Orthogonal Polynomials, Applications in statistics and stochastic processes.

WARWICK 12-15 july, 2010

Organisers: persi diaconis, bob griffiths, dario spano`, jon warren, nikos zygouras.

All the talks will be held in room MS.03 of the Zeeman Building (Mathematics and Statistics)

Last update: 8 July, 2010 h. 18:34.

monday 12 july

8:00-8:45 Registration

8:45-9:00 Welcome

9:00- 10:00 Mourad Ismail (City U.Hong Kong and King Saud) Sources of Orthogonal Polynomials.

10:00-11:00 Gerard Letac (Toulouse) Jacobi polynomials and joint distributions in Rn with Beta margins and prescribed correlation matrices.

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11:00-11,30 coffee break

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11:30-12:30 Efoevi Koudou (Nancy) A survey of Lancaster probabilities.

12:30-13:00 Peter Jacko (Bilbao) Analysis of Markov chains with Pentadiagonal Matrix via Mobius Transformation and Lucas Sequences.

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13:00-14:30 lunch

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14:30-15:30 Bob Griffiths (Oxford) Exchangeable pairs of Bernoulli random variables, Krawtchouk polynomials and Ehrenfest Urns.

15:30-16:00 Raffaello Seri (U. Insubria) Statistical Properties of Generalized Discrepancies on the Hypersphere.

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16:00-16:30 coffee break

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16:30-17:30 Jacek Wesolowski (Warsaw) Quadratic harnesses and Askey-Wilson polynomials.

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tuesday 13 july

9:00- 10:00 Arno Kuijlaars (Leuven) Multiple orthogonal polynomials in random matrix theory.

10:00-11:00 Evgeny Strahov (Jerusalem) Representation theory of the infinite symmetric group and Pfaffian point processes.

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11:00-11,30 coffee break

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11:30-12:30 Neil O'Connell (Warwick) Directed polymers and the quantum Toda lattice.

12:30-13:00 Ivan Corwin (Courant) Free Energy of Random Polymers is 1+1 dimensions.

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13:00-14:30 lunch

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14:30-15:30 Patrik Ferrari (Bonn) Universality: from stochastic particle systems to random matrices.

15:30-16:00 Steven Delvaux (Leuven) Critical behavior of non-intersecting Brownian motions at a tacnode.

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16:00-16:30 coffee break

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16:30-17:30 Eric Rains (CalTech) Lozenge tilings and elliptic biorthogonal functions.

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Wednesday 14 july

9:00- 10:00 Kshitij Khare (USF) Rates of convergence for some multivariate Markov chains with polynomial eigenfunctions.

10:00-11:00 Michael Voit (Dortmund) Some limit theorems for radial walks on spaces with growing dimension.

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11:00-11,30 coffee break

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11:30-12::30 Igor Borisov (Sobolev Ins.) Orthogonal Series and asymptotic analysis of canonical U-statistics based on dependent observations.

12:30-13:00 Dong Wang (U. of Michigan) Hermitian matrix model with spiked external source.

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13:00-14:30 lunch

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14:30-15:30 Persi Diaconis (Stanford) Random tri-diagonal matrices, alternating permutations and orthogonal polynomials.

15:30-16:00 Nick Bingham (Imperial) Orthogonal polynomials on the unit circle and prediction theory.

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16:00-16:30 coffee break

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16:30-17:00 Hao Ni (Oxford) Expected signature of two dimensional Brownian motion starting at the origin up to hitting time of the unit disk.

17:00-17:30 Tony Gomis (NBI) Orthogonal Polynomials, Adomian Decomposition Method,and Alienor Transformations:Theory and Frontiers Physical Applications.

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thursday 15 july

9:00- 10:00 Steven Evans (Berkeley) Brownian motion on disconnected sets basic hypergeometric functions and some continued fractions of Ramanujan.

10:00-11:00 Ryszard Szwarc (Wroclaw) Uniform convergence of Fourier series with respect to orthogonal polynomials.

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11:00-11:30 coffee break

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11:30-12:00 Weijun Xu (Oxford) The signature of a path and inversion.

12:00-12:30 Ahmed El Ghini (Lille) Estimation of moving average models generated by non Gaussian dependent signals.

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12:30-14:30 Lunch

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14:30-15:00 Yang Zou (TU Kaiserslautern) Multiple integrals and multivariate polynomials.

15:00-15:30 Wojciech Matysiak (Warsaw) Free quadratic harness.

15:30-16:00 Ewart Shaw (Warwick) Statistical Inference, Orthogonal Polynomials and Electrostatics.

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