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Applied Probability Day (1992-2003)

Applied Probability Day (APD) first took place in April 1992 at Columbia University as a one-day international event. It traditionally takes place on a Friday, 9:00AM --6:00PM, leaving the weekend free for visitors to enjoy the many attractions of New York City.  In 1995 APD was merged together with the fall semester of Probability Towards 2000.

Each APD has six renown invited speakers covering a broad array of topics in applied probability. Previous speakers and the titles of their talks are listed below:
 

  • APD 1992:
    • Joel E. Cohen (Rockefeller U.): Random Graphs in Biology
    • Rick T. Durrett (Cornell U.): Particle System Models of Ecosystem Dynamics
    • Frank P. Kelly (Cambridge U.): Network Routing
    • Charles M. Newman (Courant Institute, New York U.): Maximum Path Lengths for Random Task Graphs
    • Lawrence A. Shepp (ATT Bell Labs): Some Problems in Applied Probability
    • William D. Sudderth (U. Minnesota): Approximation Theorems and Algorithms in Gambling Theory and Stochastic Games
  • APD 1993:
    • David Aldous (U. Calif. Berkeley): Some Open Problems on Reversible Finite Markov Chains
    • Mark H. A. Davis (Imperial College): A Deterministic Approach to Stochastic Optimal Control
    • Persi Diaconis (Harvard U.): Haar Measure for Probabilists
    • Murad Taqqu (Boston U.): Self-Similar Processes with Infinite Variance
    • S.R.S. Varadhan (Courant Institute, New York U.): Hydrodynamic Scaling: The Transition From Particles to Fluid
    • Ward Whitt (AT&T Bell Labs): The Nonstationary Erlang Loss Model
  • APD 1994:
    • Ed Coffman (AT&T Bell Labs): Stochastic Matching: Guises and Applications
    • Cristina Costantini (U. Rome, Italy): The Skorohod Reflection Problem
    • Robin Pemantle (U. Wisconsin, Madison): What is the Probability that a Markov Chain Hits a Set?
    • Steve Shreve (Carnegie Melon U.): Heavy Traffic Convergence of a Controlled Multi-Class Queueing System
    • Mike Steele (Wharton School, U. Pennsylvania): Problems and Progress in Probability and Algorithms
    • Simon Tavare (U. Southern Calif.): When did Eve Live?--Ancestral Inference in Population Genetics
  • APD 1996:
    • Erhan Cinlar (Princeton U.): Stochastic models of turbulent transport
    • Claudia Kl&uumlppelberg (Johannes Gutenberg U., Mainz, Germany): Subexponential distributions revisited
    • Robert Adler (U. North Carolina, Chapel Hill): Building with superprocesses
    • Debasis Mitra (AT&T Bell Labs): Some recent approaches and results on broadband network design
    • Michel Talagrand (Ohio State U. and C.N.R.S., France): An inequality for the Sherrington Kirkpatrik spin glass model
    • Michael Waterman (U. Southern Calif.): Oceans and islands in DNA physical maps
  • APD 1997:
    • W. J. Ewens (U. Pennsylvania):
      Statistical Problems in Human Genetics
    • Jeff Steif (U. Göteborg, Sweden):
      Phase Transitions for Markov Random Fields: Some Results and Open Questions
    • Marcel F. Neuts(U. of Arizona, Tucson):
      The Case for Computer Experimentation in Stochastic Modelling
    • J. Michael Harrison(Stanford U.):
      Brownian Models of Stochastic Processing Networks
    • Jean Walrand(U. California, Berkeley):
      Models and Problems in High-performance Communication Networks
    • Donald L. Turcotte(Cornell U.):
      Self-Organized Criticality and the Statistics of Natural Hazards
  • APD 1998:
    • Jonathan Goodman(Courant Institute, New York U.)
      New Monte Carlo methods for value at risk and stochastic differential equ\ ations
    • Philip Heidelberger(IBM, Watson Research Center)
      Multilevel splitting for estimating rare event probabilities
    • Sidney Resnick (Cornell U.)
      Why the sample correlation function will break your heart
    • Paul Dupuis (Brown U.)
      Simple necessary and sufficient conditions for the stability of constrained processes
    • Marc Yor(Paris VI, France)
      Some combinations of Asian, Parisian and Barrier options
    • Freddy Delbaen(ETH Zurich, Switzerland)
      Passport options: Russian and Asian relations
  • APD 1999
    • Soren Asmussen, University of Lund, Sweden
      Exponential Martingales in Applied Probability
    • Rene A. Carmona, Princeton University, USA
      Transport by Stochastic Flows: Rigorous Results, Simulations and Conjectures.
    • Benoit Mandelbrot, Yale University, USA
      Multifractal Properties of Financial Prices
    • Don Dawson, Fields Institute, Toronto, Canada
      Measure-valued Models of Catalytic and Mutually Catalytic Branching
    • Thomas Liggett, UCLA, USA
      Contact Processes on Lattices and Trees
    • Ruth Williams, UC San Diego, USA
      Reflecting Diffusions and Queueing Networks
  • APD 2000
    •  D. Bertsimas, Massachusetts Institute of Technology
      Moment Problems and Their Applications
    • D. Heath, Carnegie Mellon University
      Risk Management Using Coherent Risk Measures
    • T. Kurtz, University of Madison, Wisconsin
      Exchangeability and derivation and approximation of filtering equations
    • P. Protter, Purdue University
      Non-redundant Claims:  Robustness, Regularity, and Formulas
    • D. Siegmund, Stanford Univerity
      Approximate P-values for Local Sequence  Alignments
    • R. Weber, Cambridge University
      A Large Deviations Analysis of the Multiplexing of Periodic Traffic Sources
    • Soren Asmussen, University of Lund, Sweden
      Exponential Martingales in Applied Probability
  • APD 2001
    • Richard Tweedie, U. Minnesota
      Drift Conditions for Stability of Markov Chains (revisited)
    • Marty Reiman, Lucent Technologies
      A Comparison of Two Heavy Traffic Regimes for Multiserver Queues
    • Daniel Ocone, Rutgers U.
      Recent Problems in Stochastic Control
    • Richard Gill, U. Utrecht, Eurandom, Netherlands
      Teleportation Into Quantum Statistics
    • Ragnar Norberg, LSE, London, UK
      Pricing and Hedging in Life and Pension Insurance
    • Per Mykland,U. Chicago
      Trading Options with Statistical Prediction Intervals
  • APD 2002
    • Michael Rabin, Harvard U. & Columbia U.
      Provably Information Secure Encription
    • Francois Baccelli, INRIA & ENS, Paris, France
      A Probabilistic Model of Congestion Control in the Internet
    • Thaleia Zariphopolou, U. Texas
      Indifference Prices and Optimal Investments
    • Victor Solo, U. New South Wales, Sydney, Australia
      Neural Receptive Field Plasticity via Point Process Adaptive Filtering
    • Edward Waymire, Oregon State U.
      A Probabilistic View of Navier-Stokes and Related Equations
    • Peter Glynn, Stanford U. Brownian Traffic Modeling
  • APD 2003
    • Cheng-Der Fuh, Inst. of Statistical Science, Academia Sinica, Taiwan
      SPRT and CUSUM in Hidden Markov Models
    • Harold Kushner, Brown University
      Proportional Fair Sharing Algorithms for Mobile Communications
    • Philippe Robert, INRIA, Rocqencourt, France
      Stochastic models of data transmission in communication networks
    • George Moustakides, IRISA - INRIA, Rennes, France
      Optimum CUSUM tests for detecting changes in continuous time processes
    • John P. Lehoczky, Carnegie Mellon University
      Heavy Traffic Limit Theorems for Real-Time Computer Systems
    • Alexander Stolyar, Bell Labs Research
      Scheduling of Flexible Interdependent Time-varying Servers
  •  APD 2004
    • Assaf Naor (Microsoft Research):Shannon's Problem on the Monotonicity of Entropy
    • Yuval Peres (UC Berkeley): A Stable Marriage of a Poisson Process and Lebesgue Measure
    • Amir Dembo (Stanford University):Fractal geometry of simple random covering: late and favorite points
    • Timo Seppalainen (University of Wisconsin): Inhomogeneities and the Hydrodynamic Limit of the Asymmetric Exclusion Process
    • Gennady Samorodnitsky (Cornell University): Measuring the Length of Memory in Infinite Variance Stable Processes
    • Chris Heyde (Columbia University and Australia National University): The Zoo of Non-classical Limit Theorems - Species Yet to be Classified

