From Critical Signal Detection to Reflected Brownian Motions

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• Pierre Yves Gaudreau Lamarre (Syracuse University)
• Wednesday 07 August 2024, 09:00-10:00
• External.

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SSDW02 - Stochastic reflection

In this talk, we will discuss how a remarkable connection between signal detection problems and intersections of reflected Brownian motions leads to new insights and interesting open problems regarding the detection of critical signals; that is, signals that are right at the threshold of detectability using classical methods. We will begin by reviewing the basics of the signal detection problem in the simple case of the spiked GOE model. Then, we will explain the connection between the critical signal detection problem and reflected Brownian motion. Finally, we will discuss new results and open problems that stem from this connection. Some of the results that will be discussed in this talk were obtained in collaboration with various permutations of Promit Ghosal, Wilson Li, Yuchen Liao, and Mykhaylo Shkolnikov.

This talk is part of the Isaac Newton Institute Seminar Series series.

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