[grads] [Sem-coll] AM Dept Seminars & Colloquia 11/19-11/30

[Joe Millham]

Greetings all:
Please join us for the following department colloquia and seminars.  Due to
the Thanksgiving holiday, there are two weeks' worth of seminars following.
Refreshments will be served at all seminars, and graduate students are
encouraged to attend all seminars.
 
===================================================

Ryan Martin - Iowa State University
"The Edit Distance in Graphs"  - Colloquium
Monday, Nov. 19  E1 Room 106  4:40 pm 
Abstract below

Ryan Martin - Iowa State University
"Computing Edit Distance"  - Discrete Applied Math Seminar
Tuesday, Nov. 20  E1 Room 244  4:40 pm
Abstract below

Jacek Jakubowski - University of Warsaw
"Pricing defaultable bonds in the model with rating migration induced by Cox
process" - Colloquium
Monday, Nov. 26  E1 Room 106  4:40 pm
Abstract below

==================================================

Ryan Martin - Iowa State University
"The Edit Distance in Graphs"  - Colloquium
Monday, Nov. 19  E1 Room 106  4:40 pm 
Abstract:
The edit distance problem relates to questions in theoretical computer
science but there are also some origins in evolutionary biology. In
computing edit distance, we want to know how many deletions or additions of
edges in a graph are required in order to eliminate a specified induced
subgraph. We will describe the problem in full, giving some of the basic
results and techniques for finding bounds on edit distance. In the process,
we will define the so-called binary chromatic number, and show how it bounds
the edit distance. Furthermore, we will see how the problem relates to
Szemeredi's regularity lemma, Turan's theorem and Ramsey theory.

Ryan Martin - Iowa State University
"Computing Edit Distance"  - Discrete Applied Math Seminar
Tuesday, Nov. 20  E1 Room 244  4:40 pm
Abstract:
We will continue the edit distance problem, giving further results and more
insight into the proofs. The concept of colored regularity graphs of Alon
and Stav are used to compute edit distance without direct use of Szemeredi's
regularity lemma. In addition, there is a weighted version of Turan's
theorem which may be of independent interest.



Jacek Jakubowski - University of Warsaw
"Pricing defaultable bonds in the model with rating migration induced by Cox
process" - Colloquium
Monday, Nov. 26  E1 Room 106  4:40 pm
Abstract:
In the talk, I present different properties of rating migration process C
given by Cox process. Among others I derive some useful conditional
expectations of a F-predicatble bounded stochastic process Zt taking at
default time τ, i.e. Zτ, given pre-default state Cτ -  and t≤τ≤ u
under Ft V Ftc.

Applications of these results to problem of pricing defaultable bonds with
fractional recovery of par value with rating migration and to problem of
pricing credit default swaps will be considered.






See you there!

Joe Millham
Administrative Assistant
Applied Mathematics Department
312.567.8984
jmillham at iit.edu 


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