Date: Thursday, August 2, 2012, 2:30 pm - 3:30 pm
Room: RB 2044
Abstract: It has been a long history to test the equality of two multivariate means. One popular test is the so-called Hotelling T2 test. However, as the dimension diverges, the Hotelling T2 test performs poorly due to the possible inconsistency of the sample covariance estimation. To overcome this issue and allow the dimension to diverge as fast as possible, Bai and Saranadasa (1996) and Chen and Qin (2010) proposed tests without the sample covariance involved, and derived the asymptotic limits which depend on whether the dimension is xed or diverges under a specic multivariate model. We propose a jackknife empirical likelihood test which has a chi-square limit independent of the dimension, and the conditions are much weaker than those in the existing methods. A simulation study shows that the proposed new test has a very robust size with respect to the dimension, and is powerful too.
Speaker: Shuhua Zhang (Tianjin University of Finance and Economics)
Title: DISCONTINUOUS GALERKIN METHODS FOR THE CALIBRATION OF THE EXTENDED CIR MODEL
Date and Location: September 7, 2011 at 11:00 am in RB 1021
Abstract. In this talk, the discontinuous Galerkin method is used to solve the calibration of the extended CIR model, and its optimal and superconvergence approximations are discussed. Also, some numerical examples are provided to validate the theoretical results and to compare the extended CIR model with the Vasicek models.
Speaker: Professor George Stoica, (Chair of the Department of Mathematical Sciences, at University of New Brunswick (Saint John)
Title: CONTRIBUTIONS TO THE ASYMPTOTIC BEHAVIOUR OF EXCHANGEABLE SEQUENCES.
Time: Friday 10 February 2012, 12:30 pm â€" 1:30 p.m.
Room: RB 1047
Speaker: Jing (Jane) He, PhD Candidate, School of Mathematics and Statistics, Carleton University
Title: THE LINEAR COMPLEXITY PROFILE AND CORRELATION MEASURE OF ORDER K OR A FAMILY OF INTERLEAVED SEQUENCES
Time: Friday, March 16, 2012, 3:30 pm - 4:30 pm
Room: RB 2047
Abstract: Families of pseudorandom sequences with low cross correlation have important applications in communications and cryptography. Among several known constructions, interleaved construction is a well-known method proposed by Gong that uses two sequences of the same period. The constructed sequences possess nice cryptographic properties. The interleaving framework can be used to generate many types of sequence families.
In this talk, we first review Legendre symbols, the notions of period of a sequence, linear complexity and correlation measures. The we interleave two Legendre sequences of odd prime periods p and q. We provide nontrivial upper bounds on the linear complexity profile for any periods p and q, and on the correlation measures of order k when k is in a specific range.
Speaker: Dr. Xuemao Zhang, Department of Mathematical Sciences, Lakehead University