TITLE: Homological representation of a generalized de Moivre martingale
SPEAKER: Steve Huntsman
DATE: 3:00 - 4:00 P.M., Monday October 4, 2004
LOCATION: Sigma, 1L (PA)
ABSTRACT:
Consider the "bucketspace" of integer solutions to $\sum_{j=1,...,B}
\alpha_j = b$ (i.e., the configuration space of b indistinguishable balls
allocated to B buckets). Using the Dynkin-Levy formula, we construct a
generalized de Moivre martingale on this space that has interesting boundary
properties. We will indicate possible applications of this construction for
monitoring communication networks.
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