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15th Annual Applied Probability Day

 

         IN HONOR OF CHRIS C. HEYDE

Saturday, June 28th, 2008
9:00AM-6:00PM

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

SPEAKERS:

Five (5) Speakers include:

 

David Pollard, Yale University, USA                             [DOWNLOAD TALK .PDF]

       Random chromatic numbers, some statistical folklore, and some puzzling inequalities

 

Søren Asmussen, Aarhus University, Denmark              [DOWNLOAD TALK .PDF]

      Failure probabilities for checkpointing and parallel computing

 

Steve Kou, Columbia University, USA

       The Recent Financial Turmoil and Related Financial Engineering Research Problems

 

J. Michael Steele, Wharton School, USA                      [DOWNLOAD TALK .PDF]

       Martingale Markets

 

Sidney Resnick, Cornell University, USA                      [DOWNLOAD TALK .PDF]

       Multivariate regular variation on 3 cones yields three theories

 

SCHEDULE:

 

10:00 –  10:15AM    Opening remarks, Karl Sigman, Director of CAP

 

10:15 –  11:00AM    David Pollard

 

11:00 –  11:45AM    Sidney Resnick

 

11:45 –  12:00PM     Comments  about Chris Heyde from his Colleagues

 

  12:00 –  1:30PM     Lunch

 

   1:30    2:15PM     Søren Asmussen

 

    2:15 –  3:00PM     J. Michael Steele

 

    3:00 –  3:30PM     Coffee Break

 

    3:30 –  3:45PM     Comments about Chris Heyde from his Colleagues

 

    3:45 –  4:30PM     Steve Kou

 

     6:00 – 8:00PM     Reception

[PDF SCHEDULE – CLICK HERE TO DOWNLOAD]

We particularly warmly welcome all of those who remember Chris C. Heyde; his students, his colleagues and his friends.

To Register:

REGISTRATION IS FREE, all are very welcome;
but please email manny@ieor.columbia.edu to let us know that you plan to attend.

History:

Applied Probability Day (APD) first took place in April 1992 at Columbia University as a one-day international event and has been successfully repeated annually since. It traditionally takes place on a Friday 9:00am-6:00pm, but this year it will be on a Saturday.

Directions and parking information

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

Applied Probability Day 1992-2007

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