Modern Applied Probability. A workshop in celebration of Sergey Foss’ 65th birthday

15-17 May 2019

ICMS, The Bayes Centre, 47 Potterrow, Edinburgh EH8 9BT

Scientific Organisers

 

  • Burak Buke, University of Edinburgh
  • Denis Denisov, University of Manchester
  • Seva Shneer, Heriot-Watt University

The objective of the workshop is to mark the birthday of Sergey Foss (Heriot-Watt University, Edinburgh) and to celebrate his achievements in Applied Probability, Queueing Theory and Communication Sciences. Funding will be available for PhD students and other early-career researchers who can further benefit from attending an LMS lecture course (20-24 May 2019, Edinburgh) on financial mathematics in life insurance which will be given by Soren Asmussen after this workshop.

This workshop is made possible by the generous support of the London Mathematical Society and the Maxwell Institute.

Confirmed speakers:

Venkat Anantharam, EECS at UC Berkeley
Soren Asmussen, Aarhus University
Francois Baccelli, University of Texas at Austin
Onno Boxma, Eindhoven University of Technology
Mikhail Chebunin, Novosibirsk State University
Denis Denisov, University of Manchester
Istvan Gyongy, University of Edinburgh
Jennie Hansen, Heriot-Watt University
Takis Konstantopoulos, University of Liverpool
Dima Korshunov, Lancaster University
Artem Kovalevskii, Novosibirsk State Technical University
Guenter Last, Karlsruhe Institute of Technology
Nelly Litvak, University of Twente
Masakiyo Miyazawa, Tokyo University of Science
Ilya Molchanov, University of Bern
Thomas Mountford, École Polytechnique Fédérale de Lausanne
Zbigniew Palmowski, Wroclaw University of Science and Technology
Kavita Ramanan, Brown University
Tomasz Rolski, University of Wroclaw
Sasha Stolyar, University of Illinois at Urbana-Champaign
Vitali Wachtel, University of Augsburg
Sergei Zuyev, University of Gothenburg
Bert Zwart, CWI
                                                     

Arrangements

Other Participants
Registration is now closed. Please note there will be a registration fee of £30 to attend this workshop.
This workshop will commence at 09:00 on Wednesday 15 May and finish on Friday 17 May around 16.00

Programme and abstracts

The abstracts for the talks can be found here

Wednesday 15 May

09:00-09:30

Registration

09:30-10:05

Onno Boxma Eindhoven University of Technology
On two classes of reflected stochastic processes

10:05-10:40

Venkat Anantharam  University of California, Berkeley
Asmussen-Sigman duality for monotone recursions on graphs and unimodular random rooted graphs

10:40-11:15

Tomasz Rolski University of Wroclaw Remarks on the concept of scale functions

11:15-11:45

Tea and coffee

11:45-12:20

Nelly Litvak University of Twente Local weak convergence for PageRank

12:20-12:55

Sergey Zuyev Chalmers University of Technology Selfdecomposable point processes and limit theorems for superpositions

12:55-14:30

Lunch provided at ICMS

14:30-15:05

Ilya MolchanovUniversity of Bern Scale invariant stochastic processes arising from general iterative schemes

15:05-15:40

Vitali Wachtel  Universität Augsburg  Persistence of AR(1)-sequences}

15:40-16:15 

Tea and coffee

16:15-16:50

Mikhail Chebunin Novosibirsk State University,
Spatially decentralized protocols in random multiple access networks

16:50-17:25

Artem Kovalevskii Novosibirsk State Technical University An elementary probabilistic model of literary texts and Poissonization

17:30 – 18:30

Welcome reception

Thursday 16 May

09:30-10:05

Dmitry KorshunovLancaster UniversityStrong Law of Large Numbers for Function of Local Times of Transient Random Walk in https://latex.codecogs.com/gif.latex?%24%7B%5Cmathbb%20Z%7D%5Ed%24

10:05-10:40

Denis Denisov University of Manchester

10:40-11:15

Zbigniew Palmowski Wrocław University of Science and Technology
Persistence of heavy-tailed sample averages occurs by infinitely many jumps

11:15-11:45

Tea and coffee

11:45-12:20

Guenter Last Karlsruhe Institute of Technology  Doubly stable queueing systems in space

12:20-12:55

Masakiyo Miyazawa Tokyo University of Science A martingale view of Blackwell’s renewal theorem and its extensions to a general counting process

12:55-14:30

Lunch break – lunch not provided

14:30-15:05

Thomas Mountford  EPFL Many greedy servers in a Poisson environment

15:05-15:40

Istvan Gyongy  University of Edinburgh On Itô’s formula for jump processes 

15:40-16:15

Tea and coffee

16:15-16:50

Kavita Ramanan Brown University TBA

16:50-17:25

Bert Zwart  CWI and TU/e   Cascading failures in power grids and heavy tails

17:25-18:00

Sergey Foss Heriot-Watt University

Friday 17 May

09:30-10:05

Francois Baccelli INRIA, Wireless birth and death processes

10:05-10:40

Jennie Hansen Heriot-Watt University Structural transition in random mappings via urn schemes

10:40-11:15

Tea and coffee

11:15-11:50

Seva Shneer  Heriot-Watt University Stability conditions for a discrete-time decentralised medium access algorithm

11:50-12:25

Sasha Stolyar University of Illinois at Urbana-Champaign Join-Idle-Queue with Service Elasticity: Stability and Asymptotics

12:25-14:00

Lunch break – lunch not provided

14:00-14:35

Takis Konstantopoulos University of Liverpool Probabilistic and combinatorial analysis of a simple computer security model

14:35-15:10

Soren Asmussen Aarhus University Insurance premium control and game equlibriums in some Bayesian contexts

15:10

Closing remarks followed by tea and coffee and cake

 

 


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