MAXWELL INSTITUTE for MATHEMATICAL SCIENCES   ...part of the Edinburgh Research Partnership in Engineering and Mathematics

Maxwell Institute Home University of Edinburgh School of Mathematics Heriot-Watt University School of Mathematical and Computer Sciences International Centre for Mathematical Sciences ICMS Home Related Maxwell Institute Seminars PROBABILITY STATISTICS ACTUARIAL & FINANCIAL MATHS STOCHASTICS DISCUSSIONS Other Seminars North British Probability Seminar (Edinburgh) Past AMS seminars (HW) Mathematics Seminars, Conferences and Colloquia at Heriot-Watt Mathematics Seminars and Colloquia, University of Edinburgh

PROBABILITY SEMINARS Seminars: 2009-10; 2008-09; 2007-08; 2005-06; earlier. Seminar coordinators: Denis Denisov (Heriot-Watt University) and Serguei Foss (Heriot-Watt University).     Friday 03 March 2009 Heriot-Watt University Room CM-G01 4:15-5:15pm Dmitry Korshunov Novosibirsk State University and Sobolev Institute of Mathematics, Russia On problem of stability of Markov chains in infinite-dimensional spaces Friday 18 February 2009 Heriot-Watt University Room CM-G01 4:15-5:15pm Vitali Wachtel Mathematics Institute, University of Munich Heavy-traffic analysis of the maximum of an asymptotically stable random walk. Friday 13 February 2009 Heriot-Watt University Room CM-G01 4:15-5:15pm Amanda Turner Department of Mathematics and Statistics, Lancaster University Planar aggregation and the coalescing Brownian flow Lecture notes Friday 06 February 2009 Heriot-Watt University Room CM-G01 4:15-5:15pm Dmitry Korshunov Novosibirsk State University and Sobolev Institute of Mathematics, Russia Lamperti's approach to transience, positive and null reccurence Friday 30 January 2009 University of Edinburgh Room 3317, JCMB 2:00 - 3.00pm Boris Bocharov University of Edinburgh, UK Solving stochastic integral inclusions using maximal monotone operators (Part of the North British Probability Seminar) Tuesday 09 December 2008 Heriot-Watt University Room CM-G01 3:15-4:15pm Marc Yor Laboratoire de Probabilites et Modeles aleatoires, Universite Paris VI The arithmetic average of geometric (fractional) Brownian motion admits 1-dimensional martingale marginals. Friday 28 November 2008 University of Edinburgh Room 6206, JCMB 4:15 - 5.15pm Ju-Yi Yen Vanderbilt University, Nashville Asset allocation: with non-Gaussian factors and exponential utilities (Part of the North British Probability Seminar) Wednesday 05 November 2008 Heriot-Watt University Room CM-G01 3:15-4:15pm Andrew Richards Department of AMS, Heriot-Watt University Subexponential Geometric Sums. How good are the asymptotics? Wednesday 22 October 2008 Heriot-Watt University Room CM-G01 4:15-5:15pm Michael Zazanis Dept. of Statistics, Athens University of Economics and Business Fluid Queues and the Superposition of ON/OFF Sources with Unequal Characteristics