Workshop on
Modern Problems in Applied
Probability:
Large Deviations, Long-Range Dependence and
Simulation,
with Applications to Stochastic Networks and to Risk
Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS, UK21-29 August 2002
Application Form | Participants
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The theme of the workshop is the study of rare events in probability theory, and the applications of this theory. Major areas of application are to the occurrence of congestion in telecommunication and computer networks, e.g. the Internet, and risk processes in insurance and in the study of extremes of the environment.
Two areas of probability theory, each with their own methodology, contribute to the study of rare events. The first is that of classical large deviations theory. The second area is that of the study of long-range dependence and of heavy-tailed distributions. The workshop will bring together leading mathematicians from both these fields for a period of intensive presentation and discussion of the most recent and important results, and to advance knowledge and research in this important field.
Organisers All enquires concerning this workshop should be addressed to either of the above.
Advisory committee
- Søren Asmussen (Lund)
- François Baccelli (INRIA)
- Onno Boxma (Eindhoven TU)
This meeting's pages created 5 August 2002 - (Timetable link)