April 15 - 21, 2002

Monday, April 15, 2002



Tuesday, April 16, 2002

9:30 AM    Undergraduate Committee Meeting   400 MSc

10:30 AM   Advisory Committee Meeting

12:00 PM   Analysis Seminar   447 MSc
      Dr. Neal L. CAROTHERS, BGSU
      "Choquet's Theorem"
ABSTRACT:  A classical theorem, due to Minkowski,
states that each point in a compact, convex subset
of a finite dimensional normed space can be written
as a convex combination of the extreme points of
the convex set.  That is, each point is a "weighted
average" of the extreme points.  We will discuss a
generalization, due to Choquet, which replaces this
discrete weighted average by an integral average
(with respect to some probability measure).  This
is relatively high end stuff with 766 as prerequisite.

3:30 PM    Department Meeting (Tenure/Tenure-Track)
            459 MSc


Wednesday, April 17, 2002

2:30 PM    Lukacs Lecture     459 MSc
      Professor Hung T. Nguyen, Visiting Dist. Lukacs Prof.
      New Mexico State University & Bowling Green St Univ.
      "Probabilistic Reasoning and Computational Information"

3:30 PM    Algebra Seminar     459 MSc


Thursday, April 18, 2002

11:30 AM   Buildings (Groups and Geometries) Seminar
            400 MSc


Friday, April 19, 2002

2:30 PM    Probability/Statistics Group Meeting
            400 MSc

3:30 PM   COLLOQUIUM           459 MSc
      Dr. Victor T. NORTON, Jr., BGSU
      "The Geometry of Risk and Reward:  An Application of
      Euclidean Linear Algebra"
ABSTRACT:  We adopt a geometric view of Markowitz's and
Sharpe's mean-variance theory of portfolio choice. Our model
posits that expected reward is a linear function of risk. This
axiom is generally true after singular value reduction of data.
The Sharpe-optimal long portfolio leads to an investment
strategy that appears to have considerable merit.