Thu, 19 Oct 2006

14:00 - 15:00
Comlab

Matric roots: theory, computation and applications

Prof Nick Higham
(University of Manchester)
Abstract

The aim of this talk is to give some understanding of the theory of matrix $p$'th roots (solutions to the nonlinear matrix equation $X^{p} = A$), to explain how and how not to compute roots, and to describe some applications. In particular, an application in finance will be described concerning roots of transition matrices from Markov models.

Mon, 16 Oct 2006
15:45
DH 3rd floor SR

5x+1: how many go down?

Dr Stanislav Volkov
(University of Bristol)
Abstract

 

 /notices/events/abstracts/stochastic-analysis/mt06/volkov.shtml

  

  

Mon, 16 Oct 2006
14:15
DH 3rd floor SR

TBA

Prof Liming Wu
(Universite Blaise Pascal-Clermont-Ferrand II)