Joint Mathematics Meetings AMS Special Session
Current as of Saturday, January 17, 2015 03:30:13
Joint Mathematics Meetings
Henry B. Gonzalez Convention Center and Grand Hyatt San Antonio, San Antonio, TX
January 10-13, 2015 (Saturday - Tuesday)
Meeting #1106
Associate secretaries:
Steven H Weintraub, AMS shw2@lehigh.edu
Gerard A. Venema, MAA venema@calvin.edu
AMS Special Session on Heavy-Tailed Distributions and Processes
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Tuesday January 13, 2015, 8:00 a.m.-10:50 a.m.
AMS Special Session on Heavy-Tailed Distributions and Processes, I
Room 001B, Convention Center
Organizers:
U. Tuncay Alparslan, American University
John P. Nolan, American University jpnolan@american.edu
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8:00 a.m.
Measuring independence for stable distributions.
John P. Nolan*, American University
Ugur Tuncay Alparslan, American University
(1106-60-98) -
8:30 a.m.
Heavy-tailed Lévy processes in pricing exotic options in finance.
Indranil SenGupta*, North Dakota State University
(1106-60-104) -
9:00 a.m.
On infinitely divisible semimartingales.
Andreas Basse-O'Connor, Aarhus University
Jan Rosinski*, University of Tennessee, Knoxville
(1106-60-1742) -
9:30 a.m.
Harmonic measure for subordinate Brownian motions with Gaussian components on $C^{1,1}$ open sets and its applications.
Hyunchul Park*, The College of William and Mary
Renming Song, UIUC
(1106-31-107) -
10:00 a.m.
Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?
Michael Grabchak*, University of North Carolina at Charlotte
(1106-60-112) -
10:30 a.m.
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model.
Gennady Samorodnitsky*, Cornell University
Sidney Resnick, Cornell University
Don Towsley, University of Massachusetts
Richard David, Columbia University
Amy Willis, Cornell University
Phyllis Wan, Columbia University
(1106-60-689)
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8:00 a.m.
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Tuesday January 13, 2015, 1:00 p.m.-4:50 p.m.
AMS Special Session on Heavy-Tailed Distributions and Processes, II
Room 001B, Convention Center
Organizers:
U. Tuncay Alparslan, American University
John P. Nolan, American University jpnolan@american.edu
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1:00 p.m.
Random dispersion coefficients and Tsallis entropy.
Daniel O'Malley*, Los Alamos National Laboratory
Velimir V Vesselinov, Los Alamos National Laboratory
John H Cushman, Purdue University
(1106-60-751) -
1:30 p.m.
Upper bounds on Value-at-Risk for the maximum portfolio loss.
Robert Alohimakalani Yuen*, University of Michigan
Stilian A Stoev, University of Michigan
(1106-60-907) -
2:00 p.m.
Semi-Markov approach to continuous time random walk limit processes.
Mark M Meerschaert*, Michigan State University
Peter Straka, University of New South Wales
(1106-60-2025) -
2:30 p.m.
Tauberian Theory for Multivariate Regularly Varying Distributions with Application to Preferential Attachment Networks.
Sidney I Resnick*, Cornell University,
(1106-60-1627) -
3:00 p.m.
Simulation of stochastic differential equations driven by pure jump Levy processes with infinite jump activity.
Ernest Jum*, University of Tennessee, Knoxville
Jan Rosinski, University of Tennessee, Knoxville
(1106-60-1899) -
3:30 p.m.
On Uniform Comparison of Tail Probabilities of a certain class of Banach Valued Random Vectors.
Balram Rajput*, University of Tennessee
(1106-60-1923) -
4:00 p.m.
Ruin in stationary stable environments: Beyond the univariate model.
Ugur Tuncay Alparslan*, American University
(1106-60-1169) -
4:30 p.m.
Traveling fronts to reaction diffusion equations with fractional Laplacian.
Tingting Huan*, College of the Holy Cross
Changfeng Gui, University of Connecticut
(1106-35-2933)
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1:00 p.m.