MAXWELL INSTITUTE for
MATHEMATICAL SCIENCES
 
...part of the Edinburgh Research Partnership in Engineering and Mathematics
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PROBABILITY SEMINARS
Seminars: 2009-10; 2008-09; 2007-08; 2005-06; earlier.

Seminar coordinators (2005-06): Takis Konstantopoulos, Andrew Richards (Heriot-Watt University) or Sotirios Sabanis (University of Edinburgh)

Friday 1 December 2006
Heriot-Watt University
Room CMG01
3:15-4:15 pm Serguei Foss (Heriot-Watt University)
On lower bounds and equivalences for distributional tails of randomly stopped sums.
              From the lecture
Friday 24 November 2006
Heriot-Watt University
Room CMG01
2:15-3:15 pm Jennie Hansen (Heriot-Watt University)
A new random mapping model
Friday 17 November 2006
Heriot-Watt University
Room CMG01
4:15-5:15 pm Vsevolod (Seva) Shneer (Eurandom)
Random multiple-access protocols with spatial interactions: discrete and continuous cases.
Friday 15 September 2006
U of Edinburgh, James Clerk Maxwell Building
Room 5327
4:00-5:00 pm Xiaoli Chen (University of Edinburgh)
Solutions of stochastic differential inclusions
Thursday 7 September 2006
Heriot-Watt University
Room CM.G01
5:00 pm Søren Asmussen (University of Aarhus, Denmark)
Tail probabilities for a computer reliability problem
Thursday 15 June 2006
Heriot-Watt University
Room CM.S01
3:15 pm Alexandre Proutière (France Telecom and École Normale Supérieure, Paris)
Mean field analysis of random multi-access algorithms
Thursday 8 June 2006
Heriot-Watt University
Room CM.S01
4:15 pm Maury Bramson (University of Minnesota)
Exclusion processes in one and higher dimensions
Thursday 8 June 2006
Heriot-Watt University
Room CM.G01
2:15 pm Pavel Grigoriev(Heriot-Watt)
Risk measures on atomless probability spaces
Wednesday 24 May 2006
Heriot-Watt University
Room CM.S01
3:15 pm Eugene Shargorodsky (King's College, London)
Boundary value problems for elliptic pseudodifferential operators arising in the theory of Markov processes.
Wednesday 24 May 2006
Heriot-Watt University
Room CM.S01
2:15 pm Paavo Salminen (Department of Mathematics, Åbo Akademi University, Finland)
Tanaka formula for symmetric Lévy processes
(joint work with Marc Yor, Laboratoire de Probabilitès, Université Pierre et Marie Curie)
Friday 12 May 2006
Heriot-Watt University
Room CM.T01
4:00 pm Sandy Davie (Department of Mathematics, University of Edinburgh)
Growth of random oscillations
Joint seminar with the HW Mathematics Colloquium
Wednesday 3 May 2006
Heriot-Watt University
Room CM.S01
2:15 pm Lisa Müller (Department of Mathematical Sciences, Durham University)
Stability classification of controlled queueing systems
Friday 17 February 2006
Edinburgh University
Lecture Theatre B, David Hume Tower
3:00 pm Xuerong Mao ((Strathclyde University)
Numerical methods for the exponential stability of stochastic differential equations
Friday 10 February 2006
Heriot-Watt University
Room CM.G01
3:15 pm Dima Korshunov (Novosibirsk State University, Russia)
The key renewal theorem for a transient Markov chain
Friday 3 February 2006
Heriot-Watt University
Room CM.T01
3:15 pm Marc Lelarge (ENS Paris)
Tail asymptotics of subadditive processes and queueing networks
Friday 9 December 2005
Heriot-Watt University
Room CM.T01
1:15 pm Anke Wiese (Heriot-Watt)
High order stochastic integrators for linear systems
Friday 25 November 2005
University of Edinburgh, David Hume Tower, Faculty Room South
4:00 pm Takis Konstantopoulos (Heriot-Watt University)
Skorokhod reflection for real-valued functions on partially ordered sets
Friday 21 October 2005
University of Edinburgh, David Hume Tower, George Square
JCMB 5327
3:00 pm Anton Shmatkov (University of Edinburgh)
The Rate of Convergence of Wong-Zakai Approximations for SDEs and SPDEs
Friday 7 October 2005
Heriot-Watt University
Room CM.T01
2:15 pm Denis Denisov (Eurandom)
Asymptotics for first passage times of heavy-tailed Lévy processes
Friday 30 September 2005
Heriot-Watt University
Room CM.T01
2:15 pm Gareth Roberts (Lancaster University)
Perfect simulation of diffusions
Friday 23 September 2005
Heriot-Watt University
Room CM.T01
2:15 pm Stanislav Volkov (University of Bristol)
5x+1: how many go down?
Friday 16 September 2005
Heriot-Watt University
Room CM.S01
2:15 pm Charles Bordenave (École Normale Supérieure, Paris, France)
The radial spanning tree
Wednesday 31 August 2005
Heriot-Watt University
Room CM.S01
3:15 pm Venkat Anantharam (University of California, Berkeley, USA)
On the largest Lyapunov exponent for products of nonnegative random matrices