Friday April 6, 2001, 9:00AM-6:00PM
C.P. Davis Alumni Auditorium
Morris A. Shapiro Center for
Engineering and Applied Science Research
Columbia University, New York City.
8:30-9:00 COFFEE & DANISH
9:00-9:15 OPENING REMARKS: Chris C. Heyde, Director of CAP
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
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)
REGISTRATION IS FREE, all are very welcome;
but please email email@example.com to let us know that you plan to attend.
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,
leaving the weekend free for visitors to enjoy the many attractions of New York City.