Friday June 8th, 2007
9:00AM-6:00PM

Columbia University, New York City
(Location: Room 303 in S.W. Mudd Building)

SCHEDULE:

8:30 - 9:00    Coffee and Danish

9:00-9:15      Opening Remarks, Chris Heyde, Director of CAP

9:15-10:00    Kevin Glazebrook (Lancaster U., UK) 

                      General Notions of Indexability and Dynamic Allocation of Individuals to Teams Providing Service

10:00-10:45  Jose Blanchet (Harvard U.) 

                      Rare-event Analysis and Simulation of Heavy-tailed Systems

10:45-11:15  Coffee Break

11:15-12:00  Jim Fill (Johns Hopkins U.) 

                      A (Minor) Miracle: Diagonalization of a Bose-Einstein Markov Chain

12:00-2:00    Lunch

2:00-2:45      Marco Avellaneda (Courant Institute, NYU) 

                      Power-Law Price Impact Models and Stock Pinning on Option Expiration Dates

2:45-3:30      Steve Lalley (U. Chicago) 

                      Spatial Epidemics: Critical Behavior

3:30-4:00      Coffee Break

4:00-4:45      Les Servi (Lincoln Labs, MIT) 

                     Methods of Maritime Tracking: An Overview from an Applied Probability/Operations Research Perspective

4:45-6:00     Wine and Cheese Reception