of being a martingale and, under certain extra conditions, it is also continuous. I will discuss applications of this process to models of tree polymers and one-dimensional random geometry.

Joint work with Ben Rifkind (University of Toronto).

Date: Friday, January 11, 2013
Time: 4:00 pm
Location: Wean Hall 8220
Submitted by:  Bohman
Note: Refreshments at 3:30 pm, Wean Hall 6220. Please note time.