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STOCHASTIC STABILITY, LARGE DEVIATIONS, and COUPLING METHODS

LMS / EPSRC Short Course

Heriot-Watt University

4-9 September 2006

Organisers: Serguei Foss and Takis Konstantopoulos

This course provides an overview on three important topics in modern probability theory. The lectures will be supported by tutorial classes. The course lecturers are:

S Foss and T Konstantopoulos (Heriot-Watt University, Edinburgh, UK) Elements of stochastic stability

A Puhalskii (University of Colorado at Denver, USA), S Foss and T Konstantopoulos Large deviations and rare events

H Thorisson (University of Iceland) Coupling methods

Two guest lectures will be given by

S Asmussen (University of Aarhus, Denmark) Tail probabilities for a computer reliability problem

I Kontoyiannis (Athens University of Economics, Greece) Information-theoretic ideas in Poisson approximation and concentration

The course is aimed at mathematics and statistics postgraduate students and students from closely related fields (theoretical computer science, physics, etc) interested in any area that requires a knowledge of asymptotic and coupling methods of probability theory. Postdocs and young researchers are also welcome to attend. It assumes familiarity with elements of probability theory, including basic limit theorems, Markov chains and elements of stochastic processes.