The life and self-reflections of a professional mathematician

Month: November, 2011

Markov on Thanksgiving

In stead of turkey I hoover up the biography of A. A. Markov by Grodzensky (mainly on the way to Monterey, where we spent this thanksgiving watching whales in the ocean and fish in the aquarium). Markov was  not only a great mathematician, he was a prominent person, very honest, independent, and straightforward, a true patriot (in the best sense of the word) of Russia, a true Russian. Markov chains are used everywhere in science and applications, and yet there is no a complete Markov’s biography written in English. This paper and this webpage  are excellent, but it is not enough: there is so much more to say about Andrey Andreyevich! The biography written by Grodzensky (in Russian) is good, but its direct translation into English would not be that interesting for foreign readers as it is for Russians since the book assumes a certain level of knowledge of Russian history. Someone should write a biography of A. A. Markov in English from scratch!


MCMC Revolution in Reliability Engineering

As I have already mentioned,  I was invited to give a talk at the Southern California Probability Symposium 2001. After some thinking, I have decided to talk about the MCMC revolution that has happened over the last decade in the field of reliability engineering that lies at the boundary of engineering sciences and applied probability. This talk will be in the spirit of this paper by Persi Diaconis of Stanford.

Southern California Probability Symposiums have a reach history.
This is the schedule for SCPS-2011:

  • 9:50 – 10:40  Jinqiao Duan, IPAM and Illinois Institute of Technology, “Random Dynamical Systems with Non-Gaussian Noises”
  • 11:10 – 12:00  Tom Alberts, Cal Tech, “The Continuum Directed Random Polymer and the KPZ Universality Class”
  • 2:00 – 2:50  Allan Sly, UC Berkeley, “Asymptotic Learning on Social Networks”
  • 3:20 – 4:10  Tomoyuki Ichiba, UC Santa Barbara, “On collision of Brownian particles and applications”
  • 4:10 – 5:00  Konstantin Zuev, USC, “Markov Chain Monte Carlo Revolution in Reliability Engineering”
  • 6:00  Dinner

It is a great pleasure and honor for me to be in this company!

Fingers Crossed

After three months of reading, thinking, writing, and rewriting, my first research proposal has been submitted to NSF.

Incident in Palo Alto

I was checking into the hotel in Palo Alto, when a man accidentally spilled my coffee on me. One word led to another and we ended up… in discussing Gromov \deltahyperbolicity of large networks. I think that coffee incident was the beginning of a fruitful collaboration.