SEMINARS
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Spring 2006
STATISTICS
COLLOQUIUM
Wednesday, February 15, 2006
3:30-4:00—Refreshments
4:00-5:00—Talk
Yost Hall, Room 101
Vladimir Uchaykin, PhD
Ulyanovsk State University, RUSSIA
Visiting Professor, Statistics Department, Case Western Reserve University
Self-similar One-dimensional Distributions in Anomalous Diffusion Models
We will review the concept of weakly self-similar processes which are often used to describe anomalous diffusion phenomena. The corresponding fractional, stochastic, and fractional stochastic equations will be presented and their solutions compared. Algorithms for simulations of random variables with such distributions will be described, numerical results given, and some applications discussed.
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