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

DISCUSSION SEMINARS IN STOCHASTICS This is held several times during the academic year. Our intention is to discuss topics of interest in any area of Stochastics. Every meeting lasts about 2 hours with a break in the middle. The speaker is expected to explain the topic in a language that can be understood by a general (mathematical) audience. Questions and comments are encouraged. Whenever possible, notes from the presentation and discussion are posted on this site. The Probability Surveys electronic journal is a model of our intentions. Volunteers are welcome. For more information please contact Denis Denisov or Serguei Foss or Takis Konstantopoulos Tuesday 17 February Heriot-Watt University Room CM.G01 4:15-6:15 pm Alexandre Proutiere (Microsoft Research) Ergodicity through mean field asymptotics - The example of random distributed control in communication networks Lecture notes Friday 16 January 2009 Heriot-Watt University Room CM.G01 4:15-6:15 pm Filip Lindskog (KTH Stockholm) Heavy tail analysis for stochastic processes and ruin probabilities under optimal investments Lecture notes Thursday, 12 June 2008 Heriot-Watt University Room CM.G01 2:15-4:15 pm Onno Boxma (Eindhoven University of Technology) Insurance and queueing Lecture notes D Wednesday, 11 June 2008 Heriot-Watt University Room CM.G01 2:15-4:15 pm Onno Boxma (Eindhoven University of Technology) Polling systems Lecture notes A Lecture notes B Lecture notes C Tuesday 27 May 2008 Heriot-Watt University Room CM.T01 3:15-5:15 pm Ilya Molchanov (University of Bern) Geometry of multivariate stable laws Slides ... and a photo Thursday 18 October 2007 Heriot-Watt University Room CM.G01 4:15-6:15 pm Thomas Mikosch (University of Copenhagen, Denmark) Regularly varying functions Full Notes Short Notes Friday 29 June 2007 Heriot-Watt University Room CM.S01 2:15-4:15 pm Yuri Suhov (Cambridge University) A review of random operator theory Tuesday 13 March 2007 Heriot-Watt University Room CM.G01 4:15-6:15 pm Günter Last (Karlsruhe University, Germany) A short course in stochastic geometry, III Lecture 5 Mean Value Formulae for Stationary Tesselations Lecture 6 Distributional Properties of Poisson Voronoi Tesselations Notes from Lecture 5 Notes from Lecture 6 Tuesday 6 March 2007 Heriot-Watt University Room CM.G01 4:15-6:15 pm Günter Last (Karlsruhe University, Germany) A short course in stochastic geometry, II Lecture 3 Random Measures and random Closed Sets Lecture 4 The Boolean Model Notes from Lecture 3 Notes from Lecture 4 Wednesday 28 February 2007 Heriot-Watt University Room CM.G01 4:15-6:15 pm Günter Last (Karlsruhe University, Germany) A short course in stochastic geometry, I Lecture 1 Spatial Point Processes Lecture 2 Poisson Processes Notes from Lecture 1 Notes from Lecture 2 Monday 29 January 2007 Heriot-Watt University Room CM.G01 4:15-6:15 pm Terence Chan (Heriot-Watt University) Introduction to excursion theory Friday 24 November 2006 Heriot-Watt University Room CM.T01 4:15-6:15 pm Alex McNeil (Heriot-Watt University) Archimedean copulas and Laplace transforms Monday 30 October 2006 Heriot-Watt University Room CM.G01 4:15-6:15 pm István Gyöngy (University of Edinburgh) Nonlinear filtering, stochastic PDEs and pathwise solutions Monday 24 April 2006 Heriot-Watt University Room CM.G01 4:15-6:15 pm Terry J Lyons (University of Oxford) Rough Paths - a changing perspective Monday 27 February 2006 Heriot-Watt University Room CM.G01 4:15-6:15 pm Sergei Zuyev (University of Strathclyde, Glasgow) Bernoulli and Poisson, Wald and Russo, and what do they have in common Slides from the talk Monday 20 February 2006 Heriot-Watt University Room CM.G01 4:15-6:15 pm Alexander I Sakhanenko (Sobolev Institute of Mathematics, Novosibirsk, and Ugra State University, Russia) Coupling and estimates in functional central limit theorems Slides from the talk Monday 30 January 2006 Heriot-Watt University Room CM.G01 4:15-6:15 pm Anatolii A Puhalskii (Colorado University, Denver, USA, and Institute for Problems in Information Transmission, Moscow, Russia) Compactness methods in large deviations Slides from the talk Monday 28 November 2005 Heriot-Watt University Room CM.G01 4:15-6:15 pm Sergei Kuksin (Heriot-Watt) On the Khasminskii and Khasminskii-Whitham averaging Khasminskii's paper (in russian) A paper by Kuksin and Piatnitsky Monday 31 October 2005 Heriot-Watt University Room CM.G01 4:25-6:30 pm Andreas Kyprianou (Heriot-Watt) The Wiener-Hopf factorization for random walks Notes from the talk Notes related to the discussion