|Time: Mar 23, 2017 (01:00 PM)|
|Location: Parker Hall 224|
Speaker: Olav Kallenberg
Title: Some early Poisson discoveries---the untold story.
Abstract: Though the Poisson process is arguably as basic as Brownian motion, its theory and early history are virtually unknown by the general probabilistic community, beyond the most basic facts. The story of its discovery goes back to none other than Sir Isaac Newton (and in a way even to Darwin), just as Einstein godfathered the birth of Brownian motion. I will comment on its early use in the contexts of telecommunication, insurance mathematics, and particle physics, and then highlight the roles of Lévy, Itô, and Wiener, before moving on to some more recent discoveries.