CAP Summer School in Applied Probability

Columbia University, New York City, June 24-27, 1997

The Center for Applied Probability (CAP) at Columbia University in New York City will hold its first Summer School in Applied Probability, Tuesday-Friday, June 24-27, 1997. It is aimed at Ph.D students, faculty and those in industry. The level will be from introductory (e.g. introduction to the topic) onwards and is meant to allow people to learn about and get active in cutting-edge research topics in applied probability.

Each day will (tentatively) be broken down as follows: 

9:30-10:30 (Talk by main speaker)
10:30-11:00 (Coffee Break)
11:00-12:00 (Talk by main speaker)
12:00-2:00 (Lunch)
2:00-3:00 (Talk by main speaker)
3:00-3:30 (Coffee Break)
3:30-4:30 (Mini-presentations and discussion)

Opportunities are also available for participants to give informal presentations on research topics of interest.

Topics, Main Speakers and Tentative Daily Schedule (9:30AM-4:30PM daily):

  • Tuesday: Steve Kou (U. of Michigan)Mathematical and Computational Finance, (Mini-presentations and Discussion led by Sid Browne and Paul Glasserman)
  • Wednesday: Hong Chen (U.B.C., Canada/ Hong Kong U. of Science and Technology) Stochastic Networks, (Mini-presentations and Discussion led by David Yao)
  • Thursday: C.S. Chang (National Tsing Hua U., Taiwan) Telecommunication Systems and Large Deviations, (Mini-presentations and Discussion led by Perwez Shahabuddin)
  • Friday: Reade Ryan (CAP Postdoctoral Fellow, Columbia U.)Long Range Dependence, (with 3:30PM-4:30PM Mini-presentations and Discussion led by Karl Sigman)

Special Events

Tuesday: Reception at 5:00PM: Wine and snacks
Wednesday: Dinner at 7:00PM

Columbia/CAP Participants include:

  • Sid Browne
  • Mark Broadie
  • Awi Federgruen
  • Paul Glasserman
  • Chris C. Heyde
  • Karl Sigman
  • Perwez Shahabuddin
  • Larry Shepp
  • Jeannette Song
  • Garrett van Ryzin
  • David D. Yao
  • Tim Zajic

LOCATION: Columbia University, Room 327 Mudd Building, 500 West 120th Street, NYC, 10027.

FINANCIAL SUPPORT: A limited number of allowances ($100 per day) will be made available to assist current doctoral students to attend the CAP Summer School from out of town. Such students will also have the $50.00 registration fee (mentioned below) waived. Interested applicants must send (or FAX) a CV (with email address), a letter of interest, and name of dissertation advisor to:

Attention: Summer School Applicant 
Columbia University
530 West 120th Street
Mail Code: 8906
NY, NY 10027
FAX: (212) 854-6989


REGISTRATION COST (flat fee, includes reception on Monday and dinner on Wednesday): Students: $50.00 USA; $200.00 otherwise (Industry and Academia).


Send Name, Affiliation, Address, and Email address with a check or money order made out to "CAP" to

Attention: Summer School Registration
Columbia University
530 West 120th Street
Mail Code:8906
NY, NY 10027

For further information, contact:

Columbia University
530 West 120th Street
Mail Code: 8906
NY, NY 10027
PHONE: (212) 854-6096 
FAX: (212) 854-6989
URL: CAP on the World Wide Web 

For further enquiries: (Chris Heyde, Director of CAP) (Karl Sigman, Secretary of CAP)

500 W. 120th St., 918 Mudd, New York, NY 10027    212-854-2905                
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