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SUMMARY:From Critical Signal Detection to Reflected Brownian Motions - Pie
 rre Yves Gaudreau Lamarre (Syracuse University)
DTSTART:20240807T080000Z
DTEND:20240807T090000Z
UID:TALK215668@talks.cam.ac.uk
DESCRIPTION:In this talk\, we will discuss how a remarkable connection bet
 ween signal detection problems and intersections of reflected Brownian mot
 ions leads to new insights and interesting open problems regarding the det
 ection of critical signals\; that is\, signals that are right at the thres
 hold of detectability using classical methods.\nWe will begin by reviewing
  the basics of the signal detection problem in the simple case of the spik
 ed GOE model. Then\, we will explain the connection between the critical s
 ignal detection problem and reflected Brownian motion. Finally\, we will d
 iscuss new results and open problems that stem from this connection.\nSome
  of the results that will be discussed in this talk were obtained in colla
 boration with various permutations of Promit Ghosal\, Wilson Li\, Yuchen L
 iao\, and Mykhaylo Shkolnikov.
LOCATION:External
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