ˇ        APD 2006

o       H. Chen (National University of Singapore): Poisson Process Approximation: from Palm theory to Stein’s method

o       Michael Pinedo (Stern School of Business, New York University ): Stochastic Batch Scheduling and the “Smallest Variance First Rule

o       Samuel Kou (Harvard University): Stochastic Modeling in Nanoscale Biophysics

o       Frostig (University of Haifa): On Ruin Probability for a Risk Process with Phase-type Claims and Inter-arrival Times Perturbed by a Levy Process with No Negative Jumps

o       Offer Kella (The Hebrew University of Jerusalem): A Levy Process Reflected at a Poisson Age

o       Nick Duffield (AT&T Labs Research): Sampling and Estimation from Heavy Tailed Distributions in the Internet

ˇ        APD 2007

o       Kevin Glazebrook (Lancaster U., UK): General Notions of Indexability and Dynamic Allocation of Individuals to Teams Providing Service

o       Jose Blanchet (Harvard U.): Rare-event Analysis and Simulation of Heavy-tailed Systems

o       Jim Fill (Johns Hopkins U.): A (Minor) Miracle: Diagonalization of a Bose-Einstein Markov Chain

o       Marco Avellaneda (Courant Institute, NYU): Power-Law Price Impact Models and Stock Pinning on Option Expiration Dates

o       Steve Lalley (U. Chicago): Spatial Epidemics: Critical Behavior

o       Les Servi (Lincoln Labs, MIT): Methods of Maritime Tracking: An Overview from an Applied Probability/Operations Research Perspective

 

 

 

 


 

For general CAP inquiries:
sigman@ieor.columbia.edu (Karl Sigman)

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