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CAP
601 CEPSR Columbia University 530 West 120th Street Mail Code: 8906 NY, NY 10027 USA PHONE: (212) 854-6096 FAX: (212) 854-6989 EMAIL: cap@columbia.edu |
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Friday April 6, 2001, 9:00AM-6:00PM
C.P. Davis Alumni Auditorium
Morris A. Shapiro Center for
Engineering and Applied Science Research
Room 412
Columbia University, New York City.
8:30-9:00 COFFEE & DANISH
9:00-9:15 OPENING REMARKS: Chris C. Heyde, Director of CAP
Morning Session:
9:15-10:00 Richard Tweedie (U. Minnesota) Drift Conditions for Stability of Markov Chains (revisited)
10:00-10:45 Marty Reiman (Lucent Technologies) A Comparison of Two Heavy Traffic Regimes for Multiserver Queues
10:45-11:15 COFFEE BREAK
11:15-12:00 Daniel Ocone (Rutgers U.) Recent Problems in Stochastic Control
12:00-2:00 LUNCH
Afternoon Session:
2:00-2:45 Richard Gill (U. Utrecht, Eurandom, Netherlands) Teleportation Into Quantum Statistics
2:45-3:30 Ragnar Norberg (LSE, London, UK) Pricing and Hedging in Life and Pension Insurance
3:30-4:00 COFFEE BREAK
4:00-4:45 Per Mykland (U. Chicago) Trading Options with Statistical Prediction Intervals
4:45-6:00 RECEPTION (Wine and Cheese)
Directions and parking information
For inquiries:
chris@wald.stat.columbia.edu
(Chris
Heyde, Director of CAP)
sigman@ieor.columbia.edu
(Karl Sigman, Secretary of CAP)
Applied Probability Day 1992-2000
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